相关论文: Integration by Parts Formula and Shift Harnack Ine…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
We introduce a new system of split variational inequality problems which is a natural extension of split variational inequality problem in semi-inner product spaces. We use the retraction technique to propose an iterative algorithm for…
We present guidelines for deriving new Nitsche Finite Element Methods to enforce equality and inequality constraints that act on the value of the unknown mechanical quantity. We first formulate the problem as a stabilized finite element…
Brownian particles interacting sequentially with distinct temperatures and driving forces at each stroke have been tackled as a reliable alternative for the construction of engine setups. However they can behave very inefficiently depending…
The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…
By using the coupling argument, we establish the Harnack and log-Harnack inequalites for stochastic differential equations with non-Lipschitz drifts and driven by additive anisotropic subordinated Brownian motions (in particular,…
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations -- such as performing a change of the integration path -- one would like to carry out in…
Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…
We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…
Symplectic integration algorithms have become popular in recent years in long-term orbital integrations because these algorithms enforce certain conservation laws that are intrinsic to Hamiltonian systems. For problems with large variations…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…
Hamilton's equations with noise and friction possess a hidden supersymmetry, valid for time-independent as well as periodically time-dependent systems. It is used to derive topological properties of critical points and periodic trajectories…
Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…
Uniform Harnack inequalities for harmonic functions on the pre- and graphical Sierpinski carpets are proved using a probabilistic coupling argument. Various results follow from this, including the construction of Brownian motion on…
We mainly investigate the log-Harnack inequality for the reflected stochastic partial differential equation driven by multiplicative noises based on the gradient estimate of the associated Markov semigroup. To do it, the penalization method…
The split involution quantization scheme, proposed previously for pure second--class constraints only, is extended to cover the case of the presence of irreducible first--class constraints. The explicit Sp(2)--symmetry property of the…