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In this note, we discuss various aspects of invariant measures for nonlinear Hamiltonian PDEs. In particular, we show almost sure global existence for some Hamiltonian PDEs with initial data of the form: "smooth deterministic function + a…

Analysis of PDEs · Mathematics 2015-07-07 Tadahiro Oh , Jeremy Quastel

We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…

Probability · Mathematics 2020-06-18 Amarjit Budhiraja , Xiaoming Song

Criterions for constancy of the holomorphic sectional curvature and the antiholomorphic sectional curvature are proved for almost Hermitian manifolds. It is shown, that an almost Hermitian manifold satisfying the axiom of antiholomorphic…

Differential Geometry · Mathematics 2010-04-22 Ognian Kassabov

IIn this paper, we study a partially observed progressive optimal control problem of forward-backward stochastic differential equations with random jumps, where the control domain is not necessarily convex, and the control variable enter…

Optimization and Control · Mathematics 2022-06-27 Yueyang Zheng , Jingtao Shi

Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions,…

Dynamical Systems · Mathematics 2016-09-06 Zoltán Horváth , Yunfei Song , Tamás Terlaky

We study conservation laws of a general class of quantum many-body systems subjected to an external time dependent quasi-periodic driving. {When the frequency of the driving is large enough or the strength of the driving is small enough, we…

Mathematical Physics · Physics 2024-08-13 Matteo Gallone , Beatrice Langella

We derive the effective Hamiltonian $H - \mu N$ for open quantum systems with varying particle number from first principles within the framework of non-relativistic quantum statistical mechanics. We prove that under physically motivated…

Mathematical Physics · Physics 2026-02-26 Benedikt M. Reible , Luigi Delle Site

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

Sub-fractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In \cite{GGL1} we proved a strong uniform approximation with a rate of convergence for fractional Brownian motion by…

Probability · Mathematics 2012-02-09 Johanna Garzon , Luis G. Gorostiza , Jorge A. Leon

The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…

Probability · Mathematics 2008-08-28 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

We study almost periodic orbits of quantum systems and prove that for periodic time-dependent Hamiltonians an orbit is almost periodic if, and only if, it is precompact. In the case of quasiperiodic time-dependence we present an example of…

Mathematical Physics · Physics 2007-11-06 Cesar R. de Oliveira , Mariza S. Simsen

Suppose $(f,\mathcal{X},\nu)$ is a measure preserving dynamical system and $\phi:\mathcal{X}\to\mathbb{R}$ is an observable with some degree of regularity. We investigate the maximum process $M_n:=\max\{X_1,\ldots,X_n\}$, where…

Dynamical Systems · Mathematics 2015-10-16 M. P. Holland , M. Nicol , A. Török

For a fractional Brownian motion $B^H$ with Hurst parameter $H\in]{1/4},{1/2}[\cup]{1/2},1[$, multiple indefinite integrals on a simplex are constructed and the regularity of their sample paths are studied. Then, it is proved that the…

Probability · Mathematics 2007-05-23 Marta Sanz-Solé , Iván Torrecilla-Tarantino

We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…

Probability · Mathematics 2025-02-04 Yuri Kifer

We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…

Machine Learning · Computer Science 2021-03-30 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , Johan U. Backström , R. Bhushan Gopaluni

In this paper we obtain an almost sure invariance principle for convergent sequences of either Anosov diffeomorphisms or expanding maps on compact Riemannian manifolds and prove an ergodic stability result for such sequences. The sequences…

Dynamical Systems · Mathematics 2017-09-07 A. Castro , F. B. Rodrigues , P. Varandas

We discuss the the notion of a partial dynamical symmetry (PDS), for which a prescribed symmetry is obeyed by only a subset of solvable eigenstates, while other eigenstates are strongly mixed. We present an explicit construction of…

Nuclear Theory · Physics 2013-04-16 A. Leviatan

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

Based on conservation laws for surface layer integrals for critical points of causal variational principles, it is shown how jet spaces can be endowed with an almost-complex structure. We analyze under which conditions the almost-complex…

Mathematical Physics · Physics 2021-05-12 Felix Finster , Niky Kamran

A refinement of Zhong's variational principle [Nonlin. Anal., 29 (1997), 1421-1431] is given, in the realm of almost metric structures. Applications to equilibrium points are also provided.

Optimization and Control · Mathematics 2011-05-05 Mihai Turinici
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