Related papers: Schwinger-Dyson equations and line integrals
Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…
For the first time, Schr\"odinger equations with cubic and more complex nonlinearities containing the unknown function with constant delay are analyzed. The physical considerations that can lead to the appearance of a delay in such…
In this paper, concerning SDEs with H\"older continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for underlying…
A nonlinear generalisation of Schrodinger's equation is obtained using information-theoretic arguments. The nonlinearities are controlled by an intrinsic length scale and involve derivatives to all orders thus making the equation mildly…
It was shown recently that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic…
The complex Langevin method in conjunction with the gauge cooling is applied to the two-dimensional lattice $SU(2)$ Yang-Mills theory that is analytically solvable. We obtain strong numerical evidence that at large Langevin time the…
The ability to describe strongly interacting matter at finite temperature and baryon density provides the means to determine, for instance, the equation of state of QCD at non-zero baryon chemical potential. From a theoretical point of…
A fundamental challenge of the theory of liquids is to understand the similarities and differences in the macroscopic dynamics of both colloidal and atomic liquids, which originate in the (Newtonian or Brownian) nature of the microscopic…
A system of singular integral equations with monotone and concave nonlinearity in the subcritical case is investigated. The specified system and its scalar analog have direct applications in various areas of physics and biology. In…
Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…
We consider the dimer model on the square and hexagonal lattices with doubly periodic weights. The purpose of this paper is threefold: (a) we establish a rigourous connection with the massive SLE$_2$ constructed by Makarov and Smirnov (and…
A version of the fundamental mean-square convergence theorem is proved for stochastic differential equations (SDE) which coefficients are allowed to grow polynomially at infinity and which satisfy a one-sided Lipschitz condition. The…
Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…
In this paper we present a set of results on the integration and on the symmetries of the lattice potential Korteweg-de Vries (lpKdV) equation. Using its associated spectral problem we construct the soliton solutions and the Lax technique…
By means of the Malliavin calculus, integral representations for the likelihood function and for the derivative of the log-likelihood function are given for a model based on discrete time observations of the solution to equation…
We use the interpretation of the Schramm-Loewner evolution as a limit of path measures tilted by a loop term in order to motivate the definition of $n$-radial SLE going to a particular point. In order to justify the definition we prove that…
We study the small-time local controllability (STLC) of a bilinear Schr\"odinger equation with Neumann boundary conditions near its ground state. We focus on the degenerate case where the linearized system is not controllable, necessitating…
A self-organizing joint system classical oscillator + random environment is considered within the framework of a complex probabilistic process that satisfies a Langevin-type stochastic differential equation. Various types of randomness…
We consider a class of one dimensional vector Non-linear Schr$\ddot{o}$dinger Equation(NLSE) in an external complex potential with Balanced Loss-Gain(BLG) and Linear Coupling(LC) among the components of the Schr$\ddot{o}$dinger field. The…
In this letter we present an analytic evidence of the non-integrability of the discrete nonlinear Schroedinger equation, a well-known discrete evolution equation which has been obtained in various contexts of physics and biology. We use a…