Related papers: Effective action for stochastic partial differenti…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
We develop the in-out formalism for one-loop effective actions in electromagnetic fields in the space-dependent gauge. We further advance a method using the inverse scattering matrix to calculate the effective actions in pure magnetic…
We calculate the one-loop effective potential at finite temperature for a system of massless scalar fields with quartic interaction $\lambda\phi^4$ in the framework of the boundary effective theory (BET) formalism. The calculation relies on…
Recently, in a paper by Jentzen and Kloeden [Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 465 (2009) 649-667], a new method for simulating nearly linear stochastic partial differential equations (SPDEs) with additive noise has been…
The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…
In this paper a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) using systems of stochastic partial differential equations (SPDEs) has been introduced and applied to simulated data and real data. By solving a…
We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…
Using a path integral formulation for correlation functions of stochastic partial differential equations based on the Onsager-Machlup approach, we show how, by introducing a composite auxiliary field one can generate an auxiliary field loop…
In this paper, we consider the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear…
We present a systematic treatment of non-Gaussianity in stochastic systems using the Schwinger-Keldysh effective field theory framework, in which the non-Gaussianity is realized as nonlinear terms in the fluctuation field. We establish two…
Supergeometric Quantum Field Theories (SG-QFTs) are theories that go beyond the standard supersymmetric framework, since they allow for general scalar-fermion field transformations on the configuration space of a supermanifold, without…
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…
Understanding the properties of the stochastic phase field models is crucial to model processes in several practical applications, such as soft matters and phase separation in random environments. To describe such random evolution, this…
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…
Gaussian fields (GFs) are frequently used in spatial statistics for their versatility. The associated computational cost can be a bottleneck, especially in realistic applications. It has been shown that computational efficiency can be…
This article offers sharp spatial and temporal mean-square regularity results for a class of semi-linear parabolic stochastic partial differential equations (SPDEs) driven by infinite dimensional fractional Brownian motion with the Hurst…
We study a class of elliptic SPDEs with additive Gaussian noise on $\mathbb{R}^2 \times M$, with $M$ a $d$-dimensional manifold equipped with a positive Radon measure, and a real-valued non linearity given by the derivative of a smooth…
We investigate the one-loop effective action for a test scalar field in a general Friedmann-Lema\^itre-Robertson-Walker (FLRW) background, specifically focusing on quantum corrections up to the second order in the interaction strength. By…
Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…
We present a method, based on the Keldysh formalism, for deriving stochastic master equations that describe the non-Markovian dynamics of a quantum system coupled to a Gaussian environment. This approach yields a compact expression for the…