English
Related papers

Related papers: On Infinitesimal Generators and Feynman-Kac Integr…

200 papers

The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…

Probability · Mathematics 2026-01-14 Eugenijus Manstavičius

Approximating the invariant measure and the expectation of the functionals for parabolic stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients is an active research area and is far from being well…

Numerical Analysis · Mathematics 2019-06-03 Jianbo Cui , Jialin Hong , Liying Sun

We show that discrete one-dimensional Schr\"odinger operators on the half-line with ergodic potentials generated by the doubling map on the circle, $V_\theta(n) = f(2^n \theta)$, may be realized as the half-line restrictions of a…

Mathematical Physics · Physics 2014-12-31 David Damanik , Rowan Killip

Ergodic properties of rational maps are studied, generalising the work of F.\ Ledrappier. A new construction allows for simpler proofs of stronger results. Very general conformal measures are considered. Equivalent conditions are given for…

Dynamical Systems · Mathematics 2012-04-02 Neil Dobbs

We present a short review of adelic quantum mechanics pointing out its non-Archimedean and noncommutative aspects. In particular, $p$-adic path integral and adelic quantum cosmology are considered. Some similarities between $p$-adic…

High Energy Physics - Theory · Physics 2007-05-23 G. Djordjevic , B. Dragovich , Lj. Nesic

A method of estimating all eigenvalues of a preconditioned discretized scalar diffusion operator with Dirichlet boundary conditions has been recently introduced in T. Gergelits, K.A. Mardal, B.F. Nielsen, Z. Strako\v{s}: Laplacian…

Numerical Analysis · Mathematics 2022-03-08 Martin Ladecký , Ivana Pultarová , Jan Zeman

We consider a Fokker-Planck equation in a general domain in ${\mathbb{R}}^n$ with $L^p_{\mathrm{loc}}$ drift term and $W^{1,p}_{\mathrm{loc}}$ diffusion term for any $p>n$. By deriving an integral identity, we give several measure estimates…

Analysis of PDEs · Mathematics 2015-09-10 Wen Huang , Min Ji , Zhenxin Liu , Yingfei Yi

We consider an inverse problem of identifying the diffusion coefficient in matrix form in a parabolic PDE. In 2006, Cao and Pereverzev, used a \textit{natural linearisation} method for identifying a scalar valued diffusion coefficient in a…

Analysis of PDEs · Mathematics 2020-06-24 Subhankar Mondal , M. Thamban Nair

General Markov chains with a countably additive transition probability in arbitrary phase space are considered. Markov operators extend from the space of countably additive measures to the space of finitely additive measures. In the…

Probability · Mathematics 2018-04-10 Alexander I. Zhdanok

The path integral quantization method is applied to a relativistically covariant version of the Hopfield model, which represents a very interesting mesoscopic framework for the description of the interaction between quantum light and…

High Energy Physics - Theory · Physics 2016-03-23 F. Belgiorno , S. L. Cacciatori , F. Dalla Piazza , M. Doronzo

We consider controlled stochastic differential equations (SDEs) with measurable coefficients, a uniformly elliptic diffusion coefficient and an $L_d$-drift. No space-regularity will be assumed for the coefficients. In this framework we…

Analysis of PDEs · Mathematics 2025-09-19 David Criens

Let $P(\partial/\partial x)$ be an $m\times n$ matrix whose entries are PDO on $\bbR^n$ with constant coefficients, and let $\calS(\bbR^n)$ be the space of infinitely differentiable rapidly decreasing functions on $\bbR^n$. It is proved…

Functional Analysis · Mathematics 2009-10-08 Jan Kisyński

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2013-08-23 Krishnendu Chatterjee , Martin Chmelík

We establish the factorization of the Dirac operator on an almost-regular fibration of spin$^c$ manifolds in unbounded KK-theory. As a first intermediate result we establish that any vertically elliptic and symmetric first-order…

Functional Analysis · Mathematics 2017-10-10 Jens Kaad , Walter D. van Suijlekom

The classical Birkhoff ergodic theorem states that for an ergodic Markov process the limiting behaviour of the time average of a function (having finite $p$-th moment, $p\ge1$, with respect to the invariant measure) along the trajectories…

Probability · Mathematics 2017-04-13 Nikola Sandrić

We analyze a Discontinuous Galerkin method for a problem with linear advection-reaction and $p$-type diffusion, with Sobolev indices $p\in (1, \infty)$. The discretization of the diffusion term is based on the full gradient including jump…

Numerical Analysis · Mathematics 2024-02-16 Lourenço Beirão da Veiga , Daniele A. Di Pietro , Kirubell B. Haile

We consider a Vicsek model of self-propelled particles with bounded confidence, where each particle interacts only with neighbors that have a similar direction. Depending on parameters, the system exhibits a continuous or discontinuous…

Statistical Mechanics · Physics 2017-05-22 Rüdiger Kürsten , Thomas Ihle

We prove that for certain partially hyperbolic skew-products, non-uniform hyperbolicity along the leaves implies existence of a finite number of ergodic absolutely continuous invariant probability measures which describe the asymptotics of…

Dynamical Systems · Mathematics 2012-12-18 Javier Solano

We study the structure of invariant measures for continuous automorphisms of compact metrizable abelian groups satisfying the descending chain condition. We show that the finitely supported invariant measures are weak-* dense in the space…

Dynamical Systems · Mathematics 2025-07-21 Rotem Yaari

Let $F$ be a non-discrete non-Archimedean locally compact field such that the characteristic $\mathrm{ch}(F)\ne 2$ and let $\mathcal{O}_F$ be the ring of integers in $F$. The main results of this paper are Theorem 1.2 that classifies…

Dynamical Systems · Mathematics 2016-06-03 Yanqi Qiu