相关论文: Random perturbation to the geodesic equation

We study an ensemble of random matrices (the Rosenzweig-Porter model) which, in contrast to the standard Gaussian ensemble, is not invariant under changes of basis. We show that a rather complete understanding of its level correlations can…

The method of Hamilton-Jacobi is used to obtain geodesics around non- Riemannian planar torsional defects.It is shown that by perturbation expansion in the Cartan torsion the geodesics obtained are parabolic curves along the plane x-z when…

We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends…

We present a Rayleigh-Schroedinger-Goldstone perturbation formalism for many fermion systems. Based on this formalism, variational perturbation scheme which goes beyond the Gaussian approximation is developed. In order to go beyond the…

Perturbative renormalization group theory is developed as a unified tool for global asymptotic analysis. With numerous examples, we illustrate its application to ordinary differential equation problems involving multiple scales, boundary…

Different approaches are compared to formulation of quantum mechanics of a particle on the curved spaces. At first, the canonical, quasi-classical and path integration formalisms are considered for quantization of geodesic motion on the…

Recently it has been argued that autoparallels should be the correct description of free particle motion in spaces with torsion, and that such trajectories can be derived from variational principles if these are suitably adapted. The…

The geodesic deviation equation is generalized to worldline deviation equations describing the relative accelerations of charged spinning particles in the framework of Dixon-Souriau equations of motion.

We study solutions to backward differential equations that are driven hybridly by a deterministic discontinuous rough path $W$ of finite $q$-variation for $q \in [1, 2)$ and by Brownian motion $B$. To distinguish between integration of…

The geodesic deviation equation, describing the relative accelerations of nearby particles, and the Raychaudhury equation, giving the evolution of the kinematical quantities associated with deformations (expansion, shear and rotation) are…

We present a model in which the breackdown of conformal symmetry of a quantum stress-tensor due to the trace anomaly is related to a cosmological effect in a gravitational model. This is done by characterizing the traceless part of the…

We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…

We present in this paper an approach for computing the homogenized behavior of a medium that is a small random perturbation of a periodic reference material. The random perturbation we consider is, in a sense made precise in our work, a…

We discuss the geometric foundation behind the use of stochastic processes in the frame bundle of a smooth manifold to build stochastic models with applications in statistical analysis of non-linear data. The transition densities for the…

A linear PDE problem for randomly perturbed domains is considered in an adaptive Galerkin framework. The perturbation of the domain's boundary is described by a vector valued random field depending on a countable number of random variables…

Geometrical optics provides an instructive insight into Brownian motion, ``pushed" into a large-deviations regime by imposed constraints. Here we extend geometrical optics of Brownian motion by accounting for diffusion inhomogeneity in…

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…

An effective characterization of chaotic conservative Hamiltonian systems in terms of the curvature associated with a Riemannian metric tensor derived from the structure of the Hamiltonian has been extended to a wide class of potential…

In this paper, we will present a strong (or pathwise) approximation of standard Brownian motion by a class of orthogonal polynomials. The coefficients that are obtained from the expansion of Brownian motion in this polynomial basis are…

In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic…