Related papers: Karhunen Lo\`eve Expansions of Hilbert Space-Value…
We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…
We define linear stochastic heat equations (SHE) on p.c.f.s.s. sets equipped with regular harmonic structures. We show that if the spectral dimension of the set is less than two, then function-valued "random-field" solutions to these SPDEs…
The method of the large mass expansion (LME) is investigated for selfenergy and vertex functions in two-loop order. It has the technical advantage that in many cases the expansion coefficients can be expressed analytically. As long as only…
We prove $L^\infty$-error bounds for kernel extended dynamic mode decomposition (kEDMD) approximants of the Koopman operator for stochastic dynamical systems. To this end, we establish Koopman invariance of suitably chosen reproducing…
This paper considers stochastic hybrid stress quadrilateral finite element analysis of plane elasticity equations with stochastic Young's modulus and stochastic loads. Firstly, we apply Karhunen-Lo$\grave{e}$ve expansion to stochastic…
We develop a wavelet like representation of functions in $L^p(\mathbb{R})$ based on their Fourier--Hermite coefficients; i.e., we describe an expansion of such functions where the local behavior of the terms characterize completely the…
Let $n\geq 2$ be an integer, $p$ be a prime number and $K$ be a finite extension of $\mathbb{Q}_p$. Motivated by Schraen's thesis and Gehrmann's definition of automorphic simple $\mathscr{L}$-invariants, we study the first non-vanishing…
We investigate an extended version of Hilbert space of analytic functions called Hilbert space of complex-valued harmonic functions. It is found that functions in Hilbert space of complex-valued harmonic functions exhibit many properties…
This paper gives the exact solution in terms of the Karhunen-Lo\`{e}ve expansion to a fractional stochastic partial differential equation on the unit sphere $\mathbb{S}^{2}\subset \mathbb{R}^{3}$ with fractional Brownian motion as driving…
We construct the multilevel correlation kernel for the rising GUE eigenvalue process starting from a fixed initial configuration $x^{(m)}$, and show that it converges on short time scales (as quickly as $\text{polylog}(m)$) to the extended…
This review provides an introduction to two dimensional growth processes. Although it covers a variety processes such as diffusion limited aggregation, it is mostly devoted to a detailed presentation of stochastic Schramm-Loewner evolutions…
Sampling in score-based diffusion models can be performed by solving either a reverse-time stochastic differential equation (SDE) parameterized by an arbitrary time-dependent stochasticity parameter or a probability flow ODE, corresponding…
Eigenfunctions of the Schrodinger equation with the Coulomb potential in the imaginary Lobachevsky space are studied in two coordinate systems admitting solutions in terms of hypergeometric functions. Normalization and coefficients of…
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…
We develop a general method for extending Markov processes to a larger state space such that the added points form a polar set. The so obtained extension is an improvement on the standard trivial extension in which case the process is made…
We introduce Kleene-Varlet spaces as partially ordered sets equipped with a polarity satisfying certain additional conditions. By applying Kleene-Varlet spaces, we prove that each regular pseudocomplemented Kleene algebra is isomorphic to a…
Conditional mean embeddings (CMEs) have proven themselves to be a powerful tool in many machine learning applications. They allow the efficient conditioning of probability distributions within the corresponding reproducing kernel Hilbert…
This article studies some numerical approximations of the homogenized matrix for stochastic linear elliptic partial differential equations in divergence form. We focus on the case when the underlying random field is a small perturbation of…
Given an orthonormal system of $L^{2}(D)$ consistent of continuous functions $(f_{n})_{n}$, with $D \subset \mathbb{R}^{d}$ compact, and given a sequence of strictly positive coefficients $(\lambda_{n})_{n}$ forming a convergent series, we…
Large classes of multi-dimensional Gaussian processes can be enhanced with stochastic Levy area(s). In a previous paper, we gave sufficient and essentially necessary conditions, only involving variational properties of the covariance.…