Related papers: Comment on ``Solution of Classical Stochastic One-…
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…
In this note, we characterize the solution of a system of elliptic integro-differential equations describing a phe-notypically structured population subject to mutation, selection and migration. Generalizing an approach based on…
In this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral is a…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…
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 study generalized solutions of an evolutionary equation related to some densely defined skew-symmetric operator in a real Hilbert space. We establish existence of a contractive semigroup, which provides generalized solutions, and suggest…
The aim of this paper is to study negative classical solutions to a $k$-Hessian equation involving a nonlinearity with a general weight \begin{equation} \label{Eq:Ma:0} \tag{$P$} \begin{cases} S_k(D^2u)= \lambda \rho(|x|) (1-u)^q &\mbox{in…
Classical approaches to analyzing dynamical systems, including bifurcation analysis, can provide invaluable insights into underlying structure of a mathematical model, and the spectrum of all possible dynamical behaviors. However, these…
We prove that the dynamical system charaterized by the Hamiltonian $ H = \lambda N \sum_{j}^{N} p_j + \mu \sum_{j,k}^{N} {{(p_j p_k)}^{1\over 2}} \{ cos [ \nu ( q_j - q_k)] \} $ proposed and studied by Calogero [1,2] is equivalent to a…
Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…
We consider a generalization of a functional equation that models the learning process in various animal species. The equation can be considered nonlocal, as it is built with a convex combination of the unknown function evaluated at mixed…
A Hamiltonian formulation of generic many-body systems with balanced loss and gain is presented. It is shown that a Hamiltonian formulation is possible only if the balancing of loss and gain terms occur in a pairwise fashion. It is also…
This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $\theta\_{n+1} = \theta\_n + \gamma\_{n+1} H\_{\theta\_n}(X\_{n+1})$ where $\{\theta\_nn, n \geq 0\}$ is a $R^d$-valued sequence,…
This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…
The Worldvolume Hybrid Monte Carlo (WV-HMC) method [arXiv:2012.08468] is a reliable and versatile algorithm for addressing the numerical sign problem. It resolves the ergodicity issues commonly encountered in Lefschetz thimble-based…
An efficient algorithm to simulate dynamics of open quantum system is presented. The method describes the dynamics by unraveling stochastic wave functions converging to a density operator description. The stochastic techniques are based on…
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…
We propose a simple method that allows, in one dimension, to solve exactly a wide class of classical stochastic many-body systems far from equilibrium. For the sake of illustration and without loss of generality, we focus on a model that…
Stochastic unravelings allow to efficiently simulate open system dynamics, yet their application has traditionally been restricted to master equations that preserve both Hermiticity and trace. In this work, we introduce a general framework…
We present a new setting of the geometric Hamilton-Jacobi theory by using the so-called time-evolution operator K. This new approach unifies both the Lagrangian and the Hamiltonian formulation of the problem developed in a previous paper…