Related papers: Stochastic Master Fields
In this article we study the well-posedness of the Master Equation of Mean Field Games in a framework of Neumann boundary condition. The definition of solution is closely related to the classical one of the Mean Field Games system, but the…
An approach to calculating approximate solutions to the continuum Schwinger-Dyson equations is outlined, with examples for \phi^4 in D=1. This approach is based on the source Galerkin methods developed by Garcia, Guralnik and Lawson.…
We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…
We present a class of nonlinear Schroedinger equations (NLSEs) describing, in the mean field approximation, systems of interacting particles. This class of NLSEs is obtained generalizing expediently the approach proposed in Ref. [G.K. Phys.…
The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called…
This paper investigates a Stochastic Partial Differential Equation (SPDE) derived from the Fokker-Planck equation associated with Score-based Generative Models. We modify the standard Fokker-Planck equation to better represent practical…
The construction of stochastic solutions is a powerful method to obtain localized solutions in configuration or Fourier space and for parallel computation with domain decomposition. Here a stochastic solution is obtained for the…
We present the construction and stochastic summation of rooted-tree diagrams, based on the expansion of a root finding algorithm applied to the Dyson-Schwinger equations (DSEs). The mathematical formulation shows superior convergence…
We use solvable two-dimensional gauge theories to illustrate the issues in relating large N gauge theory to string theory. We also give an introduction to recent mathematical work which allows constructing master fields for higher…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
Recently a generalized master equation was derived that extends the Lindblad theory to highly non-Markovian quantum processes (H.-P. Breuer, Phys. Rev. A \textbf{75}, 022103 (2007)). We perform a stochastic unravelling of this master…
The $L^2$ localisation landscape of L. Herviou and J. H. Bardarson is a generalisation of the localisation landscape of M. Filoche and S. Mayboroda. We propose a stochastic method to compute the $L^2$ localisation landscape that enables the…
We derive an exact master equation that captures the dynamics of a quadratic quantum system linearly coupled to a Gaussian environment of the same statistics: the Gaussian Master Equation (GME). Unlike previous approaches, our formulation…
Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…
In this paper we propose and study a new complexity model for approximation algorithms. The main motivation are practical problems over large data sets that need to be solved many times for different scenarios, e.g., many multicast trees…
We study the class of differentially henselian fields, which are henselian valued fields equipped with generic derivations in the sense of Cubides Kovacics and Point, and are special cases of differentially large fields in the sense of…
It is well known that some quantum and statistical fluctuations of a quantum field may be recovered by adding suitable stochastic sources to the mean field equations derived from the Schwinger-Keldysh (Closed-time-path) effective action. In…
We implement a Smolin-like branching multiverse through a directed, acyclic graph of $N$ metrics. Our gravitational and matter actions are indistinguishable from $N$ decoupled statements of General Relativity, if one varies with respect to…
A derivation of stochastic Schrodinger equations is given using quantum filtering theory. We study an open system in contact with its environment, the electromagnetic field. Continuous observation of the field yields information on the…
A characterisation of the stochastic bounded generators of quantum irreversible Master equations is given. This suggests the general form of quantum stochastic evolution with respect to the Poisson (jumps), Wiener (diffusion) or general…