Related papers: Large N Limit on Langevin Equation: Two-Dimensiona…
We propose a geometric setup to study analytic aspects of a variant of the super symmetric two-dimensional nonlinear sigma model. This functional extends the functional of Dirac-harmonic maps by gravitino fields. The system of…
A study of the non linear modes of a two degree of freedom mechanical system with bilateral elastic stop is considered. The issue related to the non-smoothness of the impact force is handled through a regularization technique. In order to…
Stationary distributions of complex Langevin equations are shown to be the complexified path integral solutions of the Schwinger-Dyson equations of the associated quantum field theory. Specific examples in zero dimensions and on a lattice…
We study a statistical model for infinite dimensional Gaussian random variables with unknown parameters. For this model we derive linear estimators for the mean and the variance of the Gaussian distribution. Furthermore, we construct…
A method for solving model nonlinear equations describing plasma oscillations in the presence of viscosity and resistivity is given. By first going to the Lagrangian variables and then transforming the space variable conveniently, the…
We use Langevin dynamics simulations to study the mass diffusion problem across two adjacent porous layers of different transport property. At the interface between the layers, we impose the Kedem-Katchalsky (KK) interfacial boundary…
This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…
This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…
Langevin models are frequently used to model various stochastic processes in different fields of natural and social sciences. They are adapted to measured data by estimation techniques such as maximum likelihood estimation, Markov chain…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…
When the motion of a probe strongly disturbs the thermal equilibrium of the solvent or bath, the nonlinear response of the latter must enter the probe's effective evolution equation. We derive that induced stochastic dynamics using second…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introduce a system of mean-field Langevin equations, the invariant…
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously…
We investigate the Poisson-Sigma model on the classical and quantum level. In the classical analysis we show how this model includes various known two-dimensional field theories. Then we perform the calculation of the path integral in a…
We study the the large-$n$ dynamics of the long-range quantum $O(n)$ model, focusing on the strong long-range regime $\alpha<d$. The dynamics of the model exhibits non-trivial features on mesoscopic timescales $t\sim\ln N$, due to the…
Starting from a classical-mechanics stochastic model encoded in a Langevin equation, we derive the natural diffusion equation associated with three classes of multiscale spacetimes (with weighted, ordinary, and "q-Poincar\'e" symmetries).…
We study the beta-ensemble that represents conformal blocks of Liouville theory on the sphere. This quantity is related through AGT conjecture to the Nekrasov instanton partition function of 4d $\mathcal{N}=2$ SU(2) gauge theory with four…
A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…