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In a recent formulation of a quantum field theory of forward rates, the volatility of the forward rates was taken to be deterministic. The field theory of the forward rates is generalized to the case of stochastic volatility. Two cases are…

Soft Condensed Matter · Physics 2009-11-07 Belal E. Baaquie

We discuss Euclidean covariant vector random fields as the solution of stochastic partial differential equations of the form $DA=\eta$, where $D$ is a covariant (w.r.t. a representation \tau of $SO(d)$) differential operator with "positive…

Mathematical Physics · Physics 2007-05-23 S. Albeverio , H. Gottschalk , J. -L. Wu

A Feynman-Kac type formula of relativistic Schr\"odinger operators with unbounded vector potential and spin 1/2 is given in terms of a three-component process consisting of Brownian motion, a Poisson process and a subordinator. This formula…

Mathematical Physics · Physics 2012-09-28 Fumio Hiroshima , Takashi Ichinose , József Lörinczi

We introduce an generalized action functional describing the equations of motion and the variational equations for any Lagrangian system. Using this novel scheme we are able to generalize Noether's theorem in such a way that to any…

Mathematical Physics · Physics 2016-09-07 C. M. Arizmendi , J. Delgado , H. N. Núñez-Yépez , A. L. Salas-Brito

Localized scattering phenomena may result in the formation of stationary matter waves originating from a compact region in physical space. Mathematically, such waves are advantageously expressed in terms of quantum sources that are…

Quantum Physics · Physics 2007-05-23 Tobias Kramer , Christian Bracher , Manfred Kleber

We have developed a method for complementing an arbitrary classical dynamical system to a quantum system using the Lorenz and R\"ossler systems as examples. The Schr\"odinger equation for the corresponding quantum statistical ensemble is…

Chaotic Dynamics · Physics 2014-12-30 Yu. I. Bogdanov , N. A. Bogdanova

We consider a nonlinear semi-classical Schrodinger equation for which it is known that quadratic oscillations lead to focusing at one point, described by a nonlinear scattering operator. If the initial data is an energy bounded sequence, we…

Analysis of PDEs · Mathematics 2007-05-23 Remi Carles , Clotilde Fermanian-Kammerer , Isabelle Gallagher

We extend the conforming virtual element method to the numerical resolution of eigenvalue problems with potential terms on a polytopal mesh. An important application is that of the Schrodinger equation with a pseudopotential term. This…

Numerical Analysis · Mathematics 2018-04-04 Ondrej Certik , Francesca Gardini , Gianmarco Manzini , Giuseppe Vacca

Quantum systems are dynamic systems restricted by the principles of quantum mechanics (linearity of dynamic equations, linear transformation of the wave function etc.). One suggests to investigate the quantum systems simply as dynamic…

General Physics · Physics 2007-05-23 Yuri A. Rylov

A variational technique is established to deal with the Schrodinger equation with parity-time(PT) symmetric Gaussian complex potential. The method is extended to the linear and self-focusing and defocusing nonlinear cases. Some unusual…

Pattern Formation and Solitons · Physics 2012-03-09 Sumei Hu , Guo Liang , Shanyong Cai , Daquan Lu , Qi Guo , Wei Hu

Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…

Numerical Analysis · Mathematics 2023-12-06 David Cohen , Annika Lang

In this paper the analogues of the Lorentz transformations for non-inertial reference frames have been obtained. A common case when the movement speed of one coordinate frame in relation to another one can have time derivatives of higher…

General Physics · Physics 2016-08-24 E. E. Perepelkin , B. I. Sadovnikov , N. G. Inozemtseva

The relativistic spinning particle model, proposed in [3,4], is analyzed in a Hamiltonian framework. The spin is simulated by extending the configuration space by introducing a light-like four vector degree of freedom. The model is heavily…

High Energy Physics - Theory · Physics 2009-11-06 Sudipta Das , Subir Ghosh

We describe the picture of physical processes suggested by Edward Nelson's stochastic mechanics when generalized to quantum field theory regularized on a lattice, after an introductory review of his theory applied to the hydrogen atom. By…

History and Philosophy of Physics · Physics 2024-08-06 Andrea Carosso

We study a system of partial differential equations with integer and fractional derivatives arising in the study of forced oscillatory motion of a viscoelastic rod. We propose a new approach considering a quotient of relations appearing in…

Mathematical Physics · Physics 2015-08-11 Teodor M. Atanackovic , Stevan Pilipovic , Dusan Zorica

We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…

Probability · Mathematics 2025-06-17 Toshio Mikami , Jin Feng

After introducing Schr\"odinger equation within position- dependent mass formalism, a quasi-oscillator has been considered. Eigen functions and energy spectra have been obtained analytical. Then thermodynamic properties, information entropy…

General Physics · Physics 2016-08-29 Soroush Zare , Hassan Hassanabadi

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

Statistics Theory · Mathematics 2020-06-02 Carsten Chong

The purpose of this paper is to establish the theory of stochastic pseudo-differential operators and give its applications in stochastic partial differential equations. First, we introduce some concepts on stochastic pseudo-differential…

Analysis of PDEs · Mathematics 2011-03-02 Xu Liu , Xu Zhang

In this work we study symplectic unitary representations for the Galilei group. As a consequence the Schr\"odinger equation is derived in phase space. The formalism is based on the non-commutative structure of the star-product, and using…

Mathematical Physics · Physics 2013-03-14 R. G. G. Amorim , S. C. Ulhoa , A. E. Santana
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