Related papers: Comment on ``Solution of Classical Stochastic One-…
The singularity structure of solutions of a class of Hamiltonian systems of ordinary differential equations in two dependent variables is studied. It is shown that for any solution, all movable singularities, obtained by analytic…
We study a mathematical relationship between holographic Wilsonian renormalization group and stochastic quantization framework. We extend the original proposal given in arXiv:1209.2242 to interacting theories. The original proposal suggests…
The existence and uniqueness of weak solutions is shown for a system related to the Willis model of elastodynamics. Both the whole space case and the case of a bounded smooth domain are studied. To this end the equations are reformulated as…
The numerical sign problem remains one of the central challenges in computational physics. The Worldvolume Hybrid Monte Carlo (WV-HMC) method has recently been proposed as a reliable and computationally efficient algorithm that crucially…
Motivated by analogies with basic density theorems in analytic number theory, we introduce a notion (and variations) of the homological density of one space in another. We use Weil's number field/ function field analogy to predict…
In some previous works, two of the authors introduced a technique to design high-order numerical methods for one-dimensional balance laws that preserve all their stationary solutions. The basis of these methods is a well-balanced…
The present paper is devoted to the numerical approximation of an abstract stochastic nonlinear evolution equation in a separable Hilbert space {$\mathrm{H}$}. Examples of equations which fall into our framework include the GOY and Sabra…
There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…
An exact, number-conserving solution to the generalized, orbit-dependent pairing problem is derived by introducing an infinite-dimensional algebra. A method for obtaining eigenvalues and eigenvectors of the corresponding Hamiltonian is also…
Interface dynamics in two-dimensional systems with a maximal number of conservation laws gives an accurate theoretical model for many physical processes, from the hydrodynamics of immiscible, viscous flows (zero surface-tension limit of…
Jacobi structures are known to generalize Poisson structures, encompassing symplectic, cosymplectic, and Lie-Poisson manifolds. Notably, other intriguing geometric structures -- such as contact and locally conformal symplectic manifolds --…
The Polchinski equations for the Wilsonian renormalization group in the $D$--dimensional matrix scalar field theory can be written at large $N$ in a Hamiltonian form. The Hamiltonian defines evolution along one extra holographic dimension…
Given any finite or countable collection of real numbers $T_j,j\in J$, we find all solutions $F$ to the stochastic fixed point equation \[W\stackrel{\mathrm {d}}{=}\inf_{j\in J}T_jW_j,\] where $W$ and the $W_j,j\in J$, are independent…
A Hamiltonian formulation of generic many-particle systems with space-dependent balanced loss and gain coefficients is presented. It is shown that the balancing of loss and gain necessarily occurs in a pair-wise fashion. Further, using a…
In this work, we characterize the solution of a system of elliptic integro-differential equations describing a phenotypically structured population subject to mutation, selection and migration between two habitats. Assuming that the effects…
A stochastic algorithm for the recursive approximation of the location $\theta$ of a maximum of a regression function was introduced by Kiefer and Wolfowitz [Ann. Math. Statist. 23 (1952) 462--466] in the univariate framework, and by Blum…
In this paper we establish H\"older continuity estimates for viscosity solutions to first order Hamilton-Jacobi equations linked to linear control systems satisfying the Kalman rank condition. Our model Hamiltonians are non-convex in the…
The stochastic volatility model is a popular tool for modeling the volatility of assets. The model is a nonlinear and non-Gaussian state space model, and consequently is difficult to fit. Many approaches, both classical and Bayesian, have…
Statistical solutions are time-parameterized probability measures on spaces of integrable functions, that have been proposed recently as a framework for global solutions and uncertainty quantification for multi-dimensional hyperbolic system…
Multivariate Analysis (MVA) comprises a family of well-known methods for feature extraction which exploit correlations among input variables representing the data. One important property that is enjoyed by most such methods is uncorrelation…