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This paper is motivated by questions about averages of stochastic processes which originate in mathematical finance, originally in connection with valuing the so-called Asian options. Starting with research of Yor's in 1992, these questions…

概率论 · 数学 2009-09-29 M. Schröder , P. Carr

A detailed convex analysis-based formulation of density-functional theory for periodic systems in arbitrary dimensions is presented. The electron-electron interaction is taken to be of Yukawa type, harmonising with underlying function…

化学物理 · 物理学 2026-02-23 Oliver M. Bohle , Maryam Lotfigolian , Andre Laestadius , Erik I. Tellgren

In this paper, we prove that there are certain relations among representation densities and provide an efficient way to compute representation densities by using these relations. As an application, we compute some arithmetic intersection…

数论 · 数学 2022-08-02 Sungyoon Cho

We classify integrable Hamiltonian equations in 3D with the Hamiltonian operator d/dx, where the Hamiltonian density h(u, w) is a function of two variables: dependent variable u and the non-locality w such that w_x=u_y. Based on the method…

可精确求解与可积系统 · 物理学 2021-06-09 B. Gormley , E. V. Ferapontov , V. S. Novikov

The paper treats density measures as typical examples of finitely additive measures in $\mathbb{R}^n$. We study their structure and derive basic properties. In addition, estimates for related integrals are provided. The results are applied…

偏微分方程分析 · 数学 2026-03-26 Moritz Schönherr , Friedemann Schuricht

We prove a novel inversion theorem for functionals given as power series in infinite-dimensional spaces and apply it to the inversion of the density-activity relation for inhomogeneous systems. This provides a rigorous framework to prove…

数学物理 · 物理学 2019-09-11 Sabine Jansen , Tobias Kuna , Dimitrios Tsagkarogiannis

The density linear response function for an inhomogeneous system of electrons in equilibrium with an array of fixed ions is considered. Two routes to its evaluation for extreme conditions (e.g., warm dense matter) are considered. The first…

统计力学 · 物理学 2018-09-12 James Dufty , Kai Luo , S. B. Trickey

In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…

量子物理 · 物理学 2023-08-04 W. David Wick

We present a density functional scheme for calculating the pair density (PD) by means of the correlated wave function. This scheme is free from both of problems related to PD functional theory, i.e., (a) the need to constrain the…

强关联电子 · 物理学 2015-06-25 Masahiko Higuchi , Katsuhiko Higuchi

In order to construct a general density-functional theory for nonuniform fluid mixtures, we propose an extension to multicomponent systems of the weighted-density approximation (WDA) of Curtin and Ashcroft [Phys. Rev. A 32, 2909 (1985)].…

统计力学 · 物理学 2009-10-31 Ruslan L. Davidchack , Brian. B. Laird

A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…

统计力学 · 物理学 2013-03-07 Giulio Cottone , Mario Di Paola , Roberta Santoro

Given a vector space of microscopic quantum observables, density functional theory is formulated on its dual space. A generalized Hohenberg-Kohn theorem and the existence of the universal energy functional in the dual space are proven. In…

核理论 · 物理学 2009-09-25 G. Rosensteel , Ts. Dankova

In this work, we find the light front densities for momentum and forces, including pressure and shear forces, within hadrons. This is achieved by deriving relativistically correct expressions relating these densities to the gravitational…

高能物理 - 唯象学 · 物理学 2021-05-26 Adam Freese , Gerald A. Miller

Density functional theory for a simple model of dendrimers is proposed. The theory is based on fundamental measure theory which accounts for the hard-sphere repulsion of the segments and on the Wertheim first-order perturbation theory for…

软凝聚态物质 · 物理学 2012-11-12 Alexandr Malijevsky

We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The…

统计计算 · 统计学 2022-03-22 Nhat Ho , Stephen G. Walker

We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…

概率论 · 数学 2007-05-23 Lorenzo Zambotti

A detailed analysis of density-functional theory for quantum-electrodynamical model systems is provided. In particular, the quantum Rabi model, the Dicke model, and a generalization of the latter to multiple modes are considered. We prove a…

数学物理 · 物理学 2025-04-24 Vebjørn H. Bakkestuen , Mihály A. Csirik , Andre Laestadius , Markus Penz

In principle, density functional theory yields the correct ground-state densities and energies of electronic systems under the action of a static external potential. However, traditional approximations fail to include Van der Waals energies…

凝聚态物理 · 物理学 2016-08-31 Walter Kohn , Yigal Meir , Dmitrii E. Makarov

The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…

概率论 · 数学 2023-08-04 Bruce K. Driver , Brian C. Hall , Todd Kemp

We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…

概率论 · 数学 2026-01-13 Fabrice Baudoin , Neil O'Connell