Related papers: Spectral analysis of the multi-dimensional diffusi…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
The Invariant Subset Problem on the Hilbert space is to know whether there exists a bounded linear operator $T$ on a separable infinite-dimensional Hilbert space $H$ such that the orbit $\{T^{n}x;\ n\ge 0\}$ of every non-zero vector $x\in…
We introduce an efficient boundary-adapted spectral method for peridynamic diffusion problems with arbitrary boundary conditions. The spectral approach transforms the convolution integral in the peridynamic formulation into a multiplication…
In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
Learning from non-independent and non-identically distributed data poses a persistent challenge in statistical learning. In this study, we introduce data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As…
We give a derivation of the non-Markovian quantum state diffusion equation of Di{\'o}si and Strunz starting from a model of a quantum mechanical system coupled to a bosonic bath. We show that the complex trajectories arises as a consequence…
We derive explicit formulas for probabilities of Brownian motion with jumps crossing linear or piecewise linear boundaries in any finite interval. We then use these formulas to approximate the boundary crossing probabilities for general…
We consider the reconstruction of a diffusion coefficient in a quasilinear elliptic problem from a single measurement of overspecified Neumann and Dirichlet data. The uniqueness for this parameter identification problem has been established…
The goal of this paper is to introduce a process that generates, given Hilbert space $H$ and symmetric operator $A$, an embedding of $H$ into an $L_2$-space through which $A$ is extended by a multiplication operator. This process will…
The restricted numerical range $W_R(A)$ of an operator $A$ acting on a $D$-dimensional Hilbert space is defined as a set of all possible expectation values of this operator among pure states which belong to a certain subset $R$ of the of…
The Active Brownian Particle (ABP) model exemplifies a wide class of active matter particles. In this work, we demonstrate how this model can be cast into a field theory in both two and three dimensions. Our aim is manifold: we wish both to…
The purpose of the paper is to provide a general method for computing hitting distributions of some regular subsets D for Ornstein-Uhlenbeck type operators of the form 1/2\Delta + F\cdot\nabla, with F bounded and orthogonal to the boundary…
We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the…
Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…
A system of boundary-domain integral equations is derived from the bidimensional Dirichlet problem for the diffusion equation with variable coefficient using the novel parametrix from [22] different from the one in [5,18]. Mapping…