Related papers: Wilson-It\^o diffusions
Wilson lines are key objects in many QCD calculations. They are parallel transporters of the gauge field that can be used to render non-local operator products gauge invariant, which is especially useful for calculations concerning…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
Traditional approaches to the study of the dynamics of spacetime curvature in a very real sense hide the intricacies of the nonlinear regime. Whether it be huge formulae, or mountains of numerical data, standard methods of presentation make…
The present paper is an extension of Fadle-Touzi (2024). Following the same methodology, merely based on Taylor expansions, we establish the It\^o and It\^o-Wentzell formulae for flows of conditional distributions of general…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
We consider Wong equations for a particle with a continuous mass spectrum in a random Yang-Mills field approximating the quantum field at finite temperature. We show that particle time evolution can be approximated by a relativistic…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
We study a class of R^d-valued continuous strong Markov processes that are generated, only locally, by an ultra-parabolic operator with coefficients that are regular w.r.t. the intrinsic geometry induced by the operator itself and not…
Lagrangian tracer particles have long been used to track the history of individual gas parcels in hydrodynamical codes. Particles advected by the cell-centered velocity carry no representation of underlying numerical diffusion, and thus…
A gauge invariant flow equation is derived by applying a Wilsonian momentum cut-off to gauge invariant field variables. The construction makes use of the geometrical effective action for gauge theories in the Vilkovisky-DeWitt framework.…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…
We revisit the classical approach of comoving coordinates in relativistic hydrodynamics and we give a constructive proof for their global existence under suitable conditions which is proper for stochastic quantization. We show that it is…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
We derive a functional change of variable formula for {\it non-anticipative} functionals defined on the space of right continuous paths with left limits. The functional is only required to possess certain directional derivatives, which may…
W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, and their properties are investigated. When applied…