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This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent Hurst parameter and for a time-changed…

Probability · Mathematics 2010-11-11 Marjorie G. Hahn , Kei Kobayashi , Jelena Ryvkina , Sabir Umarov

Diffeomorphism-induced symmetry transformations and time evolution are distinct operations in generally covariant theories formulated in phase space. Time is not frozen. Diffeomorphism invariants are consequently not necessarily constants…

General Relativity and Quantum Cosmology · Physics 2009-11-11 J. M. Pons , D. C. Salisbury

In this paper, we construct a semi-implicit finite difference method for the time dependent Poisson-Nernst-Planck system. Although the Poisson-Nernst-Planck system is a nonlinear system, the numerical method presented in this paper only…

Numerical Analysis · Mathematics 2019-01-17 Dongdong He , Kejia Pan

We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily…

Optimization and Control · Mathematics 2007-05-23 Frederic Mazenc , Michael Malisoff

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We present a time-dependent perturbative approach adapted to the treatment of intense pulsed interactions. We show there is a freedom in choosing secular terms and use it to optimize the accuracy of the approximation. We apply this…

Quantum Physics · Physics 2007-05-23 D. Daems , S. Guérin , H. R. Jauslin , A. Keller , O. Atabek

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Probability · Mathematics 2019-01-11 Luis Fredes , Jean-François Marckert

We present some general results for the time-dependent mass Hamiltonian problem with H=-{1/2}e^{-2\nu}\partial_{xx} +h^{(2)}(t)e^{2\nu}x^2. This Hamiltonian corresponds to a time-dependent mass (TM) Schr\"odinger equation with the…

Quantum Physics · Physics 2007-05-23 Michael Martin Nieto , D. Rodney Truax

We develop a tensorial constitutive model for dense, shear-thickening particle suspensions subjected to time-dependent flow. Our model combines a recently proposed evolution equation for the suspension microstructure in rate-independent…

Finsler's lemma is a classic mathematical result with applications in control and optimization. When the lemma is applied to parameter-dependent LMIs, as such those that arise from problems of robust stability, the extra variables…

Optimization and Control · Mathematics 2017-11-15 João Y. Ishihara , Hugo T. M. Kussaba , Renato A. Borges

It is the first time invariance of specific mass increments of crystalline structures that co-exist in the case of non-equilibrium growth is grounded using the maximum entropy production principle. Based on the hypothesis of the existence…

Statistical Mechanics · Physics 2015-09-30 L. M. Martyushev , A. P. Sergeev , P. S. Terentiev

We describe a time evolution algorithm for quantum spin chains whose Hamiltonians are composed of an infinite uniform left and right bulk part, and an arbitrary finite region in between. The left and right bulk parts are allowed to be…

Statistical Mechanics · Physics 2020-10-21 Yantao Wu

We construct the linear and quadratic polynomial dynamical invariants for the classical and quantum time-dependent harmonic oscillator driven by a time-dependent force. To obtain them, we use exclusively the associated equations of motion…

Mathematical Physics · Physics 2014-09-09 M. C. Bertin , B. M. Pimentel , J. A. Ramirez

We provide explicit closed form expressions for strict Lyapunov functions for time-varying discrete time systems. Our Lyapunov functions are expressed in terms of known nonstrict Lyapunov functions for the dynamics and finite sums of…

Optimization and Control · Mathematics 2007-06-13 Michael Malisoff , Frederic Mazenc

The sensitivity of trajectories over finite time intervals t to perturbations of the initial conditions can be associated with a finite-time Lyapunov exponent lambda, obtained from the elements M_{ij} of the stability matrix M. For globally…

Disordered Systems and Neural Networks · Physics 2007-05-23 H. Schomerus , M. Titov

In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak H\"{o}rmander condition. The approach relies on the apriori…

Probability · Mathematics 2021-03-15 Yaozhong Hu , Michael A. Kouritzin , Jiayu Zheng

A weak invariant of a stochastic system is defined in such a way that its expectation value with respect to the distribution function as a solution of the associated Fokker-Planck equation is constant in time. A general formula is given for…

Statistical Mechanics · Physics 2017-03-21 Sumiyoshi Abe

The rate function for large deviations of the finite time Lyapunov exponent for the derived process in TM corresponding to a stochastic differential equation in M is related, via the Gartner-Ellis theorem, to the p-th moment Lyapunov…

Dynamical Systems · Mathematics 2025-07-23 Peter H Baxendale

We present the construction of an exponentially accurate time-dependent Born-Oppenheimer approximation for molecular quantum mechanics. We study molecular systems whose electron masses are held fixed and whose nuclear masses are…

Mathematical Physics · Physics 2009-10-31 George A. Hagedorn , Alain Joye

We propose an approximate solution of the time-dependent Schr\"odinger equation using the method of stationary states combined with a variational matrix method for finding the energies and eigenstates. We illustrate the effectiveness of the…

Quantum Physics · Physics 2009-11-11 Paolo Amore , Alfredo Aranda , Francisco M. Fernandez , Hugh Jones