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This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…

Mathematical Physics · Physics 2025-03-06 F. S. Abril-Bermúdez , C. J. Quimbay , J. E. Trinidad-Segovia , M. A Sánchez-Granero

We consider the evolution of a quantum simple harmonic oscillator in a general Gaussian state under simultaneous time-continuous weak position and momentum measurements. We deduce the stochastic evolution equations for position and momentum…

Quantum Physics · Physics 2022-03-16 Tathagata Karmakar , Philippe Lewalle , Andrew N. Jordan

Representing nonlinear dynamical systems using the Koopman Operator and its spectrum has distinct advantages in terms of linear interpretability of the model as well as in analysis and control synthesis through the use of well-studied…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Shankar A. Deka , Umesh Vaidya

Trace formulae for d-regular graphs are derived and used to express the spectral density in terms of the periodic walks on the graphs under consideration. The trace formulae depend on a parameter w which can be tuned continuously to assign…

Mathematical Physics · Physics 2015-05-14 Idan Oren , Amit Godel , Uzy Smilansky

This paper deals with the drift estimation in linear stochastic evolution equations (with emphasis on linear SPDEs) with additive fractional noise (with Hurst index ranging from 0 to 1) via least-squares procedure. Since the least-squares…

Probability · Mathematics 2022-03-11 Pavel Kříž , Jana Šnupárková

It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…

Quantum Physics · Physics 2007-05-23 Mark Davidson

The Gutzwiller trace formula establishes a profound connection between the quantum spectrum and classical periodic orbits. However, its application is limited by its reliance on the semiclassical saddle point approximation. In this work, we…

Quantum Physics · Physics 2024-11-19 Chaoming Song

Trajectory Reconstruction (TR) is vital for accurately mapping movement patterns and validating analyses, especially in fields like robotics, biomechanics, and environmental tracking, where data might be missing or affected by outliers.…

Signal Processing · Electrical Eng. & Systems 2024-10-29 Arslan Majal , Aamir Hussain Chughtai

We consider a scalar field governed by an advection-diffusion equation (or a more general evolution equation) with rapidly fluctuating, Gaussian distributed random coefficients. In the white noise limit, we derive the closed evolution…

Analysis of PDEs · Mathematics 2022-02-24 Jared C. Bronski , Lingyun Ding , Richard M. McLaughlin

We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…

Probability · Mathematics 2019-05-07 Rama Cont , Nicolas Perkowski

We outline an approach to proving functoriality of automorphic representations using trace formula. More specifically, we construct a family of integral operators on the space of automorphic forms whose eigenvalues are expressed in terms of…

Representation Theory · Mathematics 2010-10-01 Edward Frenkel , Robert Langlands , Ngo Bao Chau

Trace formulas appear in many forms in noncommutative geometry (NCG). In the first part of this thesis, we obtain results for asymptotic expansions of trace formulas like heat trace expansions by adapting the theory of Multiple Operator…

Operator Algebras · Mathematics 2025-06-30 Eva-Maria Hekkelman

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

Probability · Mathematics 2016-06-13 Antoine Ayache , Geoffrey Boutard

We establish higher order trace formulas for pairs of contractions along a multiplicative path generated by a self-adjoint operator in a Schatten-von Neumann ideal, removing earlier stringent restrictions on the kernel and defect operator…

Functional Analysis · Mathematics 2025-08-05 Arup Chattopadhyay , Chandan Pradhan , Anna Skripka

We investigate trace formulas for Jacobi operators which are trace class perturbations of quasi-periodic finite-gap operators using Krein's spectral shift theory. In particular we establish the conserved quantities for the solutions of the…

Spectral Theory · Mathematics 2015-09-29 Johanna Michor , Gerald Teschl

When the singular values of the evolution operator are all smaller or all greater than one, stable integration algorithms are obtained either by explicit or implicit methods. When the singular spectrum mixes greater and smaller than one…

Plasma Physics · Physics 2021-01-19 João P. S. Bizarro , L. Venâncio , R. Vilela Mendes

The Gutzwiller trace formula provides a semiclassical approximation for the density of states of a quantum system in terms of classical periodic orbits. In its original form Gutzwiller derived the trace formula for quantum systems without…

Chaotic Dynamics · Physics 2007-05-23 Jens Bolte

We develop a Fourier approach to rough path integration, based on the series decomposition of continuous functions in terms of Schauder functions. Our approach is rather elementary, the main ingredient being a simple commutator estimate,…

Probability · Mathematics 2014-10-16 Massimiliano Gubinelli , Peter Imkeller , Nicolas Perkowski

We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Andrew N. Jordan , Eugene V. Sukhorukov , Sebastian Pilgram

This work develops a rigorous mathematical formulation of proton transport by integrating both deterministic and stochastic perspectives. The deterministic framework is based on the Boltzmann-Fokker-Planck equation, formulated as an…

Probability · Mathematics 2025-08-15 Andreas E. Kyprianou , Aaron Pim , Tristan Pryer