Related papers: Effective action for stochastic partial differenti…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
We study quantum mechanics in the stochastic formulation, using the functional integral approach. The noise term enters the classical action as a local contribution of anticommuting fields. The partition function is not invariant under…
The implementation of an efficient self-consistent field (SCF) method including both scalar relativistic effects and spin-orbit interaction in density functional theory (DFT) is presented. We make use of Gaussian-type orbitals (GTOs) and…
The main goal of this work is to provide sample-path estimates for the solution of slowly time-dependent SPDEs perturbed by a cylindrical fractional Brownian motion. Our strategy is similar to the approach by Berglund and Nader for…
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…
In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…
The study of effective potential for the scalar Lee-Wick pseudo-electrodynamics in one-loop is presented in this letter. The planar and non-local Lee-Wick pseudo-electrodynamics is so coupled to a complex scalar field sector in 1+2…
A major problem in exploiting microscopic systems for developing a new technology based on the principles of Quantum Information is the influence of noise which tends to work against the quantum features of such systems. It becomes then…
We propose a formal framework based on collective coordinates to reduce infinite-dimensional stochastic partial differential equations (SPDEs) with symmetry to a set of finite-dimensional stochastic differential equations which describe the…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…
In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…
The decomposition of a one-loop scattering amplitude into elementary functions with rational coefficients introduces spurious singularities which afflict individual coefficients but cancel in the complete amplitude. These cancellations…
Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although…
In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…
In this paper, we study the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by a additive fractional Brownian motion (fBm) with Hurst parameter $H>\frac 12$ and Poisson…
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…
Stochastic $\delta N$ formalism is a powerful tool to calculate the cosmological correlators non-perturbatively. However, it requires the initial data for the amplitude of the noise on the initial flat hypersurface which for a free theory…
In this note we introduce a new approach to rough and stochastic partial differential equations (RPDEs and SPDEs): we consider general Banach spaces as state spaces and -- for the sake of simiplicity -- finite dimensional sources of noise,…
The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…