Representation Formula Research Articles

On the Construction of Scattering Matrices for Irregular or Elongated Enclosures Using Green’s Representation Formula

On the Construction of Scattering Matrices for Irregular or Elongated Enclosures Using Green’s Representation Formula

Product formulas for multiple stochastic integrals associated with Lévy processes

AbstractIn the present paper, we obtain an explicit product formula for products of multiple integrals w.r.t. a random measure associated with a Lévy process. As a building block, we use a representation formula for products of martingales from a compensated-covariation stable family. This enables us to consider Lévy processes with both jump and Gaussian part. It is well known that for multiple integrals w.r.t. the Brownian motion such product formulas exist without further integrability conditions on the kernels. However, if a jump part is present, this is, in general, false. Therefore, we provide here sufficient conditions on the kernels which allow us to establish product formulas. As an application, we obtain explicit expressions for the expectation of products of iterated integrals, as well as for the moments and the cumulants for stochastic integrals w.r.t. the random measure. Based on these expressions, we show a central limit theorem for the long time behaviour of a class of stochastic integrals. Finally, we provide methods to calculate the number of summands in the product formula.

Quantum Exclusion Process driven by Brownian Motions in terms of quantum Bernoulli noises

Quantum Bernoulli noises are the family of annihilation and creation operators on Bernoulli functionals, which satisfy a canonical anti-commutation relation in equal time. The paper is devoted to the study of Quantum Exclusion Process driven by Brownian Motions in terms of Quantum Bernoulli Noises. We first study the existence and uniqueness of regular solutions to the classical Quantum Exclusion Process driven by Brownian Motions. We then provide an explicit representation formula by separating the action on off-diagonal and diagonal operators, on which they are reduced to the Quantum Exclusion Process of classical Markov chains. Finally, we prove that the existence of regular invariant measures for Quantum Exclusion Process driven by Brownian Motions in terms of Quantum Bernoulli Noises.

Integral Representation Formulas in Banach Algebra Settings

Integral Representation Formulas in Banach Algebra Settings

Mittag–Leffler Fractional Stochastic Integrals and Processes with Applications

We study Mittag–Leffler (ML) fractional integrals involved in the solution processes of a system of coupled fractional stochastic differential equations. We introduce the ML fractional stochastic process as a ML fractional stochastic integral with respect to a standard Brownian motion. We provide some representation formulas of solution processes in terms of Mittag–Leffler fractional integrals and processes. Computable expressions of the mean functions and of the covariances of such processes are specifically given. The application in neuronal modeling is provided, and all involved functions and processes are specifically determined. Numerical evaluations are carried out and some results are shown and discussed.

Thermodynamically Consistent Evolution Equations in Continuum Mechanics

This paper addresses the modelling of material behaviour in terms of differential (or rate) equations. To comply with the objectivity principle, recourse is made to invariant fields in the Lagrangian description or to objective time derivatives in the Eulerian description. The thermodynamic consistency is investigated in terms of the Clausius–Duhem inequality with two unusual features. Firstly, the (non-negative) entropy production is viewed as a constitutive function per se. Secondly, the inequality is viewed as a constraint on the pertinent fields and it is solved by using a representation formula, which allows for the the admissibility of a class of models. For definiteness, models of heat conduction are established, within Lagrangian descriptions, while models of the Navier–Stokes–Voigt fluid are investigated within Eulerian descriptions. In connection with thermo-viscous fluids, evolution equations are investigated within the Eulerian description. It is shown that the thermodynamic consistency is compatible with both objective and non-objective evolution equations.

Well-posedness and stability of a stochastic neural field in the form of a partial differential equation

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously derived from a stochastic particle system and its noise-driven pattern-forming bifurcations have been characterised. However, due to its nonlinear and non-local nature, standard well-posedness theory for smooth time-dependent solutions of parabolic equations does not apply. In this article, we transform the problem through a suitable change of variables into a nonlinear Stefan-like free boundary problem and use its representation formulae to construct local-in-time smooth solutions under mild hypotheses. Then, we prove that fast-decaying initial conditions and globally Lipschitz modulation functions imply that solutions are global-in-time. Last, we improve previous linear stability results by showing nonlinear asymptotic stability of stationary solutions under suitable assumptions.

