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The classical Feynman-Kac identity builds a bridge between stochastic analysis and partial differential equations (PDEs) by providing stochastic representations for classical solutions of linear Kolmogorov PDEs. This opens the door for the…

概率论 · 数学 2021-10-25 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen

Approximations are commonly employed to find approximate solutions to the Einstein equations. These solutions, however, are usually only valid in some specific spacetime region. A global solution can be constructed by gluing approximate…

广义相对论与量子宇宙学 · 物理学 2010-05-12 Nicolas Yunes

Fractional cumulative residual entropy (FCRE) is a powerful tool for the analysis of complex systems. Most of the theoretical results and applications related to the FCRE of the lifetime random variable are based on the distribution…

统计理论 · 数学 2025-02-04 Iona Ann Sebastian , S. M. Sunoj

This paper presents a partial state of the art about the topic of representation of generalized Fokker-Planck Partial Differential Equations (PDEs) by solutions of McKean Feynman-Kac Equations (MFKEs) that generalize the notion of McKean…

概率论 · 数学 2019-12-09 Lucas Izydorczyk , Nadia Oudjane , Francesco Russo

We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…

概率论 · 数学 2018-01-29 Pierre Henry-Labordere , Nizar Touzi

We address the problem of constructing approximations based on orthogonal polynomials that preserve an arbitrary set of moments of a given function without loosing the spectral convergence property. To this aim, we compute the constrained…

数值分析 · 数学 2025-04-18 Tino Laidin , Lorenzo Pareschi

In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are…

机器学习 · 计算机科学 2022-10-27 Li Zeng , Xiaoliang Wan , Tao Zhou

The paper introduces a general framework for derivation of continuum equations governing meso-scale dynamics of large particle systems. The balance equations for spatial averages such as density, linear momentum, and energy were previously…

数学物理 · 物理学 2011-09-28 Alexander Panchenko , Lyudmyla L. Barannyk , Kevin Cooper

Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…

数值分析 · 数学 2019-07-18 Justin Crum , Joshua A. Levine , Andrew Gillette

In this paper we take a fresh look at the long standing issue of the nature of macroscopic density fluctuations in the grand canonical treatment of the Bose-Einstein condensation (BEC). Exploiting the close analogy between the spherical and…

统计力学 · 物理学 2019-09-23 A. Crisanti , A. Sarracino , M. Zannetti

In this article, we propose a higher order approximation to Caputo fractional (C-F) derivative using graded mesh and standard central difference approximation for space derivatives, in order to obtain the approximate solution of time…

数值分析 · 数学 2022-01-12 Gande Naga Raju , Harshita Madduri

Nonlinear thermoelastic systems play a crucial role in understanding thermal conductivity, stresses, elasticity, and temperature interactions. This research focuses on finding solutions to these systems in their fractional forms, which is a…

偏微分方程分析 · 数学 2025-01-13 Qasim Khan

Conformal field theory (CFT) has been extremely successful in describing large-scale universal effects in one-dimensional (1D) systems at quantum critical points. Unfortunately, its applicability in condensed matter physics has been limited…

强关联电子 · 物理学 2017-02-15 Jérôme Dubail , Jean-Marie Stéphan , Jacopo Viti , Pasquale Calabrese

A displacement aggregation strategy is proposed for the curvature pairs stored in a limited-memory BFGS (a.k.a. L-BFGS) method such that the resulting (inverse) Hessian approximations are equal to those that would be derived from a…

最优化与控制 · 数学 2020-08-27 Albert S. Berahas , Frank E. Curtis , Baoyu Zhou

Fluid-solid reactions exist in many chemical and metallurgical process industries. Several models describe these reactions such as volume reaction model, grain model, random pore model and nucleation model. These models give two nonlinear…

偏微分方程分析 · 数学 2014-09-18 Hossein Delavari Amrei , Esmail Jamshidi , Habib Ale Ebrahim

Fragmentation--coagulation processes, in which aggregates can break up or get together, often occur together with decay processes in which the components can be removed from the aggregates by a chemical reaction, evaporation, dissolution,…

动力系统 · 数学 2018-11-14 Jacek Banasiak , Luke O. Joel , Sergey Shindin

The aim of this two-part paper is to investigate the stability properties of a special class of solutions to a coagulation-fragmentation equation. We assume that the coagulation kernel is close to the diagonal kernel, and that the…

偏微分方程分析 · 数学 2019-06-24 Marco Bonacini , Barbara Niethammer , Juan Velázquez

The flux quanta attachment to the electrons creates composite fermions (CFs). The mass, the size and the density of the CF are inconsistent with real material. The sequence of fractional charges which suggest formation of CF agrees with the…

介观与纳米尺度物理 · 物理学 2007-05-23 Keshav N. Shrivastava

Solving nonlinear partial differential equations (PDEs) using kernel methods offers a compelling alternative to traditional numerical solvers. However, the performance of these methods strongly depends on the choice of kernel. In this work,…

机器学习 · 统计学 2026-05-12 Fatima-Zahrae El-Boukkouri , Josselin Garnier , Olivier Roustant

We present a simple model to account for the rheological behavior observed in recent experiments on micellar gels. The model combines attachment-detachment kinetics with stretching due to shear, and shows well-defined jammed and flowing…

统计力学 · 物理学 2013-02-19 Saroj Kumar Nandi , Bulbul Chakraborty , A. K. Sood , Sriram Ramaswamy