相关论文: A Feynman-Kac-type formula for the deterministic a…
In classical continuum physics, a wave is a mechanical disturbance. Whether the disturbance is stationary or traveling and whether it is caused by the motion of atoms and molecules or the vibration of a lattice structure, a wave can be…
In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…
Experiments violating Bell's inequality appear to indicate deterministic models do not correspond to a realistic theory of quantum mechanics. The theory of pilot waves seemingly overcomes this hurdle via nonlocality and statistical…
In this note, we construct a $3$-dimensional generalisation of the Pascal's triangle that we named Pascal's cube, as it has the construction of a cube with entries given by extended binomial coefficients ${}^cC^{a}_{b}$. The Pascal's cube…
A canonical structure compatible with the action of the Lorentz group can be obtained considering the energy and time as conjugate variables of an extended phase space. Scalar probability waves, describing free relativistic particles, are…
Lagrange and Hamilton equations for thermodynamic evolution near equilibrium as well as Schrodinger-like equation for the non-equilibrium case are obtained extending the CPDQ Principle (Constancy of the product momentum-oordinate…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
The velocity and absorption coefficient for the plane sound waves in a classical gas are obtained by solving the Boltzmann kinetic equation, which describes the reaction of the single-particle distribution function to a periodic external…
Covariant classical particle dynamics is described, and the associated covariant relativistic particle quantum mechanics is derived. The invariant symmetric bracket is defined on the space of quantum amplitudes, and its relation to a…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
In this note, we establish optimal lower and upper Gaussian bounds for the density of the solution to a class of stochastic integral equations driven by an additive spatially homogeneous Gaussian random field. The proof is based on the…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…
We first prove stochastic representation formulae for space-time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems under appropriate curvature conditions.…
Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…
We study stochastic wave equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we give an improved estimate on the uniform norm of eigenfunctions and approximate the wave propagator using the…
A modification of the canonical quantization procedure for systems with time-dependent second-class constraints is discussed and applied to the quantization of the relativistic particle in a plane wave. The time dependence of constraints…
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…