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Sergio Albeverio

Publications and source records attributed to Sergio Albeverio.

At least 37 records · Page 2Linked to original sources

Stochastic Camassa-Holm equation with convection type noise

We consider a stochastic Camassa-Holm equation driven by a one-dimensional Wiener process with a first order differential operator as diffusion coefficient. We prove the existence and uniqueness of local strong solutions of this equation. In order to do so, we transform it into a random quasi-linear partial differential equation and apply Kato's operator theory methods. Some of the results have potential to find applications to other nonlinear stochastic partial differential equations.

math.FA↗

On the multilevel internal structure of the asymptotic distribution of resonances

We prove that the asymptotic distribution of resonances has a multilevel internal structure for the following classes of Hamiltonians H: Schrödinger operators with point interactions in $\mathbb{R}^3$, quantum graphs, and 1-D photonic crystals. In the case of $N \ge 2$ point interactions, the set of resonances $Σ(H)$ essentially consists of a finite number of sequences with logarithmic asymptotics. We show how the leading parameters $μ$ of these sequences are connected with the geometry of the set $Y=\{y_j\}_{j=1}^N$ of interaction centers $y_j \in \mathbb{R}^3$. The minimal parameter $μ^{min}$ corresponds to the sequences with `more narrow' and so more observable resonances. The asymptotic density of such narrow resonances is described by the multiplicity of $μ^{\min}$, which occurs to be connected with the symmetries of Y and naturally introduces a finite number of classes of configurations of $Y$. In the case of quantum graphs and 1-D photonic crystals, the decomposition of $Σ(H)$ into a finite number of asymptotic sequences is proved under additional commensurability conditions. To address the case of a general quantum graph, we introduce families of special counting and asymptotic density functions for two types of curved complex strips. The obtained results and effects are compared with those of obstacle scattering.

math-ph↗

Elliptic stochastic quantization

We prove an explicit formula for the law in zero of the solution of a class of elliptic SPDE in $\mathbb{R}^2$. This formula is the simplest instance of dimensional reduction, discovered in the physics literature by Parisi and Sourlas (1979), which links the law of an elliptic SPDE in $d + 2$ dimension with a Gibbs measure in $d$ dimensions. This phenomenon is similar to the relation between an $\mathbb{R}^{d + 1}$ dimensional parabolic SPDE and its $\mathbb{R}^d$ dimensional invariant measure. As such, dimensional reduction of elliptic SPDEs can be considered a sort of elliptic stochastic quantisation procedure in the sense of Nelson (1966) and Parisi and Wu (1981). Our proof uses in a fundamental way the representation of the law of the SPDE as a supersymmetric quantum field theory. Dimensional reduction for the supersymmetric theory was already established by Klein et al. (1984). We fix a subtle gap in their proof and also complete the dimensional reduction picture by providing the link between the elliptic SPDE and the supersymmetric model. Even in our $d = 0$ context the arguments are non-trivial and a non-supersymmetric, elementary proof seems only to be available in the Gaussian case.

math.PR↗

A rigorous mathematical construction of Feynman path integrals for the Schrödinger equation with magnetic field

A Feynman path integral formula for the Schrödinger equation with magnetic field is rigorously mathematically realized in terms of infinite dimensional oscillatory integrals. We show (by the example of a linear vector potential) that the requirement of the independence of the integral on the approximation procedure forces the introduction of a counterterm to be added to the classical action functional. This provides a natural explanation for the appearance of a Stratonovich integral in the path integral formula for both the Schrödinger and heat equation with magnetic field.

math-ph↗

Weak symmetries of stochastic differential equations driven by semimartingales with jumps

Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general cadlag semimartingales taking values in Lie groups are defined and investigated. The considered set of SDEs, first introduced by S. Cohen, includes affine and Marcus type SDEs as well as smooth SDEs driven by Levy processes and iterated random maps. A natural extension to this general setting of reduction and reconstruction theory for symmetric SDEs is provided. Our theorems imply as special cases non trivial invariance results concerning a class of affine iterated random maps as well as symmetries for numerical schemes (of Euler and Milstein type) for Brownian motion driven SDEs.

