Related papers: Space-time coupled evolution equations and their s…
We extend a contraction mapping argument for ordinary state-dependent delay differential equations to evolutionary partial differential equations in the sense of R. Picard, that is, to equations of the form $\bigl(\partial_{t}…
This work concerns a type of coupled McKean-Vlasov stochastic differential equations (MVSDEs in short) with jumps. First, we prove superposition principles for these coupled MVSDEs with jumps and non-local space-distribution dependent…
We investigate generalized non-Markovian stochastic Schroeodinger equations (SSEs), driven by a multidimensional counting process and multidimensional Brownian motion introduced by A. Barchielli and C. Pellegrini [J. Math. Phys. 51, 112104…
Engineered swift equilibration (ESE) is a class of driving protocols that enforce an equilibrium distribution with respect to external control parameters at the beginning and end of rapid state transformations of open, classical…
Background: The complex scaling method (CSM) has been successfully used to describe many-body resonances as eigenvalues of the complex-scaled Hamiltonian in an appropriate $L^2$ basis representation. Its scope has subsequently been extended…
We derive an extended version of the hierarchical equations of motion (HEOM) to compute output physical properties of a bosonic environment, which is allowed to be initially prepared at an earlier time in a non-Gaussian input state and then…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We consider stochastic differential equations (SDEs) driven by Feller processes which are themselves solutions of multivariate Levy driven SDEs. The solutions of these 'iterated SDEs' are shown to be non-Markovian. However, the process…
In this paper, we investigate numerically the stochastic ABC model, a toy model in the theory of astrophysical kinematic dynamos, within the recently proposed supersymmetric theory of stochastics (STS). STS characterises stochastic…
Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…
The hierarchical equations of motion (HEOM) for a generalized quantum dissipative system is rigorously constructed in the frameworks of two different stochastic dynamical descriptions, i.e., the non-Markovian quantum state diffusion…
Variational formulations of time-dependent PDEs in space and time yield $(d+1)$-dimensional problems to be solved numerically. This increases the number of unknowns as well as the storage amount. On the other hand, this approach enables…
We investigate the thermodynamic properties of a toy model of glasses: a hard-core lattice gas with nearest neighbor interaction in one dimension. The time-evolution is Markovian, with nearest-neighbor and next-nearest neighbor hoppings,…
In this paper, we extend and analyze a Bayesian hierarchical spatio-temporal model for physical systems. A novelty is to model the discrepancy between the output of a computer simulator for a physical process and the actual process values…
We examine an infinite, linear system of ordinary differential equations that models the evolution of fragmenting clusters, where each cluster is assumed to be composed of identical units. In contrast to previous investigations into such…
In the present paper, we prove time decay estimates of solutions in weighted Sobolev spaces to the second order evolution equation with fractional Laplacian and damping for data in Besov spaces. Our estimates generalize the estimates…
We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDEs driven by Gaussian processes with stationary increments. We obtain the functional convergence of this sequence to a stationary solution to…
Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…
The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite…
A symplectic, symmetric, second-order scheme is constructed for particle evolution in a time-dependent field with a fixed spatial step. The scheme is implemented in one space dimension and tested, showing excellent adequacy to experiment…