Marcus Stochastic Differential Equations: Representation of Probability Density

Marcus stochastic delay differential equations are often used to model stochastic dynamical systems with memory in science and engineering. It is challenging to study the existence, uniqueness, and probability density of Marcus stochastic delay differential equations, due to the fact that the delays cause very complicated correction terms. In this paper, we identify Marcus stochastic delay differential equations with some Marcus stochastic differential equations without delays but subject to extra constraints. This helps us to obtain the following two main results: (i) we establish a sufficient condition for the existence and uniqueness of the solution to the Marcus delay differential equations; and (ii) we establish a representation formula for the probability density of the Marcus stochastic delay differential equations. In the representation formula, the probability density for Marcus stochastic differential equations with memory is analytically expressed in terms of probability density for the corresponding Marcus stochastic differential equations without memory.

The relativistic Vlasov–Maxwell system: Local smooth solvability for a weak topology

This article is devoted to the relativistic Vlasov–Maxwell system in space dimension three. We prove the local well-posedness (existence and uniqueness) for initial data (\mathrm{f}_{0}, \mathrm{E}_{0},\mathrm{B}_{0}) \in L^{\infty} \times H^{1} \times H^{1} , with \mathrm{f}_{0} compactly supported in momentum. As a byproduct, we obtain the uniqueness of weak solutions to the 3D relativistic Vlasov–Maxwell system. This result is at the interface of the classical solutions in the sense of Glassey–Strauss, and the weak solutions in the sense of DiPerna–Lions. It is the consequence of the local smooth solvability for the weak topology associated with L^{\infty} \times H^{1} \times H^{1} . We derive our result from a representation formula decoding how the momentum spreads and revealing that the domain of influence in momentum is controlled by mild information. We do so by developing a Radon Fourier analysis on the RVM system, leading to the study of a class of singular weighted integrals. In parallel, we implement our method to construct smooth solutions to the RVM system in the regime of dense, hot and strongly magnetized plasmas.

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(Two-scale) gradient Young measures in Orlicz–Sobolev setting are introduced and characterized providing also an integral representation formula for non convex energies arising in homogenization problems with nonstandard growth.

The Teodorescu and the Π-operator in octonionic analysis and some applications

In the development of function theory in octonions, the non-associativity property produces an additional associator term when applying the Stokes formula. To take the non-associativity into account, particular intrinsic weight factors are implemented in the definition of octonion-valued inner products to ensure the existence of a reproducing Bergman kernel. This Bergman projection plays a pivotal role in the L2-space decomposition demonstrated in this paper for octonion-valued functions. In the unit ball, we explicitly show that the intrinsic weight factor is crucial to obtain the reproduction property and that the latter precisely compensates an additional associator term that otherwise appears when leaving out the weight factor.Furthermore, we study an octonionic Teodorescu transform and show how it is related to the unweighted version of the Bergman transform and establish some operator relations between these transformations. We apply two different versions of the Borel-Pompeiu formulae that naturally arise in the context of the non-associativity. Next, we use the octonionic Teodorescu transform to establish a suitable octonionic generalization of the Ahlfors-Beurling operator, also known as the Π-operator. We prove an integral representation formula that presents a unified representation for the Π-operator arising in all prominent hypercomplex function theories. Then we describe some basic mapping properties arising in context with the L2-space decomposition discussed before.Finally, we explore several applications of the octonionic Π-operator. Initially, we demonstrate its utility in solving the octonionic Beltrami equation, which characterizes generalized quasi-conformal maps from R8 to R8 in a specific analytical sense. Subsequently, analogous results are presented for the hyperbolic octonionic Dirac operator acting on the right half-space of R8. Lastly, we discuss how the octonionic Teodorescu transform and the Bergman projection can be employed to solve an eight-dimensional Stokes problem in the non-associative octonionic setting.

