English
Related papers

Related papers: The moment problem on the Wiener space

200 papers

The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…

Probability · Mathematics 2013-02-12 Peter Friz , Paul Gassiat , Terry Lyons

A new non-perturbative approach to quantum theory in curved spacetime and to quantum gravity, based on a generalisation of the Wigner equation, is proposed. Our definition for a Wigner equation differs from what have otherwise been…

High Energy Physics - Theory · Physics 2009-10-30 Frank Antonsen

We discuss questions pertaining to the definition of `momentum', `momentum space', `phase space', and `Wigner distributions'; for finite dimensional quantum systems. For such systems, where traditional concepts of `momenta' established for…

Quantum Physics · Physics 2009-11-11 S. Chaturvedi , E. Ercolessi , G. Marmo , G. Morandi , N. Mukunda , R. Simon

The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior…

Probability · Mathematics 2022-12-13 Matija Vidmar , Jon Warren

An embedding method for solving the time-dependent Schr\"odinger equation is developed using the Dirac-Frenkel variational principle. Embedding allows the time-evolution of the wavefunction to be calculated explicitly in a limited region of…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 J. E. Inglesfield

We study spatially periodic logarithmic Schr\"odinger equations: \begin{equation}\tag{LS} -\Delta u + V(x)u=Q(x)u\log u^2, \quad u>0\quad \text{in}\ \mathbb{R}^N, \end{equation} where $N\geq 1$ and $V(x)$, $Q(x)$ are spatially $1$-periodic…

Analysis of PDEs · Mathematics 2016-09-12 Kazunaga Tanaka , Chengxiang Zhang

We consider geometric variational problems for a functional defined on a curve in three-dimensional space. The functional is assumed to be written in a form invariant under the group of Euclidean motions. We present the Euler-Lagrange…

Classical Physics · Physics 2009-06-16 E. L. Starostin , G. H. M. van der Heijden

In the present paper we solve the following different but interrelated problems: (a) the moment problem on Riemann surfaces, (b) the vanishing problem of polynomial Abelian integrals of dimension zero on the projective plane, (c) the…

Dynamical Systems · Mathematics 2011-07-18 L. Gavrilov , F. Pakovich

The nonrelativistic Schroedinger equation for motion of a structureless particle in four-dimensional space-time entails a well-known expression for the conserved four-vector field of local probability density and current that are associated…

Quantum Physics · Physics 2009-11-10 G. E. Hahne

Let $u(x,t)$ be the solution of the Schr\"odinger or wave equation with $L_2$ initial data. We provide counterexamples to plausible conjectures involving the decay in $t$ of the $\BMO$ norm of $u(t,\cdot)$. The proofs make use of random…

Functional Analysis · Mathematics 2008-02-03 Stephen J. Montgomery-Smith

We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the scale relativity theory setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus…

Mathematical Physics · Physics 2009-07-03 Jacky Cresson , Gastao S. F. Frederico , Delfim F. M. Torres

We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We…

Probability · Mathematics 2007-12-19 Krzysztof Burdzy , Weining Kang , Kavita Ramanan

We consider source-free electromagnetic fields in spacetimes possessing a non-null Killing vector field, $\xi^a$. We assume further that the electromagnetic field tensor, $F_{ab}$, is invariant under the action of the isometry group induced…

General Relativity and Quantum Cosmology · Physics 2010-04-06 Istvan Racz

We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…

Quantum Physics · Physics 2015-05-13 I. Kamleitner , J. Cresser

We investigate the local regularity of pointed spacetimes, that is, time-oriented Lorentzian manifolds in which a point and a future-oriented, unit timelike vector (an observer) are selected. Our main result covers the class of Einstein…

General Relativity and Quantum Cosmology · Physics 2015-05-13 Bing-Long Chen , Philippe G. LeFloch

It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…

Statistical Mechanics · Physics 2020-12-14 Amir Shee , Abhishek Dhar , Debasish Chaudhuri

Due to its intimate relation to Spectral Theory and Schr\"{o}dinger operators, the multivariate moment problem has been a subject of many researches, so far without essential success (if one compares with the one--dimensional case). In the…

Functional Analysis · Mathematics 2007-05-23 Ognyan Kounchev , Hermann Render

We derive a 4D covariant Relativistic Dynamics Equation. This equation canonically extends the 3D relativistic dynamics equation $\mathbf{F}=\frac{d\mathbf{p}}{dt}$, where $\mathbf{F}$ is the 3D force and $\mathbf{p}=m_0\gamma\mathbf{v}$ is…

General Physics · Physics 2015-06-12 Yaakov Friedman , Tzvi Scarr

This note offers a conceptually straightforward and efficient way to formulate and solve problems in the electromagnetics of moving media based on a representation of Maxwell's equations in terms of differential forms on spacetime together…

Mathematical Physics · Physics 2015-05-27 C E S Canovan , Robin W Tucker

In this paper, we consider a stochastic differential equation driven by a fractional Brownian motion (fBm) and a Wiener process and having jumps. We prove that this equation has a unique solution and show that all its moments are finite.

Probability · Mathematics 2013-04-02 Georgiy Shevchenko