English
Related papers

Related papers: The method of decoupling fields generalized to hig…

200 papers

We study hyperbolic systems of one-dimensional partial differential equations under general, possibly non-local boundary conditions. A large class of evolution equations, either on individual 1-dimensional intervals or on general networks,…

Analysis of PDEs · Mathematics 2021-01-19 Marjeta Kramar Fijavž , Delio Mugnolo , Serge Nicaise

We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…

Probability · Mathematics 2021-12-20 Luisa Beghin , Alessandro De Gregorio

Large classes of multi-dimensional Gaussian processes can be enhanced with stochastic Levy area(s). In a previous paper, we gave sufficient and essentially necessary conditions, only involving variational properties of the covariance.…

Probability · Mathematics 2007-11-06 Peter Friz , Nicolas Victoir

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…

Numerical Analysis · Mathematics 2021-03-17 Feng Bao , Yanzhao Cao , He Zhang

A stochastic field theory approach is applied to a coarse-grained polymer model that will enable studies of polymer behavior under non-equilibrium conditions. This article is focused on the validation of the new model in comparison to…

Soft Condensed Matter · Physics 2024-03-04 Shangren Zhu , Patrick T. Underhill

We consider the area of spheres centered at the distinguished point in the Brownian plane. As a function of the radius, the resulting process has continuously differentiable sample paths. Furthermore, the pair consisting of the process and…

Probability · Mathematics 2025-07-09 Jean-François Le Gall

We investigate the correspondence between generally covariant higher derivative scalar-tensor theory and spatially covariant gravity theory. The building blocks are the scalar field and spacetime curvature tensor together with their…

General Relativity and Quantum Cosmology · Physics 2020-10-07 Xian Gao , Yu-Min Hu

We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…

Systems and Control · Electrical Eng. & Systems 2021-11-12 Thomas Lew , Apoorva Sharma , James Harrison , Edward Schmerling , Marco Pavone

For every natural number $m$, the existentially closed models of the theory of fields with $m$ commuting derivations can be given a first-order geometric characterization in several ways. In particular, the theory of these differential…

Logic · Mathematics 2013-01-04 David Pierce

We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…

Statistical Mechanics · Physics 2011-05-09 Debasish Chaudhuri , Abhishek Dhar

We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized…

Statistical Mechanics · Physics 2015-05-30 A. V. Plyukhin

As an alternative to the covariant Ostrogradski method, we show that higher-derivative relativistic Lagrangian field theories can be reduced to second differential-order by writing them directly as covariant two-derivative theories…

High Energy Physics - Theory · Physics 2007-05-23 F. J. de Urries , J. Julve

We study the dynamical phase transitions (DPTs) appearing for a single Brownian particle without drift. We first explore how first-order DPTs in large deviations can be found even for a single Brownian particle without any force upon…

Statistical Mechanics · Physics 2024-07-22 Takahiro Kanazawa , Kyogo Kawaguchi , Kyosuke Adachi

The coarse-graining approach to deriving the quantum Markovian master equation is revisited, with close attention given to the underlying approximations. It is further argued that the time interval over which the coarse-graining is…

Quantum Physics · Physics 2017-12-05 J D Cresser , C Facer

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

Statistical Mechanics · Physics 2024-07-24 Lucianno Defaveri , Eli Barkai , David A. Kessler

The method of adiabatic invariants for time dependent Hamiltonians is applied to a massive scalar field in a de Sitter space-time. The scalar field ground state, its Fock space and coherent states are constructed and related to the particle…

General Relativity and Quantum Cosmology · Physics 2008-11-26 C. Bertoni , F. Finelli , G. Venturi

We investigate the possibility to suppress interactions between a finite dimensional system and an infinite dimensional environment through a fast sequence of unitary kicks on the finite dimensional system. This method, called dynamical…

Quantum Physics · Physics 2018-03-28 Christian Arenz , Daniel Burgarth , Paolo Facchi , Robin Hillier

We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…

Probability · Mathematics 2010-01-20 Myriam Fradon , Sylvie Roelly

The dynamics associated with a measurement-based master equation for quantum Brownian motion are investigated. A scheme for obtaining time evolution from general initial conditions is derived. This is applied to analyze dissipation and…

Quantum Physics · Physics 2007-07-20 Bruno Bellomo , Stephen M. Barnett , John Jeffers