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Let $\Phi:\R\rightarrow\R$ be an arbitrary continuously differentiable deterministic function such that $|\Phi|+|\Phi'|$ is bounded by a polynomial. In this article we consider the class of stochastic volatility models in which…

概率论 · 数学 2012-08-07 Antoine Ayache , Qidi Peng

In this paper we discussed the topological transition between trivial and nontrivial phases of a quasi-periodic (Aubry-Andr\'e like) mechanical Su-Schrieffer-Heeger (SSH) model. We find that there exists a nontrivial boundary separating the…

介观与纳米尺度物理 · 物理学 2024-05-29 D. A. Miranda , T. V. C. Antão , N. M. R Peres

Motivated by the work of Busse et al. [6] on turbulent convection in a rotating layer, we exploit the long-run behavior for stochastic Lotka-Volterra (LV) systems both in pull-back trajectory and in stationary measure. It is proved…

动力系统 · 数学 2016-03-02 Lifeng Chen , Zhao Dong , Jifa Jiang , Lei Niu , Jianliang Zhai

This paper is concerned with the energy decomposition of various nonlocal models, including elasticity, thin plates, and gradient elasticity, to arrive at bond-based nonlocal models in which the bond force depends only on the deformation of…

经典物理 · 物理学 2023-07-24 Huilong Ren , Timon Rabczuk , Xiaoying Zhuang , Zhiyuan Li

We formulate the quantum version of non-projectable Ho\v{r}ava gravity as a Lagrangian theory with a path integral in the configuration space with an ultra-local in time, but non-local in space, field-dependent measure. Using auxiliary…

高能物理 - 理论 · 物理学 2026-05-22 D. Blas , F. Del Porro , M. Herrero-Valea , J. Radkovski , S. Sibiryakov

We develop a novel analytical approach to the problem of single particle localization in infinite dimensional spaces such as Bethe lattice and random regular graphs. The key ingredient of the approach is the notion of the inverted order…

无序系统与神经网络 · 物理学 2018-02-14 V. E. Kravtsov , B. L. Altshuler , L. B. Ioffe

We consider two models of one-dimensional discrete random Schrodinger operators (H_n \psi)_l ={\psi}_{l-1}+{\psi}_{l +1}+v_l {\psi}_l, {\psi}_0={\psi}_{n+1}=0 in the cases v_k=\sigma {\omega}_k/\sqrt{n} and v_k=\sigma {\omega}_k/ \sqrt{k}.…

概率论 · 数学 2013-08-02 Evgenij Kritchevski , Benedek Valko , Balint Virag

We derive ground state eigenfunctions and eigenvalues of various relativistic elliptic integrable models. The models we discuss appear in computations of superconformal indices of four-dimensional theories obtained by compactifying…

高能物理 - 理论 · 物理学 2023-12-19 Belal Nazzal , Anton Nedelin , Shlomo S. Razamat

We study whether in the setting of the Deift-Zhou nonlinear steepest descent method one can avoid solving local parametrix problems explicitly, while still obtaining asymptotic results. We show that this can be done, provided an a priori…

复变函数 · 数学 2024-01-10 Mateusz Piorkowski

We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…

概率论 · 数学 2011-11-09 M. Hairer , A. Ohashi

We report the existence and properties of localized modes described by nonlinear Schroedinger equation with complex PT-symmetric Rosen-Morse potential well. Exact analytical expressions of the localized modes are found in both one…

量子物理 · 物理学 2013-04-19 Bikashkali Midya , Rajkumar Roychoudhury

A translation invariant Hamiltonian $H$ in the nonrelativistic quantum electrodynamics is studied. This Hamiltonian is decomposed with respect to the total momentum $\tot$: $$H=\int_{\BR} ^\oplus \fri(P) dP,$$ where the self-adjoint fiber…

数学物理 · 物理学 2007-05-23 Fumio Hiroshima

Let the Ornstein-Uhlenbeck process $(X_t)_{t\ge0}$ driven by a fractional Brownian motion $B^{H }$, described by $dX_t = -\theta X_t dt + \sigma dB_t^{H }$ be observed at discrete time instants $t_k=kh$, $k=0, 1, 2, \cdots, 2n+2 $. We…

统计理论 · 数学 2020-04-13 El Mehdi Haress , Yaozhong Hu

Exponentially-localized Wannier functions are a basis of the Fermi projection of a Hamiltonian consisting of functions which decay exponentially fast in space. In two and three spatial dimensions, it is well understood for periodic…

数学物理 · 物理学 2022-02-03 Jianfeng Lu , Kevin D. Stubbs

We apply the homotopy perturbation method to construct series solutions for the fractional Rosenau-Hyman (fRH) equation and study their dynamics. Unlike the classical RH equation where compactons arise from truncated periodic solutions, we…

偏微分方程分析 · 数学 2025-02-13 Brian Choi

In this paper, we present a methodology for establishing constructive proofs of existence of smooth, stationary, non-radial localized patterns in the planar Swift-Hohenberg equation. Specifically, given an approximate solution $u_0$, we…

偏微分方程分析 · 数学 2024-09-19 Matthieu Cadiot , Jean-Philippe Lessard , Jean-Christophe Nave

A numerical study of Anderson transition on random regular graphs (RRG) with diagonal disorder is performed. The problem can be described as a tight-binding model on a lattice with N sites that is locally a tree with constant connectivity.…

无序系统与神经网络 · 物理学 2016-12-28 K. S. Tikhonov , A. D. Mirlin , M. A. Skvortsov

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

概率论 · 数学 2025-08-07 Michael Röckner , Shijie Shang , Tusheng Zhang

We study the nonparametric Nadaraya-Watson estimator of the drift function for ergodic stochastic processes driven by fractional Brownian motion of Hurst parameter H > 1/2. The estimator is based on the discretely observed stochastic…

统计理论 · 数学 2022-05-03 Han Yuecai , Zhang Dingwen

A thin and narrow rectangular plate having the two short edges hinged and the two long edges free is considered. A nonlinear nonlocal evolution equation describing the deformation of the plate is introduced: well-posedness and existence of…

偏微分方程分析 · 数学 2018-12-07 Denis Bonheure , Filippo Gazzola , Ederson Moreira dos Santos