math.PR↗

Strong Kac's chaos in the mean-field Bose-Einstein Condensation

A stochastic approach to the (generic) mean-field limit in Bose-Einstein Condensation is described and the convergence of the ground state energy as well as of its components are established. For the one-particle process on the path space a total variation convergence result is proved. A strong form of Kac's chaos on path-space for the $k$-particles probability measures are derived from the previous energy convergence by purely probabilistic techniques notably using a simple chain-rule of the relative entropy. The Fisher's information chaos of the fixed-time marginal probability density under the generic mean-field scaling limit and the related entropy chaos result are also deduced.

math.PR↗

Borel summation of the small time expansion of some SDE's driven by Gaussian white noise

We consider stochastic differential equations driven by Gaussian white noise on $\R^d$. % We provide applications to models for financial %markets. Particular attention is given to the kernel $p_t,\,t\geq 0$ of the transition semigroup associated with the solution process. Under some assumptions on the coefficients, we prove that the small time asymptotic expansion of $p_t$ is Borel summable.

math.PR↗

Random transformations and invariance of semimartingales on Lie groups

Invariance properties of semimartingales on Lie groups under a family of random transformations are defined and investigated, generalizing the random rotations of the Brownian motion. A necessary and sufficient explicit condition characterizing semimartingales with this kind of invariance is given in terms of their stochastic characteristics. Non trivial examples of symmetric semimartingales are provided and applications of this concept to stochastic analysis are discussed.

math.PR↗

Generic asymptotics of resonance counting function for Schrödinger point interactions

We study the leading coefficient in the asymptotical formula $ N (R) = \frac{W}π R + O (1) $, $ R \to \infty $, for the resonance counting function $ N (R)$ of Schrödinger Hamiltonians with point interactions. For such Hamiltonians, the Weyl-type and non-Weyl-type asymptotics of $N (R)$ was introduced recently in a paper by J. Lipovský and V. Lotoreichik (2017). In this note, we prove that the Weyl-type asymptotics is generic.

math.SP↗

Solvability of the operator Riccati equation in the Feshbach case

We consider a bounded block operator matrix of the form $$ L=\left(\begin{array}{cc} A & B \\ C & D \end{array} \right), $$ where the main-diagonal entries $A$ and $D$ are self-adjoint operators on Hilbert spaces $H_{_A}$ and $H_{_D}$, respectively; the coupling $B$ maps $H_{_D}$ to $H_{_A}$ and $C$ is an operator from $H_{_A}$ to $H_{_D}$. It is assumed that the spectrum $σ_{_D}$ of $D$ is absolutely continuous and uniform, being presented by a single band $[α,β]\subset\mathbb{R}$, $α<β$, and the spectrum $σ_{_A}$ of $A$ is embedded into $σ_{_D}$, that is, $σ_{_A}\subset(α,β)$. We formulate conditions under which there are bounded solutions to the operator Riccati equations associated with the complexly deformed block operator matrix $L$; in such a case the deformed operator matrix $L$ admits a block diagonalization. The same conditions also ensure the Markus-Matsaev-type factorization of the Schur complement $M_{_A}(z)=A-z-B(D-z)^{-1}C$ analytically continued onto the unphysical sheet(s) of the complex $z$ plane adjacent to the band $[α,β]$. We prove that the operator roots of the continued Schur complement $M_{_A}$ are explicitly expressed through the respective solutions to the deformed Riccati equations.

math.SP↗

Resonance free regions and non-Hermitian spectral optimization for Schrödinger point interactions

Resonances of Schrödinger Hamiltonians with point interactions are considered. The main object under the study is the resonance free region under the assumption that the centers, where the point interactions are located, are known and the associated 'strength' parameters are unknown and allowed to bear additional dissipative effects. To this end we consider the boundary of the resonance free region as a Pareto optimal frontier and study the corresponding optimization problem for resonances. It is shown that upper logarithmic bound on resonances can be made uniform with respect to the strength parameters. The necessary conditions on optimality are obtained in terms of first principal minors of the characteristic determinant. We demonstrate the applicability of these optimality conditions on the case of 4 equidistant centers by computing explicitly the resonances of minimal decay for all frequencies. This example shows that a resonance of minimal decay is not necessarily simple, and in some cases it is generated by an infinite family of feasible resonators.

math.OC↗

Symmetries and invariance properties of stochastic differential equations driven by semimartingales with jumps

Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general càdlàg semimartingales taking values in Lie groups are defined and investigated. In order to enlarge the class of possible symmetries of SDEs, the new concepts of gauge and time symmetries for semimartingales on Lie groups are introduced. Markovian and non-Markovian examples of gauge and time symmetric processes are provided. The considered set of SDEs includes affine and Marcus type SDEs as well as smooth SDEs driven by Lévy processes. Non trivial invariance results concerning a class of iterated random maps are obtained as special cases.

math.PR↗

Relative partition function of Coulomb plus delta interaction

The relative partition function and the relative zeta function of the perturbation of the Laplace operator by a Coulomb potential plus a point interaction centered in the origin is discussed. Applications to the study of the Casimir effect are indicated.

math-ph↗

On invariant graph subspaces of a J-self-adjoint operator in the Feshbach case

We consider a J-self-adjoint 2x2 block operator matrix L in the Feshbach spectral case, that is, in the case where the spectrum of one main-diagonal entry is embedded into the absolutely continuous spectrum of the other main-diagonal entry. We work with the analytic continuation of one of the Schur complements of L to the unphysical sheets of the spectral parameter plane. We present the conditions under which the continued Schur complement has operator roots, in the sense of Markus-Matsaev. The operator roots reproduce (parts of) the spectrum of the Schur complement, including the resonances. We then discuss the case where there are no resonances and the associated Riccati equations have bounded solutions allowing the graph representations for the corresponding J-orthogonal invariant subspaces of L. The presentation ends with an explicitly solvable example.

math.SP↗

Quantum fields obtained from convoluted generalized white noise never have positive metric

It is proven that the relativistic quantum fields obtained from analytic continuation of convoluted generalized (Lévy type) noise fields have positive metric, if and only if the noise is Gaussian. This follows as an easy observation from a criterion by K. Baumann, based on the Dell'Antonio-Robinson-Greenberg theorem, for a relativistic quantum field in positive metric to be a free field.

math-ph↗

Entropy Chaos and Bose-Einstein Condensation

We prove the entropy-chaos property for the system of N undistinguishable interacting diffusions rigorously associated with the ground state of N trapped Bose particles in the Gross-Pitaevskii scaling limit of infinite particles. On the path-space we show that the sequence of probability measures of the one-particle interacting diffusion weakly converges to a limit probability measure, uniquely associated with the minimizer of the Gross-Pitaevskii functional.

math.PR↗

Equivalence of the Brownian and energy representations

We consider two unitary representations of the infinite-dimensional groups of smooth paths with values in a compact Lie group. The first representation is induced by quasi-invariance of the Wiener measure, and the second representation is the energy representation. We define these representations and their basic properties, and then we prove that these representations are unitarily equivalent.

math.PR↗

On new fractal phenomena connected with infinite linear IFS

We establish several new fractal and number theoretical phenomena connected with expansions which are generated by infinite linear iterated function systems. First of all we show that the systems $Φ$ of cylinders of generalized Lüroth expansions are, generally speaking, not faithful for the Hausdorff dimension calculation. Using Yuval Peres' approach, we prove sufficient conditions for the non-faithfulness of such families of cylinders. On the other hand, rather general sufficient conditions for the faithfulness of such covering systems are also found. As a corollary of our main results, we obtain the non-faithfullness of the family of cylinders generated by the classical Lüroth expansion. Possible infinite entropy of the stochastic vector $Q_\infty$ which determines the metric relations for partitions of the generalized Lüroth expansions, possible non-faithfulness of the family $Φ(Q_\infty)$ and the absence of general formulae for the calculation of the Hausdorff dimension even for probability measures with independent identically distributed symbols of generalized Lüroth expansions are all facts that do not allow to apply usual probabilistic methods, as well as methods of dynamical systems to study fractal properties of corresponding subsets of non-normal numbers. Despite of the above mentioned difficulties, we develop new approach to the study of subsets of $Q_\infty$-essentially non-normal numbers and prove (without any additional restrictions on the stochastic vector $Q_{\infty}$) that this set is superfractal. This result answers the open problem mentioned in \cite{AKNT2} and completes the metric, dimensional and topological classification of real numbers via the asymptotic behaviour of frequencies their digits in the generalized Lüroth expansion.

math.MG↗