A Representation Formula for Viscosity Solutions of Nonlocal Hamilton–Jacobi Equations and Applications

A Representation Formula for Viscosity Solutions of Nonlocal Hamilton–Jacobi Equations and Applications

Enhanced microscale hydrodynamic near-cloaking using electro-osmosis

Abstract In this paper, we develop a general mathematical framework for enhanced hydrodynamic near-cloaking of electro-osmotic flow for more complex shapes, which is obtained by simultaneously perturbing the inner and outer boundaries of the perfect cloaking structure. We first derive the asymptotic expansions of perturbed fields and obtain a first-order coupled system. We then establish the representation formula of the solution to the first-order coupled system using the layer potential techniques. Based on the asymptotic analysis, the enhanced hydrodynamic near-cloaking conditions are derived for the control region with general cross-sectional shape. The conditions reveal the inner relationship between the shapes of the object and the control region. Especially, for the shape of a deformed annulus or confocal ellipses cylinder, the relationship of shapes is quantified more accurately by recursive formulas. Our theoretical findings are validated and supplemented by a variety of numerical results. The results in this paper also provide a mathematical foundation for more complex hydrodynamic cloaking. Additionally, the concept of cloaking has efficient applications in the field of microfluidics, including drag reduction, microfluidic manipulation, and biological tissue coculture.

Relation between the minimal Lorentz surfaces in ℝ24 and ℝ13

In this paper, we give Weierstrass-type representation formulas for the null curves and for the minimal Lorentz surfaces in the Minkowski 3-space [Formula: see text] using real-valued functions. Applying the Weierstrass-type representations for the null curves, we find a correspondence between the null curves in [Formula: see text] and the pairs of null curves in [Formula: see text]. Based on this correspondence, we obtain a relation between the minimal Lorentz surfaces in [Formula: see text] and the pairs of minimal Lorentz surfaces in [Formula: see text]. As an application, we give examples showing how we can obtain a minimal Lorentz surface in [Formula: see text] using a pair of minimal Lorentz surfaces in [Formula: see text].

Construction of multi‐bubble blow‐up solutions to the L2$L^2$‐critical half‐wave equation

AbstractThis paper concerns the bubbling phenomena for the ‐critical half‐wave equation in dimension one. Given arbitrarily finitely many distinct singularities, we construct blow‐up solutions concentrating exactly at these singularities. This provides the first examples of multi‐bubble solutions for the half‐wave equation. In particular, the solutions exhibit the mass quantization property. Our proof strategy draws upon the modulation method in Krieger, Lenzmann and Raphaël [Arch. Ration. Mech. Anal. 209 (2013), no. 1, 61–129] for the single‐bubble case, and explores the localization techniques in Cao, Su and Zhang [Arch. Ration. Mech. Anal. 247 (2023), no. 1, Paper No. 4] and Röckner, Su and Zhang [Trans. Amer. Math. Soc., 377 (2024), no. 1, 517–588] for bubbling solutions to non‐linear Schrödinger equations (NLS). However, unlike the single‐bubble or NLS cases, different bubbles exhibit the strongest interactions in dimension one. In order to get sharp estimates to control these interactions, as well as non‐local effects on localization functions, we utilize the Carlderón estimate and the integration representation formula of the half‐wave operator, and find that there exists a narrow room between the orders and for the remainder in the geometrical decomposition. Based on this, a novel bootstrap scheme is introduced to address the multi‐bubble non‐local structure.

