Related papers: Beyond complex Langevin equations I: two simple ex…
In solving Bayesian inverse problems, it is often desirable to use a common density parameterization to denote the prior and posterior. Typically we seek a density from the same family as the prior which closely approximates the true…
In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…
A system-size expansion method is incorporated into the Doi-Peliti formalism for stochastic chemical kinetics. The basic idea of the incorporation is to introduce a new decomposition of unity associated with a so-called Cole-Hopf…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW), the governing equations for the probability density…
Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite…
The complex Langevin method and the generalized Lefschetz-thimble method are two closely related approaches to the sign problem, which are both based on complexification of the original dynamical variables. The former can be viewed as a…
An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution. Compared to previous…
The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…
The quantum Langevin equation is derived from the Feynman-Veron forward--backward path integral representation for a density matrix of a quantum system in a thermal oscillator bath. We exhibit the mechanism by which the classical,…
A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…
We construct combined electric and magnetic field variables which independently represent energy flows in the forward and backward directions respectively, and use these to re-formulate Maxwell's equations. These variables enable us to not…
Extending the notion of projective means we first generalize an invariance identity related to the Carlson log given in a recent paper of P. Kahlig and J. Matkowski, and then, more generally, given a bivariate symmetric, homogeneous and…
An infinite dimensional algebra, which is useful for deriving exact solutions of the generalized pairing problem, is introduced. A formalism for diagonalizing the corresponding Hamiltonian is also proposed. The theory is illustrated with…
We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and use a new formula for the density of a random variable…
The paper addresses the formulation and analysis of direct and inverse problems for a Langevin-type fractional differential equation under a non-local condition imposed on the time variable. An additional condition for solving the inverse…
Probability is an important question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the…
We discuss conditions under which expectation values computed from a complex Langevin process $Z$ will converge to integral averages over a given complex valued weight function. The difficulties in proving a general result are pointed out.…
Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…
We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…