Related papers: Generalized Fock space and moments
In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…
Pursuing a generalization of group symmetries of modular categories to category symmetries in topological phases of matter, we study linear Hopf monads. The main goal is a generalization of extension and gauging group symmetries to category…
Loosely speaking, the Navier-Stokes-$\alpha$ model and the Navier-Stokes equations differ by a spatial filtration parametrized by a scale denoted $\alpha$. Starting from a strong two-dimensional solution to the Navier-Stokes-$\alpha$ model…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of…
In the present paper we introduce positive flows and processes, which generalize the ordinary dynamical systems and stochastic processes. We develop a branch of theory of positive operators based on the concepts of phase and positive…
We introduce higher order (polynomial) extensions of the unique (up to isomorphisms) non trivial central extension of the Heisenberg algebra. Using the boson representation of the latter, we construct the corresponding polynomial analogue…
A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…
We present new exact expressions for a class of moments for the geometric Brownian motion, in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Ito's Wiener process. We then apply the…
Using the functor of Baumslag rationalization of groups we construct a functor on the category of all (non necessarily simply connected) spaces that extends the classical rationalization of simply connected spaces. We study this functor and…
Preliminaries for Many-Particle approach to quantization of Einstein-Hilbert theory of gravitation are presented in this paper. Einstein-Friedmann Spacetime is detailed discussed from this point of view. Von Neumann-Araki-Woods second…
We elaborate on the proposed general boundary formulation as an extension of standard quantum mechanics to arbitrary (or no) backgrounds. Temporal transition amplitudes are generalized to amplitudes for arbitrary spacetime regions. State…
This work is concerned with the high contrast stochastic homogenization of the Helmholtz equation. Our goal is to characterize the second order moments of the scaling limit of the fluctuations of the wavefield. We show that these moments…
We study the globalization of partial actions on sets and topological spaces and of partial coactions on algebras by applying the general theory of globalization for geometric partial comodules, as previously developed by the authors. We…
In present paper we prove an existence and give a moments estimate for the local time of Gaussian integrators. Every Gaussian integrator is associated with a continuous linear operator in the space of square integrable functions via white…
We generalize the Farey-Brocot partition to a twodimensional continued fraction algorithm and generalized Farey-Brocot nets. We give an asymptotic formula for the moments of order \beta.
Gaussian processes (GPs) are commonly used as models for functions, time series, and spatial fields, but they are computationally infeasible for large datasets. Focusing on the typical setting of modeling data as a GP plus an additive noise…
K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…
We consider strong approximations of $1+1$-dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08), as well as observed in simulations, that approximation…