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We apply Frobenius integrability theorem in the search of invariants for one-dimensional Hamiltonian systems with a time-dependent potential. We obtain several classes of potential functions for which Frobenius theorem assures the existence…

Mathematical Physics · Physics 2009-11-07 F. Haas

For meromorphic maps of complex manifolds, ergodic theory and pluripotential theory are closely related. In nice enough situations, dynamically defined Green's functions give rise to invariant currents which intersect to yield measures of…

Complex Variables · Mathematics 2008-03-06 Jeffrey Diller , Vincent Guedj

We study a system of two non-interacting quantum wires with fermions of opposite chirality with a point contact junction at the origin across which tunneling can take place when an arbitrary time-dependent bias between the wires is applied.…

Mesoscale and Nanoscale Physics · Physics 2022-02-02 Nikhil Danny Babu , Girish S. Setlur

Based on the generating functional method with an external source function, a useful constraint on the source function is proposed for analyzing the one- and two-loop world-line Green functions. The constraint plays the same role as the…

High Energy Physics - Theory · Physics 2015-06-26 Haru-Tada Sato

In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…

Mathematical Finance · Quantitative Finance 2025-10-21 Rohan Shenoy , Peter Kempthorne

The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…

Probability · Mathematics 2014-05-28 Alexander Gushchin , Mikhail Urusov

We present an experiment which aim is to investigate the mechanical properties of a static granular assembly. The piling is an horizontal 3D granular layer confined in a box, we apply a localized extra force at the surface and the spatial…

Condensed Matter · Physics 2016-08-15 Guillaume Reydellet , Eric Clément

In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…

Probability · Mathematics 2015-04-01 E. Lakhel

In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…

Statistics Theory · Mathematics 2011-03-21 Jérôme Dedecker , Florence Merlevède , Magda Peligrad

In this work we develop an algebraic theory of linear recurrence equations and systems with constant coefficients and reflection. We obtain explicit solutions and the Green's functions associated to different problems under general linear…

Classical Analysis and ODEs · Mathematics 2019-09-10 F. Adrián F. Tojo

The Green's functions for the Laplace equation respectively satisfying the Dirichlet and Neumann boundary conditions on the upper side of an infinite plane with a circular hole are introduced and constructed. These functions enables…

Numerical Analysis · Mathematics 2020-11-18 Nail Gumerov , Ramani Duraiswami

We construct an expression for the Green function of a differential operator satisfying nonlocal, homogeneous boundary conditions starting from the fundamental solution of the differential operator. This also provides the solution to the…

Analysis of PDEs · Mathematics 2020-05-22 Vanik E. Mkrtchian , Carsten Henkel

A numerical method is developed for calculating the real time Green's functions of very large sparse Hamiltonian matrices, which exploits the numerical solution of the inhomogeneous time-dependent Schroedinger equation. The method has a…

Computational Physics · Physics 2007-05-23 Toshiaki Iitaka

The steady-state electronic transport across periodically driven systems can be efficiently addressed using Landauer-B\"{u}ttiker formalism. The time-dependent nonequilibrium Green's function theory then may be adapted for developing direct…

Mesoscale and Nanoscale Physics · Physics 2018-12-17 Oleksandr Balabanov

Green functions play an important role in conformal geometry. In this paper, we explain how to compute explicitly the logarithmic singularities of the Green functions of the conformal powers of the Laplacian. These operators include the…

Differential Geometry · Mathematics 2017-09-26 Raphael Ponge

We present a functional formalism to derive a generating functional for correlation functions of a multiplicative stochastic process represented by a Langevin equation. We deduce a path integral over a set of fermionic and bosonic variables…

Statistical Mechanics · Physics 2010-05-13 Zochil González Arenas , Daniel G. Barci

We formulate the dynamical mean field theory directly in the continuum. For a given definition of the local Green's function, we show the existence of a unique functional, whose stationary point gives the physical local Green's function of…

Strongly Correlated Electrons · Physics 2009-02-05 R. Chitra , G. Kotliar

Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…

Probability · Mathematics 2007-05-23 Eugene Wong

In this paper we obtain an explicit formula of the parameter dependence of the partial derivatives of the Green's functions related to two-point boundary conditions. Such expression follows as an integral of both kernels times the…

Classical Analysis and ODEs · Mathematics 2024-05-28 Alberto Cabada , Lucía López-Somoza

The purpose of the paper is to find the joint distribution of the hitting time and place of two-dimensional Brownian motion hitting the negative horizontal axis. We provide various formulas for Green functions as well as for the conditional…

Probability · Mathematics 2019-03-15 T. Byczkowski , J. Malecki , M. Ryznar
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