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This paper is motivated by questions about averages of stochastic processes which originate in mathematical finance, originally in connection with valuing the so-called Asian options. Starting with research of Yor's in 1992, these questions…

Probability · Mathematics 2009-09-29 M. Schröder , P. Carr

A detailed convex analysis-based formulation of density-functional theory for periodic systems in arbitrary dimensions is presented. The electron-electron interaction is taken to be of Yukawa type, harmonising with underlying function…

Chemical Physics · Physics 2026-02-23 Oliver M. Bohle , Maryam Lotfigolian , Andre Laestadius , Erik I. Tellgren

In this paper, we prove that there are certain relations among representation densities and provide an efficient way to compute representation densities by using these relations. As an application, we compute some arithmetic intersection…

Number Theory · Mathematics 2022-08-02 Sungyoon Cho

We classify integrable Hamiltonian equations in 3D with the Hamiltonian operator d/dx, where the Hamiltonian density h(u, w) is a function of two variables: dependent variable u and the non-locality w such that w_x=u_y. Based on the method…

Exactly Solvable and Integrable Systems · Physics 2021-06-09 B. Gormley , E. V. Ferapontov , V. S. Novikov

The paper treats density measures as typical examples of finitely additive measures in $\mathbb{R}^n$. We study their structure and derive basic properties. In addition, estimates for related integrals are provided. The results are applied…

Analysis of PDEs · Mathematics 2026-03-26 Moritz Schönherr , Friedemann Schuricht

We prove a novel inversion theorem for functionals given as power series in infinite-dimensional spaces and apply it to the inversion of the density-activity relation for inhomogeneous systems. This provides a rigorous framework to prove…

Mathematical Physics · Physics 2019-09-11 Sabine Jansen , Tobias Kuna , Dimitrios Tsagkarogiannis

The density linear response function for an inhomogeneous system of electrons in equilibrium with an array of fixed ions is considered. Two routes to its evaluation for extreme conditions (e.g., warm dense matter) are considered. The first…

Statistical Mechanics · Physics 2018-09-12 James Dufty , Kai Luo , S. B. Trickey

In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…

Quantum Physics · Physics 2023-08-04 W. David Wick

We present a density functional scheme for calculating the pair density (PD) by means of the correlated wave function. This scheme is free from both of problems related to PD functional theory, i.e., (a) the need to constrain the…

Strongly Correlated Electrons · Physics 2015-06-25 Masahiko Higuchi , Katsuhiko Higuchi

In order to construct a general density-functional theory for nonuniform fluid mixtures, we propose an extension to multicomponent systems of the weighted-density approximation (WDA) of Curtin and Ashcroft [Phys. Rev. A 32, 2909 (1985)].…

Statistical Mechanics · Physics 2009-10-31 Ruslan L. Davidchack , Brian. B. Laird

A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…

Statistical Mechanics · Physics 2013-03-07 Giulio Cottone , Mario Di Paola , Roberta Santoro

Given a vector space of microscopic quantum observables, density functional theory is formulated on its dual space. A generalized Hohenberg-Kohn theorem and the existence of the universal energy functional in the dual space are proven. In…

Nuclear Theory · Physics 2009-09-25 G. Rosensteel , Ts. Dankova

In this work, we find the light front densities for momentum and forces, including pressure and shear forces, within hadrons. This is achieved by deriving relativistically correct expressions relating these densities to the gravitational…

High Energy Physics - Phenomenology · Physics 2021-05-26 Adam Freese , Gerald A. Miller

Density functional theory for a simple model of dendrimers is proposed. The theory is based on fundamental measure theory which accounts for the hard-sphere repulsion of the segments and on the Wertheim first-order perturbation theory for…

Soft Condensed Matter · Physics 2012-11-12 Alexandr Malijevsky

We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The…

Computation · Statistics 2022-03-22 Nhat Ho , Stephen G. Walker

We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…

Probability · Mathematics 2007-05-23 Lorenzo Zambotti

A detailed analysis of density-functional theory for quantum-electrodynamical model systems is provided. In particular, the quantum Rabi model, the Dicke model, and a generalization of the latter to multiple modes are considered. We prove a…

Mathematical Physics · Physics 2025-04-24 Vebjørn H. Bakkestuen , Mihály A. Csirik , Andre Laestadius , Markus Penz

In principle, density functional theory yields the correct ground-state densities and energies of electronic systems under the action of a static external potential. However, traditional approximations fail to include Van der Waals energies…

Condensed Matter · Physics 2016-08-31 Walter Kohn , Yigal Meir , Dmitrii E. Makarov

The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…

Probability · Mathematics 2023-08-04 Bruce K. Driver , Brian C. Hall , Todd Kemp

We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…

Probability · Mathematics 2026-01-13 Fabrice Baudoin , Neil O'Connell