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We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…

Numerical Analysis · Mathematics 2017-10-25 Mario Hefter , André Herzwurm , Thomas Müller-Gronbach

Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the…

Statistical Mechanics · Physics 2009-10-31 Piotr Garbaczewski

The effective equation of motion is derived for a scalar field interacting with other fields in a Friedman-Robertson-Walker background space-time. The dissipative behavior reflected in this effective evolution equation is studied both in…

High Energy Physics - Phenomenology · Physics 2008-11-26 Arjun Berera , Rudnei O. Ramos

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…

Probability · Mathematics 2009-09-23 Shige Peng , Mingyu Xu

A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original…

Probability · Mathematics 2009-06-25 Boris Baeumer , Mark M. Meerschaert , Erkan Nane

I overview recent research advances in Bayesian state-space modeling of multivariate time series. A main focus is on the decouple/recouple concept that enables application of state-space models to increasingly large-scale data, applying to…

Methodology · Statistics 2022-06-07 Mike West

Because of their occasional need to return to shallow points in a search tree, existing backtracking methods can sometimes erase meaningful progress toward solving a search problem. In this paper, we present a method by which backtrack…

Artificial Intelligence · Computer Science 2008-02-03 M. L. Ginsberg

Active Brownian particles (ABPs), when subject to purely repulsive interactions, are known to undergo activity-induced phase separation broadly resembling an equilibrium (attraction-induced) gas-liquid coexistence. Here we present an…

Soft Condensed Matter · Physics 2013-10-04 Joakim Stenhammar , Adriano Tiribocchi , Rosalind J. Allen , Davide Marenduzzo , Michael E. Cates

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

In this paper we develop and analyse domain decomposition methods for linear systems of equations arising from conforming finite element discretisations of positive Maxwell-type equations. Convergence of domain decomposition methods rely…

Numerical Analysis · Mathematics 2021-07-08 Niall Bootland , Victorita Dolean , Frédéric Nataf , Pierre-Henri Tournier

I briefly review some concepts related to coarse-graining methods for the dynamics of soft matter systems and argue that such schemes will almost always need to telescope down the physical hierarchy of time-scales to a more compressed, but…

Soft Condensed Matter · Physics 2010-01-11 Ard A. Louis

We demonstrate how the dynamical coarse-graining approach can be systematically extended to higher orders in the coupling between system and reservoir. Up to second order in the coupling constant we explicitly show that dynamical…

Quantum Physics · Physics 2009-03-23 Gernot Schaller , Philipp Zedler , Tobias Brandes

In this paper we consider a mean-field backward stochastic differential equation (BSDE) driven by a Brownian motion and an independent Poisson random measure. Translating the splitting method introduced by Buckdahn, Li, Peng and Rainer [6]…

Probability · Mathematics 2017-02-20 Juan Li

In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…

Probability · Mathematics 2025-06-18 Huijie Qiao

In this article we review existing literature on dynamic copulas and then propose an n-copula which varies in time and space. Our approach makes use of stochastic differential equations, and gives rise to a dynamic copula which is able to…

Statistics Theory · Mathematics 2008-12-18 Glenis Crane

We examine the dependence of decoherence on the spectral density of the environment as well as on the initial state of the system. We use two simple examples to illustrate some important effects. The simplest derivation of the general form…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Juan Pablo Paz

We derive a quantum master equation in the context of a polymerized open quantum mechanical system for the scattering of a Brownian particle in an ideal gas environment. The model is formulated in a top-down approach by choosing a…

General Relativity and Quantum Cosmology · Physics 2023-02-17 Kristina Giesel , Michael Kobler

We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic…

Probability · Mathematics 2007-05-23 Krzysztof Burdzy , Haya Kaspi

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