Related papers: Stochastic differential equations for Lie group va…
Following a strategy suggested by Michel--Venkatesh, we study the cubic moment of automorphic $L$-functions on $\operatorname{PGL}_2$ using regularized diagonal periods of products of Eisenstein series. Our main innovation is to produce…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
We investigate the group contraction method for various space-time groups, including SO(3)->E_2, SO(3,1)->G_3, SO(5-h,h)->P(3,1) (h=1 or 2), and its consequences for representations of these groups. Following strictly quantum mechanical…
The unitary operators U(t), describing the quantum time evolution of systems with a time-dependent Hamiltonian, can be constructed in an explicit manner using the method of time-dependent invariants. We clarify the role of Lie-algebraic…
Stochastic quantization provides an alternate approach to the computation of quantum observables, by stochastically sampling phase space in a path integral. Furthermore, the stochastic variational method can provide analytical control over…
The matrix-valued spherical functions for the pair (K x K, K), K=SU(2), are studied. By restriction to the subgroup A the matrix-valued spherical functions are diagonal. For suitable set of representations we take these diagonals into a…
This paper develops the pre-quantization of Lie group-valued moment maps, and establishes its equivalence with the pre-quantization of infinite-dimensional Hamiltonian loop group spaces.
Orthogonal polynomials with respect to the hypergeometric distribution on lattices in polyhedral domains in ${\mathbb R}^d$, which include hexagons in ${\mathbb R}^2$ and truncated tetrahedrons in ${\mathbb R}^3$, are defined and studied.…
The Camassa-Holm (CH) and Hunter-Saxton (HS) equations have an interpretation as geodesic flow equations on the group of diffeomorphisms, preserving the $H^1$ and $\dot{H}^1$ right-invariant metrics correspondingly. There is an analogy to…
Starting with a Lie algebroid ${\cal A}$ over a space $M$ we lift its action to the canonical transformations on the affine bundle ${\cal R}$ over the cotangent bundle $T^*M$. Such lifts are classified by the first cohomology $H^1({\cal…
We study Hamiltonian spaces associated with pairs (E,A), where E is a Courant algebroid and A\subset E is a Dirac structure. These spaces are defined in terms of morphisms of Courant algebroids with suitable compatibility conditions.…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…
The HEat modulated Infinite DImensional Heston (HEIDIH) model and its numerical approximation are introduced and analyzed. This model falls into the general framework of infinite dimensional Heston stochastic volatility models of (F.E.…
We extend the recently developed discrete geometric singular perturbation theory to the non-normally hyperbolic regime. Our primary tool is the Takens embedding theorem, which provides a means of approximating the dynamics of particular…
We use a Riemannnian approximation scheme to define a notion of $\textit{sub-Riemannian Gaussian curvature}$ for a Euclidean $C^{2}$-smooth surface in the Heisenberg group $\mathbb{H}$ away from characteristic points, and a notion of…
We study boundary value problems for some differential operators on Euclidean space and the Heisenberg group which are invariant under the conformal group of a Euclidean subspace resp. Heisenberg subgroup. These operators are shown to be…
As a typical quantum many body problem, we consider the time evolution of density matrix elements in the Bose-Hubbard model. For an arbitrary initial state, these quantities can be obtained from an SDE or stochastic differential equation…
We consider pseudodifferential operators on functions on $\R^{n+1}$ which commute with the Euler operator, and can thus be restricted to spaces of functions homogeneous of some given degree. Their symbols can be regarded as functions on a…
Due to its intimate relation to Spectral Theory and Schr\"{o}dinger operators, the multivariate moment problem has been a subject of many researches, so far without essential success (if one compares with the one--dimensional case). In the…
In this paper, we first introduce higher order Dirichlet-to-Neumann maps on graphs which can be viewed as a discrete analogue of the corresponding Dirichlet-to-Neumann maps on compact Riemannian manifolds with boundary and a higher order…