On Voigt-Type Functions Extended by Neumann Function in Kernels and Their Bounding Inequalities

The principal aim of this paper is to introduce the extended Voigt-type function Vμ,ν(x,y) and its counterpart extension Wμ,ν(x,y), involving the Neumann function Yν in the kernel of the representing integral. The newly defined integral reduces to the classical Voigt functions K(x,y) and L(x,y), and to their generalizations by Srivastava and Miller, by the unification of Klusch. Following an approach by Srivastava and Pogány, we also present the multiparameter and multivariable versions Vμ,ν(r)(x,y),Wμ,ν(r)(x,y) and the r positive integer of the initial extensions Vμ,ν(x,y),Wμ,ν(x,y). Several computable series expansions are obtained for the discussed Voigt-type functions in terms of Humbert confluent hypergeometric functions Ψ2(r). Furthermore, by transforming the input extended Voigt-type functions by the Grünwald–Letnikov fractional derivative, we establish representation formulae in terms of the associated Legendre functions of the second kind Qη−ν in the two-parameter and two-variable cases. Finally, functional bounding inequalities are given for Vμ,ν(x,y) and Wμ,ν(x,y). Particularly interesting results are presented for the Neumann function Yν and for the Struve Hν function in the form of several functional bounds. The article ends with a thorough discussion and closing remarks.

The continuity equation in the Heisenberg-periodic case: a representation formula and an application to Mean Field Games

The continuity equation in the Heisenberg-periodic case: a representation formula and an application to Mean Field Games

Hypercomplex operator calculus for the fractional Helmholtz equation

In this paper, we develop a hypercomplex operator calculus to treat fully analytically boundary value problems for the homogeneous and inhomogeneous fractional Helmholtz equation where fractional derivatives in the sense of Caputo and Riemann–Liouville are applied. Our method extends the recently proposed fractional reduced differential transform method (FRDTM) by using fractional derivatives in all directions. For the special separable case in three dimensions, we obtain completely explicit representations for the fundamental solution. This allows us to interpret and to understand the appearance of spatial steady‐state solutions or spatial blow‐ups of the fractional Helmholtz equation in a better way. More precisely, we were able to present explicit conditions for the parameters in the representation formulas of the fundamental solutions under which we obtain bounded or spatial decreasing steady‐solutions and when spatial blow‐ups occur. We also illustrate this with some representative numerical examples. Furthermore, we show that it is possible to recover the recently studied cases as well as the classical cases as particular limit cases within our more general setting. Using the hypercomplex operator approach also allows us to factorize the fractional Helmholtz operator and obtain some interesting duality relations between left and right derivatives, Caputo and Riemann–Liouville derivatives, and eigensolutions of antipodal eigenvalues in terms of a generalized Borel–Pompeiu formula. This factorization, in turn, allows us to tackle inhomogeneous fractional Helmholtz problems.

Linear–quadratic stochastic Volterra controls I: Causal feedback strategies

In this paper, we formulate and investigate the notion of causal feedback strategies arising in linear–quadratic control problems for stochastic Volterra integral equations (SVIEs) with singular and non-convolution-type coefficients. We show that there exists a unique solution, which we call the causal feedback solution, to the closed-loop system of a controlled SVIE associated with a causal feedback strategy. Furthermore, introducing two novel equations named a Type-II extended backward stochastic Volterra integral equation and a Lyapunov–Volterra equation, we prove a duality principle and a representation formula for a quadratic functional of controlled SVIEs in the framework of causal feedback strategies.

Representation of solutions to quadratic 2BSDEs with unbounded terminal values

Second order backward stochastic differential equations (2BSDEs, for short) are one of useful tools in solving stochastic control problems with model uncertainty. In this paper, we prove a representation formula for quadratic 2BSDEs with an unbounded terminal value under a convex assumption on the generator. Because of the unboundedness of the terminal value, we are unable to use some fine properties of BMO martingales, which are often employed in the literature to deal with bounded solutions to quadratic backward stochastic differential equations. Instead, we utilize the θ-technique. We also prove an existence result under an additional assumption that the terminal value is of uniformly continuous.