相关论文: Remark on the relation between passive scalars and…
The Hopf algebra of undecorated rooted trees has tamed the combinatorics of perturbative contributions, to anomalous dimensions in Yukawa theory and scalar $\phi^3$ theory, from all nestings and chainings of a primitive self-energy…
We show that the behavior of stochastic gradient descent is related to Bayesian statistics by showing that SGD is effectively diffusion on a fractal landscape, where the fractal dimension can be accounted for in a purely Bayesian way. By…
Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
We develop a framework for the stochastic thermodynamics of a probe coupled to a fluctuating medium with spatio-temporal correlations, described by a scalar field. For a Brownian particle dragged by a harmonic trap through a fluctuating…
In recent years, the picture of discrete space time has been studied in the context of stochastic theory. There are a number of ramifications, which are briefly examined. We argue that the causality of physiics has its roots in the…
Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…
Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.
We use the correspondence between the $f(R)$ theory and an Einstein-scalar field system to study late-time dynamics of solutions of $f(R)$ theory. We discuss how reasonable assumptions on the potential of the scalar field lead to…
The main goal in this paper is to study asymptotic behaviour in $L^p(\mathbb{R}^N)$ for the solutions of the fractional version of the discrete in time $N$-dimensional diffusion equation, which involves the Caputo fractional $h$-difference…
Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…
In this paper, we study the existence and the property of the Hopf bifurcation in the two-strategy replicator dynamics with distributed delays. In evolutionary games, we assume that a strategy would take an uncertain time delay to have a…
The stochastic quantization of dissipative systems is discussed. It is shown that in order to stochastically quantize a system with dissipation, one has to restrict the Fourier transform of the space-time variable to the positive half…
We consider the inverse dynamic problem for a dynamical system with discrete time associated with a semi-infinite complex Jacobi matrix. We propose two approaches of recovering coefficients from dynamic response operator and answer a…
The field theoretic renormalization group and operator product expansion are applied to the model of a passive scalar quantity advected by a non-Gaussian velocity field with finite correlation time. The velocity is governed by the…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
We study the uncoupled space-time fractional operators involving time-dependent coefficients and formulate the corresponding inverse problems. Our goal is to determine the variable coefficients from the exterior partial measurements of the…
The structural invariant subspaces of the discrete-time singular Hamiltonian system are used in 1] to give an analytic nonrecursive expression of all the admissible trajectories. A deeper insight into the features of these subspaces,…