Related papers: Comment on ``Solution of Classical Stochastic One-…
This paper is devoted to a viscosity solution theory of the stochastic Hamilton-Jacobi-Bellman equation in the Wasserstein spaces for the mean-field type control problem which allows for random coefficients and may thus be non-Markovian.…
In recent years it has been shown for hard sphere gas that, by retaining the correlation information, dynamical fluctuation and large deviation of empirical measure around Boltzmann equation could be proved, in addition to the classical…
We study stochastic evolution equations describing the dynamics of open quantum systems. First, using resolvent approximations, we obtain a sufficient condition for regularity of solutions to linear stochastic Schroedinger equations driven…
Standandard Hamiltonian mechanics in its homogeneous formulation is applied to the study of discontinuities representing rapid changes of Hamiltonians. Different formulations of Hamiltonian mechanics are reviewed. An original representation…
Multivariate linear regression models often face the problem of heteroscedasticity caused by multiple explanatory variables. The weighted least squares estimation with univariate-dependent weights has limitations in constructing weight…
Classical Hamiltonian mechanics, characterized by a single conserved Hamiltonian (energy) and symplectic geometry, `hides' other invariants into symmetries of the Hamiltonian or into the kernel of the Poisson tensor. Nambu mechanics aims to…
Predictivity of the Kohn-Sham approach to dynamical problems, when regarded as an initial value problem in a time-dependent density functional framework, is analysed for a class of models for which the argument devised in the work of Maitra…
Within the framework of probability distributions on projective Hilbert space a scheme for the calculation of multitime correlation functions is developed. The starting point is the Markovian stochastic wave function description of an open…
Within the framework of weighted integrable Hamiltonian systems, we study the long-time behavior of the associated statistical ensembles. We construct an action-dependent angular conjugacy that rectifies the nonuniform angular flow into a…
We derive a closed equation of motion for the current density of an inhomogeneous quantum many-body system under the assumption that the time-dependent wave function can be described as a geometric deformation of the ground-state wave…
This paper presents a hierarchical Bayesian modeling framework for the uncertainty quantification in modal identification of linear dynamical systems using multiple vibration data sets. This novel framework integrates the state-of-the-art…
Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew…
We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a…
General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General…
We consider a class of endomorphisms which contains a set of piecewise partially hyperbolic skew-products with a non-uniformly expanding base map. The aimed transformation preserves a foliation which is almost everywhere uniformly…
The description of many dynamical problems like the particle motion in higher dimensional spherically and axially symmetric space-times is reduced to the inversion of a holomorphic hyperelliptic integral. The result of the inversion is…
We construct infinitely many H\"older continuous, global-in-time, and stationary solutions to the stochastic Euler equations and the hypodissipative Navier-Stokes equations, taking values in the space $C(\mathbb{R};C^{\vartheta})$. For the…
We present a Wigner function-based approach for the particle density evolution in fermionic and bosonic open quantum many-body systems, including the effects of dephasing. In particular, we focus on chains of non-interacting particles…
Replicator equations (RE) are among the basic tools in mathematical theory of selection and evolution. The method of Hidden keystone variables (HKV) for reducing a wide class of RE of high or even infinite dimensionality to low-dimensional…
Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…