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This paper provides the time-dependent $L^2$-martingale representation of the forward stochastic integral where the driving noise is the Riemann-Liouville fractional Brownian motion with parameter $\frac{1}{2} < H < 1$ and the integrand is…

Probability · Mathematics 2025-12-16 Paulo Henrique da Costa , Alberto Ohashi , Francesco Russo

Long-time-integrated quantities in stochastic processes, in or out of equilibrium, usually exhibit rare but huge fluctuations. Work or heat production is such a quantity, of which the probability distribution function displays an…

Statistical Mechanics · Physics 2015-06-16 Jae Sung Lee , Chulan Kwon , Hyunggyu Park

This paper focuses on the numerical simulation of geothermal systems in complex geological settings. The physical model is based on two-phase Darcy flows coupling the mass conservation of the water component with the energy conservation and…

We point out that the quantum dynamical map of an open quantum system can be generated by an effective Liouville operator. The effective Liouville shows the dynamical breaking of time reversibility. This breaking of reversibility is…

Quantum Physics · Physics 2017-08-01 Martin Janßen

We present an explicit treatment of the two-particle-irreducible (2PI) effective action for a zero-dimensional quantum field theory. The advantage of this simple playground is that we are required to deal only with functions rather than…

High Energy Physics - Theory · Physics 2019-09-19 Peter Millington , Paul M. Saffin

While the Euclidean two-dimensional gravitational path integral is in general highly fluctuating, it admits a semiclassical two-sphere saddle if coupled to a matter CFT with large and positive central charge. In Weyl gauge this gravity…

High Energy Physics - Theory · Physics 2022-05-25 Beatrix Mühlmann

Being infinite dimensional, non-parametric information geometry has long faced an "intractability barrier" due to the fact that the Fisher-Rao metric is now a functional incurring difficulties in defining its inverse. This paper introduces…

Machine Learning · Statistics 2026-01-08 Bing Cheng , Howell Tong

Extensions of dynamical-mean-field-theory (DMFT) make use of quantum impurity models as non-perturbative and exactly solvable reference systems which are essential to treat the strong electronic correlations. Through the introduction of…

Strongly Correlated Electrons · Physics 2017-09-25 F. Krien , E. G. C. P. van Loon , H. Hafermann , J. Otsuki , M. I. Katsnelson , A. I. Lichtenstein

We establish new Liouville-type theorems for the two-dimensional stationary magneto-hydrodynamic incompressible system assuming that the velocity and magnetic field have bounded Dirichlet integral. The key tool in our proof is observing…

Analysis of PDEs · Mathematics 2022-01-07 Nicola De Nitti , Francis Hounkpe , Simon Schulz

The density-density response in optimally doped Bi$_2$Sr$_2$CaCu$_2$O$_{8+x}$ has recently been shown to exhibit conformal symmetry. Using, the experimentally inferred conformal dynamic susceptibility, we compute the resultant quantum…

Strongly Correlated Electrons · Physics 2025-03-28 David Bałut , Xuefei Guo , Niels de Vries , Dipanjan Chaudhuri , Barry Bradlyn , Peter Abbamonte , Philip W. Phillips

Liouville's theorem -- the preservation of phase-space volume -- is often presented as a corollary of Hamilton's canonical equations. Here we adopt an ensemble-first viewpoint in which the starting point is local probability conservation on…

Physics Education · Physics 2025-12-23 Enmanuel Rodríguez-Brea , Melvin Arias

We study the boundary correlation functions in Liouville theory and in solvable statistical models of 2D quantum gravity. In Liouville theory we derive functional identities for all fundamental boundary structure constants, similar to the…

High Energy Physics - Theory · Physics 2010-04-05 Ivan K. Kostov , Benedicte Ponsot , Didina Serban

We construct the graviton two-point function for a two-parameter family of linear covariant gauges in n-dimensional de Sitter space. The construction is performed via the mode-sum method in the Bunch-Davies vacuum in the Poincar\'e patch,…

General Relativity and Quantum Cosmology · Physics 2016-06-03 Markus B. Fröb , Atsushi Higuchi , William C. C. Lima

In \cite{GRV}, a Feller process called Liouville Brownian motion on $\R^2$ has been introduced. It can be seen as a Brownian motion evolving in a random geometry given formally by the exponential of a (massive) Gaussian Free Field…

Probability · Mathematics 2014-10-17 Christophe Garban , Rémi Rhodes , Vincent Vargas

We derive an exact formula for the scaled cumulant generating function of the time-integrated current associated to an arbitrary ballistically transported conserved charge. Our results rely on the Euler-scale description of interacting,…

Statistical Mechanics · Physics 2021-05-31 Gabriele Perfetto , Benjamin Doyon

It is well known that second order homogeneous linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation underlies the Liouville-Green method and many other techniques for…

Numerical Analysis · Mathematics 2022-11-28 Kirill Serkh , James Bremer

The Liouville Brownian motion which was introduced in \cite{GRV} is a natural diffusion process associated with a random metric in two dimensional Liouville quantum gravity. In this paper we construct the Liouville Brownian motion via…

Probability · Mathematics 2019-01-24 Jiyong Shin

We report the existence of regimes of the two dimensional Fermi liquid that show unusual conservation of the spin current and may be tuned by varying some parameter like the density of fermions. We show that for reasonable models of the…

Condensed Matter · Physics 2009-10-31 Paulo F. Farinas , Kevin S. Bedell , Nelson Studart

Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…

Numerical Analysis · Mathematics 2020-02-07 Michael Kraus , Tomasz M. Tyranowski

We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…

Statistics Theory · Mathematics 2013-05-10 Victor M. Panaretos , Shahin Tavakoli