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A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii

Let $\mu$ be a Gaussian measure on some measurable space $\{W=\{w\},{\mathcal{B}}(W)\}$ and let $\nu$ be a measure on the same space which is absolutely continuous with respect to $\nu$. The paper surveys results on the problem of…

Probability · Mathematics 2016-08-16 D. Feyel , A. S. Üstünel , M. Zakai

We introduce a $W^*$-metric space, which is a particular approach to non-commutative metric spaces where a \textit{quantum metric} is defined on a von Neumann algebra. We generalize the notion of a quantum code and quantum error correction…

Quantum Physics · Physics 2012-05-22 Christopher Bumgardner

We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They…

Optimization and Control · Mathematics 2010-10-28 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

We elaborate on the interpretation of some mixed finite element spaces in terms of differential forms. First we develop a framework in which we show how tools from algebraic topology can be applied to the study of their cohomological…

Numerical Analysis · Mathematics 2011-06-20 Snorre Harald Christiansen

We propose a new class of finite element approximations to ideal compressible magnetohydrodynamic equations in smooth regime. Following variational approximations developed for fluid models in the last decade, our discretizations are built…

Numerical Analysis · Mathematics 2024-02-29 Valentin Carlier , Martin Campos-Pinto

We present a method to calculate integrals over monomials of matrix elements with invariant measures in terms of Wick contractions. The method gives exact results for monomials of low order. For higher--order monomials, it leads to an error…

Mathematical Physics · Physics 2015-06-26 T. Prosen , T. H. Seligman , H. A. Weidenmueller

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

In this paper we study ergodicity and mixing property of some measure preserving transformations on the Wiener space (W,H,\mu) which are generated by some random unitary operators defined on the Cameron-Martin space H.

Probability · Mathematics 2007-05-23 A. S. Ustunel , M. Zakai

We have established a coherent framework for applying variational methods to partial differential equations on hypergraphs, which includes the propositions of calculus and function spaces on hypergraphs. Several results related to the…

Analysis of PDEs · Mathematics 2024-04-01 Mengqiu Shao , Yulu Tian , Liang Zhao

We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange…

Optimization and Control · Mathematics 2011-11-11 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We characterize Weihrauch reducibility in E-PA$^{\omega}$ + QF-AC$^{0,0}$ and all systems containing it by the provability in a linear variant of the same calculus using modifications of G\"odel's Dialectica interpretation that incorporate…

Logic · Mathematics 2021-07-15 Patrick Uftring

Invariance properties of classes in the variational sequence suggested to Krupka et al. the idea that there should exist a close correspondence between the notions of variationality of a differential form and invariance of its exterior…

Mathematical Physics · Physics 2019-10-04 M. Palese , E. Winterroth

The history of the elastica is examined through the works of various contributors, including those of Jacob and Daniel Bernoulli, since its first appearance in a 1690 contest on finding the profile of a hanging flexible cord. Emphasis will…

History and Philosophy of Physics · Physics 2023-04-03 Sylvio R. Bistafa

We introduce and study measures and densities (= geometric measures) on differentiable stacks, using a rather straightforward generalization of Haefliger's approach to leaf spaces and to transverse measures for foliations. In general we…

Differential Geometry · Mathematics 2020-04-15 Marius Crainic , João Nuno Mestre

The Bou\'e-Dupuis variational formula gives a representation for log Laplace transforms of bounded measurable functions of a finite dimensional Brownian motion on a compact time interval as an infimum of a suitable cost over a collection of…

Probability · Mathematics 2024-03-05 A. Budhiraja

We study existence of invariant Einstein metrics on complex Stiefel manifolds $G/K = \SU(\ell+m+n)/\SU(n) $ and the special unitary groups $G = \SU(\ell+m+n)$. We decompose the Lie algebra $\frak g$ of $G$ and the tangent space $\frak p$ of…

Differential Geometry · Mathematics 2020-06-30 Andreas Arvanitoyeorgos , Yusuke Sakane , Marina Statha

We consider general difference equations $u_{n+1} = F(u)_n$ for $n \in \mathbb{Z}$ on exponentially weighted $\ell_2$ spaces of two-sided Hilbert space valued sequences $u$ and discuss initial value problems. As an application of the…

Dynamical Systems · Mathematics 2018-10-05 Konrad Kitzing , Rainer Picard , Stefan Siegmund , Sascha Trostorff , Marcus Waurick

We introduce a variational first-order Sobolev calculus on metric measure spacetimes. The key object is the maximal weak subslope of an arbitrary causal function, which plays the role of the (Lorentzian) modulus of its differential. It is…

Differential Geometry · Mathematics 2025-03-21 Tobias Beran , Mathias Braun , Matteo Calisti , Nicola Gigli , Robert J. McCann , Argam Ohanyan , Felix Rott , Clemens Sämann

Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…

Methodology · Statistics 2022-01-03 Kin Wai Chan
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