Related papers: Functional integration by parts formulae for stoch…
We develop a variational regularisation framework that enables analytical solutions of the stationary de~Broglie--Bohm wave equation. The formulation begins with a Fisher-information-augmented action functional for the probability density…
We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given,…
We introduce a family of implicit probabilistic integrators for initial value problems (IVPs), taking as a starting point the multistep Adams-Moulton method. The implicit construction allows for dynamic feedback from the forthcoming…
We present a simple modification of the direct-forcing immersed boundary method (IBM) proposed by Uhlmann [J. Comput. Phys, 2005] in order to enable it to be applied to particulate flows with solid-to-fluid density ratios around unity. The…
It is well-known that in fluid dynamics an alternative to customary direct solution methods (based on the discretization of the fluid fields) is provided by so-called \emph{particle simulation methods}. Particle simulation methods rely…
We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a driving signal with H\"older exponent greater than 1/2, we…
We consider monotone inclusions defined on a Hilbert space where the operator is given by the sum of a maximal monotone operator $T$ and a single-valued monotone, Lipschitz continuous, and expectation-valued operator $V$. We draw motivation…
We propose a new class of rough stochastic volatility models obtained by modulating the power-law kernel defining the fractional Brownian motion (fBm) by a logarithmic term, such that the kernel retains square integrability even in the…
We present an efficient method to shorten the analytic integration-by-parts (IBP) reduction coefficients of multi-loop Feynman integrals. For our approach, we develop an improved version of Leinartas' multivariate partial fraction…
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…
Estimating the uncertainty of a model's prediction on a test point is a crucial part of ensuring reliability and calibration under distribution shifts. A minimum description length approach to this problem uses the predictive normalized…
We study integrability properties of a general version of the Boltzmann collision operator for hard and soft potentials in $n$-dimensions. A reformulation of the collisional integrals allows us to write the weak form of the collision…
Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g. temperatures and wind and the related financial derivatives. Volterra processes are in general…
The Boltzmann kinetic equation is obtained from an integro-differential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy,…
This article is concerned with stochastic differential equations driven by a $d$ dimensional fractional Brownian motion with Hurst parameter $H>1/4$, understood in the rough paths sense. Whenever the coefficients of the equation satisfy a…
We present a highly efficient lattice Boltzmann (LB) kinetic model for thermal liquid-vapor system. Three key components are as beow: (i) a discrete velocity model by Kataoka \emph{et al.} [Phys. Rev. E \textbf{69}, 035701(R)(2004)]; (ii) a…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
Stochastic differential equations (SDE) are widely used in modeling stochastic dynamics in literature. However, SDE alone is not enough to determine a unique process. A specified interpretation for stochastic integration is needed.…
In this paper, based on the white noise analysis of square integrable pure-jump Levy process given by [1], we define the formal derivative of fractional Levy process defined by the square integrable pure-jump Levy process as the fractional…