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We develop a general method to prove the existence of spectral gaps for Markov semigroups on Banach spaces. Unlike most previous work, the type of norm we consider for this analysis is neither a weighted supremum norm nor an ${\L}^p$-type…

概率论 · 数学 2009-09-29 Martin Hairer , Jonathan C. Mattingly

States of open quantum systems often decay continuously under environmental interactions. Quantum Markov semigroups model such processes in dissipative environments. It is known that finite-dimensional quantum Markov semigroups with GNS…

量子物理 · 物理学 2026-03-04 Nicholas LaRacuente

Gaussian quantum Markov semigroups are the natural non-commutative extension of classical Ornstein-Uhlenbeck semigroups. They arise in open quantum systems of bosons where canonical non-commuting random variables of positions and momenta…

泛函分析 · 数学 2024-05-09 Franco Fagnola , Damiano Poletti , Emanuela Sasso , Veronica Umanità

Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…

概率论 · 数学 2021-11-09 Ladislas Jacobe de Naurois , Arnulf Jentzen , Timo Welti

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…

概率论 · 数学 2020-10-28 Oleg Butkovsky , Michael Scheutzow

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…

概率论 · 数学 2016-09-28 Pavlos Tsatsoulis , Hendrik Weber

We study a class of diffusion processes arising from random perturbations of conservative Hamiltonian systems. Under a set of abstract hypotheses -- including basic structural assumptions on the Hamiltonian, a weak Lyapunov structure, and a…

概率论 · 数学 2025-09-03 Shimaa Elesaely , David P. Herzog , Kyle L. Liss

Strong convergence rates for (temporal, spatial, and noise) numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the scientific literature. Weak…

概率论 · 数学 2021-11-02 Daniel Conus , Arnulf Jentzen , Ryan Kurniawan

In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…

概率论 · 数学 2012-09-18 Pierre Monmarché , Laurent Miclo

We consider the stochastic nonlinear Schroedinger equation driven by a multiplicative noise in a semiclassical regime, where the Plank constant is small. In this regime, the solution of the equation exhibits high-frequency oscillations. We…

数值分析 · 数学 2024-08-20 Lihai Ji , Zhihui Liu

We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…

概率论 · 数学 2018-06-15 Sandra Cerrai , Nathan Glatt-Holtz

We study the $L^2$ spectral gap of a large system of strongly coupled diffusions on unbounded state space and subject to a double-well potential. This system can be seen as a spatially discrete approximation of the stochastic Allen-Cahn…

谱理论 · 数学 2015-06-16 Giacomo Di Gesù , Dorian Le Peutrec

For generators of Markov semigroups which lack a spectral gap, it is shown how bounds on the density of states near zero lead to a so-called "weak Poincar\'e inequality" (WPI), originally introduced by Liggett [Ann. Probab., 1991].…

泛函分析 · 数学 2019-11-01 Jonathan Ben-Artzi , Amit Einav

We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the…

数值分析 · 数学 2020-06-16 Ziheng Chen , Siqing Gan , Xiaojie Wang

Quantum metrology protocols allow to surpass precision limits typical to classical statistics. However, in recent years, no-go theorems have been formulated, which state that typical forms of uncorrelated noise can constrain the quantum…

量子物理 · 物理学 2016-03-30 Andrea Smirne , Jan Kolodynski , Susana F. Huelga , Rafal Demkowicz-Dobrzanski

We investigate the convergence of the Galerkin approximation for the stochastic Navier-Stokes equations in an open bounded domain $\mathcal{O}$ with the non-slip boundary condition. We prove that \begin{equation*} \mathbb{E} \left[ \sup_{t…

偏微分方程分析 · 数学 2018-06-06 Igor Kukavica , Kerem Ugurlu , Mohammed Ziane

We study the computational phase transition in a multi-frequency group synchronization problem, where pairwise relative measurements of group elements are observed across multiple frequency channels and corrupted by Gaussian noise. Using…

统计理论 · 数学 2026-01-29 Zhangsong Li

Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…

偏微分方程分析 · 数学 2026-05-19 Jonas Blessing , Michael Kupper , Max Nendel

This paper establishes the first almost sure convergence rate and the first maximal concentration bound with exponential tails for general contractive stochastic approximation algorithms with Markovian noise. As a corollary, we also obtain…

机器学习 · 计算机科学 2024-11-22 Xiaochi Qian , Zixuan Xie , Xinyu Liu , Shangtong Zhang

Although for a number of semilinear stochastic wave equations existence and uniqueness results for corresponding solution processes are known from the literature, these solution processes are typically not explicitly known and numerical…

概率论 · 数学 2021-11-02 Ladislas Jacobe de Naurois , Arnulf Jentzen , Timo Welti
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