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In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

Probability · Mathematics 2017-05-03 Michèle Thieullen , Alexis Vigot

In this paper we consider a class of $p$-evolution equations of arbitrary order with variable coefficients depending on time and space variables $(t,x)$. We prove necessary conditions on the decay rates of the coefficients for the…

Analysis of PDEs · Mathematics 2023-09-12 Alexandre Arias Junior , Alessia Ascanelli , Marco Cappiello

We consider optimal control of a new type of non-local stochastic partial differential equations (SPDEs). The SPDEs have space interactions, in the sense that the dynamics of the system at time $t$ and position in space x also depend on the…

Optimization and Control · Mathematics 2021-07-01 Nacira Agram , Astrid Hilbert , Khouloud Makhlouf , Bernt Øksendal

We define linear stochastic heat equations (SHE) on p.c.f.s.s. sets equipped with regular harmonic structures. We show that if the spectral dimension of the set is less than two, then function-valued "random-field" solutions to these SPDEs…

Probability · Mathematics 2018-02-28 Ben Hambly , Weiye Yang

We develop a general method for extending Markov processes to a larger state space such that the added points form a polar set. The so obtained extension is an improvement on the standard trivial extension in which case the process is made…

Probability · Mathematics 2019-09-06 Lucian Beznea , Iulian Cîmpean , Michael Röckner

Using a newly introduced connection between the local and non-local description of open quantum system dynamics, we investigate the relationship between these two characterisations in the case of quantum semi-Markov processes. This class of…

Quantum Physics · Physics 2020-08-24 Nina Megier , Andrea Smirne , Bassano Vacchini

In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, our goal is a contribution towards the development of…

Numerical Analysis · Mathematics 2024-01-17 Evelyn Buckwar , Ana Djurdjevac , Monika Eisenmann

We consider conditional McKean-Vlasov stochastic differential equations (SDEs), such as the ones arising in the large-system limit of mean field games and particle systems with mean field interactions when common noise is present. The…

Probability · Mathematics 2020-04-02 Daniel Lacker , Mykhaylo Shkolnikov , Jiacheng Zhang

We present a family of integral equation-based solvers for the heat equation, reaction-diffusion systems, the unsteady Stokes equation and the incompressible Navier-Stokes equations in two space dimensions. Our emphasis is on the…

Numerical Analysis · Mathematics 2025-12-01 Jun Wang , Jie Su , Leslie Greengard , Shidong Jiang , Shravan Veerapaneni

A new model for evolving Evolutionary Algorithms (EAs) is proposed in this paper. The model is based on the Multi Expression Programming (MEP) technique. Each MEP chromosome encodes an evolutionary pattern that is repeatedly used for…

Neural and Evolutionary Computing · Computer Science 2021-10-13 Mihai Oltean

It is shown that the time evolution of the squeezed and displaced state may be obtained by solving the Heisenberg equation of motion of an appropriate operator and finding the eigenstates of the time evolved operator. The connection between…

Mathematical Physics · Physics 2018-09-14 C. V. Sukumar

In the stellar chromospheres, radiative energy transport is dominated by only the strongest spectral lines. For these lines, the approximation of local thermodynamic equilibrium (LTE) is known to be very inaccurate, and a state of…

Solar and Stellar Astrophysics · Physics 2021-04-29 L. S. Anusha , M. van Noort , R. H. Cameron

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

In this paper, we get the time evolution equations of the curvature and torsion of the evolving spacelike curves in the Minkowski space. Also, we give inextensible evolutions of timelike ruled surfaces that are produced by the timelike…

Differential Geometry · Mathematics 2021-02-23 Dae Won Yoon , Zuhal Kucukarslan Yuzbasi , Ebru Cavlak Aslan

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

Probability · Mathematics 2009-01-20 Istvan Gyöngy , Annie Millet

We derive the solution representation for a large class of nonlocal boundary value problems for linear evolution PDEs with constant coefficients in one space variable. The prototypical such PDE is the heat equation, for which problems of…

Analysis of PDEs · Mathematics 2018-02-15 Beatrice Pelloni , David A Smith

We study the Cauchy problem for a class of linear evolution equations of arbitrary order with coefficients depending both on time and space variables. Under suitable decay assumptions on the coefficients of the lower order terms for $|x|$…

Analysis of PDEs · Mathematics 2026-03-23 Marco Cappiello , Eliakim Cleyton Machado

We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…

Functional Analysis · Mathematics 2025-05-28 Giulia Cavagnari , Giuseppe Savaré , Giacomo Enrico Sodini

We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…

Statistics Theory · Mathematics 2019-04-05 Igor Cialenco , Hyun-Jung Kim , Sergey V. Lototsky

Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…

Statistical Mechanics · Physics 2022-07-25 Massimiliano Giona , Andrea Cairoli , Rainer Klages