Results 51 to 60 of about 8,689 (223)
Holomorphic field theories and higher algebra
Bulletin of the London Mathematical Society, Volume 57, Issue 10, Page 2903-2974, October 2025.Abstract Aimed at complex geometers and representation theorists, this survey explores higher dimensional analogs of the rich interplay between Riemann surfaces, Virasoro and Kac‐Moody Lie algebras, and conformal blocks. We introduce a panoply of examples from physics — field theories that are holomorphic in nature, such as holomorphic Chern‐Simons ...
Owen Gwilliam, Brian R. Williams
wiley +1 more source
A Feynman–Kac formula for stochastic Dirichlet problems [PDF]
Stochastic Processes and their Applications, 2019 A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that appear in the usual formulation are not even defined in the It\^o sense.
Máté Gerencsér, István Gyöngy
openaire +3 more sources
Quantitative Biology, Volume 13, Issue 3, September 2025.Abstract Critical transitions and tipping phenomena between two meta‐stable states in stochastic dynamical systems are a scientific issue. In this work, we expand the methodology of identifying the most probable transition pathway between two meta‐stable states with Onsager–Machlup action functional, to investigate the evolutionary transition dynamics ...
Peng Zhang +3 more
wiley +1 more source
Partition Functions and Mass Action Constants of Plasmas of Light Elements at Higher Temperatures
Contributions to Plasma Physics, Volume 65, Issue 7, August 2025.ABSTRACT We first analyze the relations between the work of Planck and Klimontovich and show that Klimontovich's kinetic theory of non‐ideal plasmas confirms Planck's partition function for the hydrogen plasma. We discuss and check the Planck‐Brillouin‐Larkin (PBL) expressions for Hydrogen with PIMC calculations and derive new partition functions and ...
Werner Ebeling, Gerd Röpke
wiley +1 more source
Stability of Feynman–Kac formulae with path-dependent potentials [PDF]
Stochastic Processes and their Applications, 2011 Several particle algorithms admit a Feynman-Kac representation such that the potential function may be expressed as a recursive function which depends on the complete state trajectory. An important example is the mixture Kalman filter, but other models and algorithms of practical interest fall in this category. We study the asymptotic stability of such
del Moral, Pierre +2 more
openaire +6 more sources
Rough PDEs for Local Stochastic Volatility Models
Mathematical Finance, Volume 35, Issue 3, Page 661-681, July 2025.ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank +3 more
wiley +1 more source
, 2014 We provide a mathematical study of the modified Diffusion Monte Carlo (DMC) algorithm introduced in the companion article \cite{DMC}. DMC is a simulation technique that uses branching particle systems to represent expectations associated with Feynman-Kac
Hairer, Martin, Weare, Jonathan
core +1 more source
Mesh‐free Monte Carlo method for electrostatic problems with floating potentials
High Voltage, Volume 10, Issue 1, Page 146-156, February 2025.Abstract Numerical simulation plays a crucial role in the analysis and design of power equipment, such as lightning protection devices, which may become inefficient using traditional grid‐based methods when handling complex geometries of large problems.
Wenjing Yin +8 more
wiley +1 more source
Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications
MathematicsWe investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators that are singular in y. First, we establish the existence of solutions and a comparison theorem, thereby extending the existing results in the ...
Wenbo Wang, Guangyan Jia
doaj +1 more source
The stochastic heat equation: Feynman-Kac formula and intermittence [PDF]
Journal of Statistical Physics, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BERTINI L, CANCRINI, NICOLETTA
openaire +2 more sources