Related papers: Stochastic dynamics and the Polchinski equation: a…
The field theoretic renormalization group is applied to the stochastic Navier--Stokes equation that describes fully developed fluid turbulence. The complete two-loop calculation of the renormalization constant, the beta function and the…
In this paper we study binary interaction schemes with uncertain parameters for a general class of Boltzmann-type equations with applications in classical gas and aggregation dynamics. We consider deterministic (i.e., a priori averaged) and…
We prove logarithmic Sobolev inequalities on higher-dimensional bounded smooth domains based on novel Gagliardo-Nirenberg type interpolation inequalities. Moreover, we use them to address the long-time dynamics of some nonlinear nonlocal…
We consider a $p$-Laplace evolution problem with stochastic forcing on a bounded domain $D\subset\mathbb{R}^d$ with homogeneous Dirichlet boundary conditions for $1<p<\infty$. The additive noise term is given by a stochastic integral in the…
We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton-Jacobi equation. The new idea is to introduce a family of "sub-equations" and to control solutions of the original equation by the maximal subsolutions of…
Extending the stochastic mean-field model by including pairing, an approach is proposed for describing evolutions of complex many-body systems in terms of an ensemble of Time-Dependent Hartree-Fock Bogoliubov trajectories which is…
We show that the basic equation of theory of open systems, Gorini-Kossakowski-Sudarshan-Lindblad equation, as well as its linear and nonlinear generalizations have a natural classical probabilistic interpretation - in the framework of…
In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…
We proposed a new type of soliton equation, whose solutions may describe some statistical distributions, for example, Cauchy distribution, normal distribution and student distribution, etc. The equation possesses two characters. Further,…
We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…
We present an abstract form of the Pr\'ekopa-Leindler inequality that includes several known -and a few new- related functional inequalities on Euclidean spaces. The method of proof and also the formulation of the new inequalities are based…
The Polchinski exact renormalization group equation for a scalar field theory in arbitrary dimensions is translated, by means of a covariant Hamiltonian formalism, into a partial differential equation for an effective Hamiltonian density…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open…
We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
We discuss stochastic representations of advection diffusion equations with variable diffusivity, stochastic integrals of motion and generalized relative entropies.
We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the two-dimensional defocusing cubic nonlinear wave equation (NLW). Under some regularity condition, we prove quasi-invariance of the…
We study the Hamiltonian formulation of Plebanski theory in both the Euclidean and Lorentzian cases. A careful analysis of the constraints shows that the system is non regular, i.e. the rank of the Dirac matrix is non-constant on the…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…