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Let $\Phi:\R\rightarrow\R$ be an arbitrary continuously differentiable deterministic function such that $|\Phi|+|\Phi'|$ is bounded by a polynomial. In this article we consider the class of stochastic volatility models in which…

Probability · Mathematics 2012-08-07 Antoine Ayache , Qidi Peng

In this paper we discussed the topological transition between trivial and nontrivial phases of a quasi-periodic (Aubry-Andr\'e like) mechanical Su-Schrieffer-Heeger (SSH) model. We find that there exists a nontrivial boundary separating the…

Mesoscale and Nanoscale Physics · Physics 2024-05-29 D. A. Miranda , T. V. C. Antão , N. M. R Peres

Motivated by the work of Busse et al. [6] on turbulent convection in a rotating layer, we exploit the long-run behavior for stochastic Lotka-Volterra (LV) systems both in pull-back trajectory and in stationary measure. It is proved…

Dynamical Systems · Mathematics 2016-03-02 Lifeng Chen , Zhao Dong , Jifa Jiang , Lei Niu , Jianliang Zhai

This paper is concerned with the energy decomposition of various nonlocal models, including elasticity, thin plates, and gradient elasticity, to arrive at bond-based nonlocal models in which the bond force depends only on the deformation of…

Classical Physics · Physics 2023-07-24 Huilong Ren , Timon Rabczuk , Xiaoying Zhuang , Zhiyuan Li

We formulate the quantum version of non-projectable Ho\v{r}ava gravity as a Lagrangian theory with a path integral in the configuration space with an ultra-local in time, but non-local in space, field-dependent measure. Using auxiliary…

High Energy Physics - Theory · Physics 2026-05-22 D. Blas , F. Del Porro , M. Herrero-Valea , J. Radkovski , S. Sibiryakov

We develop a novel analytical approach to the problem of single particle localization in infinite dimensional spaces such as Bethe lattice and random regular graphs. The key ingredient of the approach is the notion of the inverted order…

Disordered Systems and Neural Networks · Physics 2018-02-14 V. E. Kravtsov , B. L. Altshuler , L. B. Ioffe

We consider two models of one-dimensional discrete random Schrodinger operators (H_n \psi)_l ={\psi}_{l-1}+{\psi}_{l +1}+v_l {\psi}_l, {\psi}_0={\psi}_{n+1}=0 in the cases v_k=\sigma {\omega}_k/\sqrt{n} and v_k=\sigma {\omega}_k/ \sqrt{k}.…

Probability · Mathematics 2013-08-02 Evgenij Kritchevski , Benedek Valko , Balint Virag

We derive ground state eigenfunctions and eigenvalues of various relativistic elliptic integrable models. The models we discuss appear in computations of superconformal indices of four-dimensional theories obtained by compactifying…

High Energy Physics - Theory · Physics 2023-12-19 Belal Nazzal , Anton Nedelin , Shlomo S. Razamat

We study whether in the setting of the Deift-Zhou nonlinear steepest descent method one can avoid solving local parametrix problems explicitly, while still obtaining asymptotic results. We show that this can be done, provided an a priori…

Complex Variables · Mathematics 2024-01-10 Mateusz Piorkowski

We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…

Probability · Mathematics 2011-11-09 M. Hairer , A. Ohashi

We report the existence and properties of localized modes described by nonlinear Schroedinger equation with complex PT-symmetric Rosen-Morse potential well. Exact analytical expressions of the localized modes are found in both one…

Quantum Physics · Physics 2013-04-19 Bikashkali Midya , Rajkumar Roychoudhury

A translation invariant Hamiltonian $H$ in the nonrelativistic quantum electrodynamics is studied. This Hamiltonian is decomposed with respect to the total momentum $\tot$: $$H=\int_{\BR} ^\oplus \fri(P) dP,$$ where the self-adjoint fiber…

Mathematical Physics · Physics 2007-05-23 Fumio Hiroshima

Let the Ornstein-Uhlenbeck process $(X_t)_{t\ge0}$ driven by a fractional Brownian motion $B^{H }$, described by $dX_t = -\theta X_t dt + \sigma dB_t^{H }$ be observed at discrete time instants $t_k=kh$, $k=0, 1, 2, \cdots, 2n+2 $. We…

Statistics Theory · Mathematics 2020-04-13 El Mehdi Haress , Yaozhong Hu

Exponentially-localized Wannier functions are a basis of the Fermi projection of a Hamiltonian consisting of functions which decay exponentially fast in space. In two and three spatial dimensions, it is well understood for periodic…

Mathematical Physics · Physics 2022-02-03 Jianfeng Lu , Kevin D. Stubbs

We apply the homotopy perturbation method to construct series solutions for the fractional Rosenau-Hyman (fRH) equation and study their dynamics. Unlike the classical RH equation where compactons arise from truncated periodic solutions, we…

Analysis of PDEs · Mathematics 2025-02-13 Brian Choi

In this paper, we present a methodology for establishing constructive proofs of existence of smooth, stationary, non-radial localized patterns in the planar Swift-Hohenberg equation. Specifically, given an approximate solution $u_0$, we…

Analysis of PDEs · Mathematics 2024-09-19 Matthieu Cadiot , Jean-Philippe Lessard , Jean-Christophe Nave

A numerical study of Anderson transition on random regular graphs (RRG) with diagonal disorder is performed. The problem can be described as a tight-binding model on a lattice with N sites that is locally a tree with constant connectivity.…

Disordered Systems and Neural Networks · Physics 2016-12-28 K. S. Tikhonov , A. D. Mirlin , M. A. Skvortsov

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

Probability · Mathematics 2025-08-07 Michael Röckner , Shijie Shang , Tusheng Zhang

We study the nonparametric Nadaraya-Watson estimator of the drift function for ergodic stochastic processes driven by fractional Brownian motion of Hurst parameter H > 1/2. The estimator is based on the discretely observed stochastic…

Statistics Theory · Mathematics 2022-05-03 Han Yuecai , Zhang Dingwen

A thin and narrow rectangular plate having the two short edges hinged and the two long edges free is considered. A nonlinear nonlocal evolution equation describing the deformation of the plate is introduced: well-posedness and existence of…

Analysis of PDEs · Mathematics 2018-12-07 Denis Bonheure , Filippo Gazzola , Ederson Moreira dos Santos
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