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In this paper we consider an entirely new - previously unstudied to the best of our knowledge - type of density fluctuations stochastic partial differential equation with a singular coefficient involving the inverse of a probability…

Mathematical Physics · Physics 2023-06-12 Ludovic Goudenège , Liviu Iulian Palade

In this paper we prove the local and global well-posedness of the time fractional abstract Schr\"odinger type evolution equation on the Hilbert space and as an application, we prove the local and global well-posedness of the fractional…

Analysis of PDEs · Mathematics 2023-11-29 Mingxuan He , Na Deng

A general method using multipliers for finding the conserved integrals for any system of partial differential equations (PDEs) is reviewed and further developed in several ways. Multipliers are expressions whose (summed) product with a PDE…

Mathematical Physics · Physics 2020-08-25 Stephen C. Anco

The goal of the paper is to derive two-sided bounds of the distance between the exact solution of the evolutionary reaction-diffusion problem with mixed Dirichlet--Robin boundary conditions and any function in the admissible energy space.…

Numerical Analysis · Mathematics 2014-09-22 Svetlana Matculevich , Sergey Repin

This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that…

Probability · Mathematics 2016-09-09 Martin Hairer , Gautam Iyer , Leonid Koralov , Alexei Novikov , Zsolt Pajor-Gyulai

In this paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…

Probability · Mathematics 2024-06-14 Bixiang Wang

In this paper, we introduce a new method of sampling from transition densities of diffusion processes including those unknown in closed forms by solving a partial differential equation satisfied by the quotient of transition densities. We…

Probability · Mathematics 2020-12-04 Yasin Kikabi , Juma Kasozi

A decomposition principle for nonlinear dynamic compartmental systems is introduced in the present paper. This theory is based on the mutually exclusive and exhaustive, analytical and dynamic, novel system and subsystem partitioning…

Systems and Control · Computer Science 2020-11-24 Huseyin Coskun

We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…

Probability · Mathematics 2021-06-14 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

We generalize the poissonian evolving random graph model of Bauer and Bernard to deal with arbitrary degree distributions. The motivation comes from biological networks, which are well-known to exhibit non poissonian degree distribution. A…

Statistical Mechanics · Physics 2009-11-07 Stephane Coulomb , Michel Bauer

We consider random systems of equations over the reals, with $m$ equations and $m$ unknowns $P_i(t)+X_i(t)=0$, $t\in\mathbb{R}^m$, $i=1,...,m$, where the $P_i$'s are non-random polynomials having degrees $d_i$'s (the "signal") and the…

Probability · Mathematics 2009-02-09 Diego Armentano , Mario Wschebor

In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…

Probability · Mathematics 2023-03-10 Martin Redmann

We revisit the notion of root polynomials, thoroughly studied in [F. Dopico and V. Noferini, Root polynomials and their role in the theory of matrix polynomials, Linear Algebra Appl. 584:37--78, 2020] for general polynomial matrices, and…

Numerical Analysis · Mathematics 2022-10-21 Vanni Noferini , Paul Van Dooren

Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are…

Analysis of PDEs · Mathematics 2021-11-16 Christian Kuehn , James MacLaurin , Giulio Zucal

In this work, we continue the line of research on the complexity of distributions (Viola, Journal of Computing 2012), and study samplers defined by low degree polynomials. An $n$-tuple $P = (P_1,\dots, P_n)$ of functions $P_i \colon…

Computational Complexity · Computer Science 2026-05-05 Mohammad Mahdi Khodabandeh , Igor Shinkar

Diffusion models have demonstrated remarkable empirical success in the recent years and are considered one of the state-of-the-art generative models in modern AI. These models consist of a forward process, which gradually diffuses the data…

Machine Learning · Computer Science 2026-01-07 Xingyu Xu , Ziyi Zhang , Yorie Nakahira , Guannan Qu , Yuejie Chi

The evolution of open systems, subject to both Hamiltonian and dissipative forces, is studied by writing the $nm$ element of the time ($t$) dependent density matrix in the form \ber \rho_{nm}(t)&=& \frac {1}{A} \sum_{\alpha=1}^A \gamma…

Statistical Mechanics · Physics 2009-11-11 A. Yahalom , R. Englman

This article is devoted to presenting an abstract theory on time-fractional gradient flows for nonconvex energy functionals in Hilbert spaces. Main results consist of local and global in time existence of (continuous) strong solutions to…

Analysis of PDEs · Mathematics 2025-01-15 Goro Akagi , Yoshihito Nakajima

It is well known that for every $f\in C^m$ there exists a polynomial $p_n$ such that $p^{(k)}_n\rightarrow f^{(k)}$, $k=0,\ldots,m$. Here we prove such a result for fractional (non-integer) derivatives. Moreover, a numerical method is…

Classical Analysis and ODEs · Mathematics 2013-12-17 Hassan Khosravian-Arab , Delfim F. M. Torres