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Related papers: Covariant SPDEs and Quantum Field Structures

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In this paper, we investigate the stochastic evolution equations (SEEs) driven by $\log$-Whittle-Mat$\acute{{\mathrm{e}}}$rn (W-M) random diffusion coefficient field and $Q$-Wiener multiplicative force noise. First, the well-posedness of…

Numerical Analysis · Mathematics 2022-07-05 X. Qi , M. Azaiez , C. Huang , C. Xu

In this paper we consider the following stochastic partial differential equation (SPDE) in the whole space: $du (t, x) = [a^{i j} (t, x) D_{i j} u(t, x) + f(u, t, x)]\, dt + \sum_{k = 1}^m g^k (u(t, x)) dw^k (t).$ We prove the convergence…

Probability · Mathematics 2018-11-15 Timur Yastrzhembskiy

In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…

Probability · Mathematics 2022-06-22 Le Chen , Yuhui Guo , Jian Song

In this article we show that the ordinary stochastic differential equations of K.It\^{o} maybe considered as part of a larger class of second order stochastic PDE's that are quasi linear and have the property of translation invariance. We…

Probability · Mathematics 2019-05-07 B. Rajeev

Irregularities in the metric tensor of a signature-changing space-time suggest that field equations on such space-times might be regarded as distributional. We review the formalism of tensor distributions on differentiable manifolds, and…

General Relativity and Quantum Cosmology · Physics 2015-06-25 David Hartley , Robin W. Tucker , Philip A. Tuckey , Tevian Dray

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

Probability · Mathematics 2014-05-23 Benjamin Gess , Michael Röckner

In this paper we study the stochastic partial differential systems of divergence type with $C^1$ space domains in $\bR^d$. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the…

Probability · Mathematics 2010-07-23 Kyeong-Hun Kim , Kijung Lee

This work presents some results about Wick polynomials of a vector field renormalization in locally covariant algebraic quantum field theory in curved spacetime. General vector fields are pictured as sections of natural vector bundles over…

Mathematical Physics · Physics 2019-03-01 Igor Khavkine , Alberto Melati , Valter Moretti

We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of $Q$-Wiener processes based on high frequency spatio-temporal data. First, we…

Statistics Theory · Mathematics 2025-04-15 Yozo Tonaki , Yusuke Kaino , Masayuki Uchida

This paper is concerned with an inverse random source problem for the one-dimensional stochastic Helmholtz equation with attenuation. The source is assumed to be a microlocally isotropic Gaussian random field with its covariance operator…

Numerical Analysis · Mathematics 2020-09-30 Peijun Li , Xu Wang

This is a set of introductory lecture notes on conformal field theory. Unlike most existing reviews on the subject, CFT is presented here from the perspective of a unitary quantum field theory in Minkowski space-time. It begins with a…

High Energy Physics - Theory · Physics 2023-05-04 Marc Gillioz

In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…

Probability · Mathematics 2022-01-26 Xicheng Zhang

We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…

Probability · Mathematics 2016-10-18 Konstantinos Dareiotis , Máté Gerencsér

We study the nonlinear stochastic heat equation driven by space-time white noise in the case that the initial datum $u_0$ is a (possibly signed) measure. In this case, one cannot obtain a mild random-field solution in the usual sense. We…

Probability · Mathematics 2010-04-19 Daniel Conus , Davar Khoshnevisan

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

Probability · Mathematics 2024-01-15 Vo V. Anh , Andriy Olenko , Yu Guang Wang

Deformations of quantum field theories which preserve Poincar\'e covariance and localization in wedges are a novel tool in the analysis and construction of model theories. Here a general scenario for such deformations is discussed, and an…

Mathematical Physics · Physics 2015-05-27 Gandalf Lechner

Within the setting of a recently proposed model of quantum fields on noncommutative Minkowski spacetime, the consequences of the consistent application of the proper, untwisted Poincare group as the symmetry group are investigated. The…

High Energy Physics - Theory · Physics 2009-04-17 Harald Grosse , Gandalf Lechner

In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…

Probability · Mathematics 2026-04-28 Xi Lin

In this article, we study the space-time SPDE $$ \partial_t^\beta u=-(-\Delta)^{\alpha/2} u+I_t^{1-\beta}[b(u)+\sigma(u)\dot{W}],$$ where $u=u(t,x)$ is defined for $(t,x)\in\mathbb{R}_+\times \mathbb{R},$ $\beta\in(0,1), \alpha\in(0,2)$ and…

Probability · Mathematics 2025-11-17 Ngartelbaye Guerngar , Erkan Nane
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