相关论文: Operator scaled Wiener bridges
The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy between different coupling distributions. Our approach…
In this paper, a new framework for crossover of scaling law is proposed: a crossover of scaling law can be described by a self-similar solution. A crossover emerges as a result of the interference from similarity parameters of the higher…
In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed, we consider the solution of stochastic differential…
We obtain several essential self-adjointness conditions for a Schroedinger type operator D*D+V acting in sections of a vector bundle over a manifold M. Here V is a locally square-integrable bundle map. Our conditions are expressed in terms…
In this paper we deal with global approximation of solutions of stochastic differential equations (SDEs) driven by countably dimensional Wiener process. Under certain regularity conditions imposed on the coefficients, we show lower bounds…
We investigate the spectral analysis of a class of pseudo-differential operators in one dimension. Under symmetry assumptions, we prove an asymptotic formula for the splitting of the first two eigenvalues. This article is a first example of…
The Melan beam equation modeling suspension bridges is considered. A slightly modified equation is derived by applying variational principles and by minimising the total energy of the bridge. The equation is nonlinear and nonlocal, while…
This paper is concerned with the numerical integration of stochastic differential equations (SDEs) which govern diffusion processes driven by a standard Wiener process. With the latter being replaced by a sequence of increments at discrete…
We study the new boundary condition of the O(n) model proposed by Jacobsen and Saleur using the matrix model. The spectrum of boundary operators and their conformal weights are obtained by solving the loop equations. Using the diagrammatic…
In this paper, we show a large deviation principle for certain sequences of static Schr\"{o}dinger bridges, typically motivated by a scale-parameter decreasing towards zero, extending existing large deviation results to cover a wider range…
Let $G$ be a directed graph on finitely many vertices and edges, and assign a positive weight to each edge on $G$. Fix vertices $u$ and $v$ and consider the set of paths that start at $u$ and end at $v$, self-intersecting in any number of…
It is well known that any positive matrix can be scaled to have prescribed row and column sums by multiplying its rows and columns by certain positive scaling factors (which are unique up to a positive scalar). This procedure is known as…
We introduce a novel discretization scheme for Wasserstein gradient flows that involves successively computing Schr\"{o}dinger bridges with the same marginals. This is different from both the forward/geodesic approximation and the…
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…
This study explores the skew wind effects on vortex-induced vibration (VIV) of two typical bridge decks-a closed-box girder and a twin-edge girder-through spring-suspended oblique section model tests. Experiments were conducted at various…
For a large class of dynamical problems from mathematical physics the skew-selfadjointness of a spatial operator of the form $A=\left(\begin{array}{cc} 0 & -C^{*}\\ C & 0 \end{array}\right)$, where $C:D\left(C\right)\subseteq H_{0}\to…
We consider the scattering theory for the Schr\"odinger operator $-\Dc_x^2+V(x)$ on graphs made of one-dimensional wires connected to external leads. We derive two expressions for the scattering matrix on arbitrary graphs. One involves…
We derive a full Bern-Kosower-type rule for scalar QED starting from quantum field theory: we derive a set of rules for calculating $S$-matrix elements for any processes at any order of the coupling constant. Gauge-invariant set of diagrams…
This paper is concerned with the discrete spectrum of the self-adjoint realization of the semi-classical Schr\"odinger operator with constant magnetic field and associated with the de Gennes (Fourier/Robin) boundary condition. We derive an…
In this paper, we determine a formula for Kemeny's constant for a graph with multiple bridges, in terms of quantities that are inherent to the subgraphs obtained upon removal of all bridges and that can be computed independently. With the…