Related papers: A note on supersymmetry and stochastic differentia…
This paper proves a version for stochastic differential equations of the Lie-Scheffers Theorem. This result characterizes the existence of nonlinear superposition rules for the general solution of those equations in terms of the involution…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…
The ultra-relativistic Euler equations for an ideal gas are described in terms of the pressure $p$, the spatial part $\underline{u} \in \R^3$ of the dimensionless four-velocity and the particle density $n$. Radially symmetric solutions of…
We show that the linear strands of the Tor of determinantal varieties in spaces of symmetric and skew-symmetric matrices are irreducible representations for the periplectic (strange) Lie superalgebra. The structure of these linear strands…
Statistical solutions have recently been introduced as a an alternative solution framework for hyperbolic systems of conservation laws. In this work we derive a novel a posteriori error estimate in the Wasserstein distance between…
A supersymmetric path integral representation is developed for stochastic processes whose Langevin equation contains any number N of time derivatives, thus generalizing the Langevin equation with inertia studied by Kramers, where N=2. The…
We formulate a class of nonlinear {evolution} partial differential equations (PDEs) as linear optimization problems on moments of positive measures supported on infinite-dimensional vector spaces. Using sums of squares (SOS) representations…
In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…
In this paper, we continue to study factorization of supersymmetric (SUSY) transformations in one-dimensional Quantum Mechanics into chains of elementary Darboux transformations with nonsingular coefficients. We define the class of…
In this paper we study the homeomorphic properties of the solutions to one dimensional backward doubly stochastic differential equations under suitable assumptions, where the terminal values depend on a real parameter. Then, we apply them…
We review the calculation and properties of the supersymmetric index for four dimensional N=1 theories, illustrating its physical significance in several examples.
We study $(2,2)$ and $(4,4)$ supersymmetric theories with superspace higher derivatives in two dimensions. A characteristic feature of these models is that they have several different vacua, some of which break supersymmetry. Depending on…
We derive some 1-D symmetry and uniqueness or non-existence results for nonnegative solutions of some elliptic system in the halfspace $\R^N_+$ in low dimension. Our method is based upon a combination of Fourier series and Liouville…
We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly selected pair of row and column index sets to update the iterate…
A ten-dimensional supersymmetric gauge theory is written in terms of N=1, D=4 superfields. The theory is dimensionally reduced over six-dimensional coset spaces. We find that the resulting four-dimensional theory is either a softly broken…
This paper deals with the existence of solutions for an elliptic system of partial differential equations. The solution method is based on the sub- and super-solutions approach. An application to a stochastic control problem is presented.…
A new class of solutions of three-dimensional equations from the Boussinesq paradigm are considered. The corresponding profiles are not localized functions in the sense of the integrability of the square over an infinite domain. For the new…
Some new properties of symmetries that disappear as point symmetries after the first reduction of order of an ODE and reappear after the second are analyzed from the aspect of three-dimensional subalgebra of symmetries of differential…
We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…