?
Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations
Fractional Calculus and Applied Analysis. 2022. Vol. 25. P. 1818–1836.
Butko Ya. A., Bender C., Bormann M.
We consider a class of generalized time-fractional evolution equations containing a fairly general memory kernel k and an operator L being the generator of a strongly continuous semigroup. We show that a subordination principle holds for such evolution equations and obtain Feynman-Kac formulae for solutions of these equations with the use of different stochastic processes, such as subordinate Markov processes and randomly scaled Gaussian processes. In particular, we obtain some Feynman-Kac formulae with generalized grey Brownian motion and other related self-similar processes with stationary increments.
Bernardin C., Gonçalves P., Olla S., Mathematical Physics Analysis and Geometry 2024 Vol. 27 No. 7
We consider the macroscopic limit for the space-time density fluctuations in the open symmetric simple exclusion in the quasi-static scaling limit. We prove that the distribution of these fluctuations converge to a gaussian space-time field that is delta correlated in time but with long-range correlations in space. ...
Added: October 6, 2026
Bernardin C., Chhaibi R., Najnudel J. et al., Probability Theory and Related Fields 2026 Vol. 195 P. 1823–1875
We study the celebrated Shiryaev-Wonham filter (Wonham, W.M., in J. Soc. Ind. Appl. Math. 347–369, 1964) in its historical setup, where the hidden Markov jump process has two states. We are interested in the weak noise regime for the observation equation. Interestingly, this becomes a strong noise regime for the filtering equations. Earlier results of ...
Added: October 5, 2026
Ismailov A., Spiridonov V., Успехи математических наук 2026 Т. 81 № 5 С. 183–184
Получена новая формула для цепной дроби Аски–Вильсона в форме отношения двух q-гипер-геометрических рядов. ...
Added: October 5, 2026
Abdulkhaev K., Shirokov D., Advances in Applied Clifford Algebras 2026 Vol. 36 P. 1–21
In this paper, we present explicit formulas for the inverse and determinant in geometric (Clifford) algebras over vector spaces of dimension n = 7. The derivation of these formulas is made possible by generalizing the concept of conjugation to basis conjugation operations. We further develop a general method for constructing such formulas over odd-dimensional spaces ...
Added: October 4, 2026
Kuninets A., IEEE Transactions on Information Theory 2026 P. 1–1
In this work we study the applicability of Quasi-Cyclic Subfield Subcodes of Dual Elliptic (QC-SSDE) codes for integration into code-based cryptographic schemes. Detailed algorithms are provided for constructing parity-check matrices as well as block-circulant parity-check matrices for this family of codes, accompanied by empirical results that enable the construction of QC-SSDE codes with predetermined dimensions. ...
Added: October 3, 2026
Medvedev G., Alexandrov Artem, Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 2026 Vol. 114 Article 044102
Graphons are measurable functions used to describe the asymptotic behavior of convergent graph families. Originally motivated by problems in combinatorics and graph theory, graphons have found numerous applications in the modeling and analysis of dynamical processes on networks. In this work, we use graphons to formulate the Ising model on convergent graph sequences, which include ...
Added: October 2, 2026
Pochinka O., Baranov D., Nozdrinova E., Теоретическая и математическая физика 2026 Т. 229 № 1 С. 3–14
The Birman–Williams problem on describing the planetary link of a fibered knot K in S^3 has been partially solved. Using Nielsen's theory for the classification of periodic surface homeomorphisms and its close relationship with the theory of gradient-like diffeomorphisms, it is proved that the planetary link of the trefoil (the unique periodic fibered knot of genus ...
Added: October 2, 2026
Lubashevsky I., Lubashevskiy V., Physica D: Nonlinear Phenomena 2026 Vol. 498 Article 135441
We develop a novel cloud-function formalism describing the dynamical relationship between sensory-information processing in large-scale brain networks (supraliminal processing) and the content of the mental representation of an observed object. The formalism combines elements of neural field theory for large-scale neural activity with the spatial characteristics of perceived objects and their embedding in the environment ...
Added: October 2, 2026
Zlotnik A., Математические заметки 2026 Т. 120 № 6 С. 1005–1009
Численным методам решения систем газодинамических уравнений посвящена обширная литература. Ранее было разработано и успешно апробировано специальное семейство симметричных по пространству консервативных разностных методов, основанных на предварительной кинетической, точнее, квазигазодинамической (КГД), регуляризации этих уравнений. Актуальной задачей является построение численных методов, которые обладают не только свойством консервативности по массе, импульсу и полной энергии, но и удовлетворяют условиям энтропийной ...
Added: October 1, 2026
Vyugin I. V., Sashadhar D., Algebra and Number Theory 2026 P. 1–10
We study the K-Fibonacci sequence Fp modulo prime p. Cardinalities of sets |Fp+Fp| and |Fp⋅Fp| are estimated. We present the method of estimating doubling constant of some m-dimensional recurrent sets in Fp. ...
Added: October 1, 2026
Kuksin S., Dynamical Systems 2026
We study the mixing properties of discrete-time and continuous-time dissipative dynamical systems driven by bounded mixing random forces. The continuous-time systems are
reduced to discrete-time random dynamical systems generated by time-one maps, so that
the main analysis is carried out in the discrete setting. We introduce a class of mixing random forcings whose regular conditional distributions with ...
Added: October 1, 2026
Kuksin S., Shirikyan A., Journal of Dynamics and Differential Equations 2026 P. 1098–1100
The paper deals with the problem of large-time behaviour of trajectories for discrete-time dynamical systems driven by a random noise. Assuming that the phase space is finite-dimensional and compact, and the noise is a Markov process with a transition probability satisfying some regularity hypotheses, we prove that all the trajectories converge to a unique measure ...
Added: October 1, 2026
Potanin B., Dolgikh S., Statistics and Probability Letters 2027 Article 110984
We derive bounds on the gradient and Hessian of the log-CDF, ln F(x), of the multivariate normal distribution. These bounds scale linearly and quadratically in ‖x‖ , respectively, with constants depending only on the covariance matrix. We demonstrate the usefulness of these bounds by proving asymptotic normality of the maximum-likelihood estimator of the multivariate probit ...
Added: October 1, 2026
A. V. Pereskokov, Journal of Mathematical Sciences 2026 Vol. 302 No. 4 P. 531–545
We consider the Zeeman effect problem for the hydrogen atom in a magnetic field using
irreducible representations of the Karasev–Novikova algebra with quadratic commutation
relations. We find the asymptotics of a series of eigenvalues and the corresponding
asymptotic eigenfunctions near the upper boundaries of spectral clusters. ...
Added: October 1, 2026
Yakovlev K., Puchkin N., Journal of Complexity 2026 Vol. 97
We present a theory for simultaneous approximation of the score function and its derivatives, enabling the handling of data distributions with low-dimensional structure and unbounded support. Our approximation error bounds match those in the literature while relying on assumptions that relax the usual bounded support requirement. Crucially, our bounds are free from the curse of ...
Added: September 30, 2026
Zlotnik A., Mathematical notes 2026 Vol. 120 No. 6 P. 1174–1178
Numerical methods for solving systems of gas dynamic equations are the subject of a vast literature. A special family of spatially symmetric conservative difference methods based on preliminary kinetic, or quasi-gasdynamic (QGD), regularization of these equations was constructed and successfully tested. A pressing issue is the construction of numerical methods that are not only conservative ...
Added: September 30, 2026
Butko Ya. A., Grothaus M., Smolyanov O., Infinite Dimensional Analysis, Quantum Probability and Related Topics 2010 Vol. 13 No. 3 P. 377–392
In this note a class of second-order parabolic equations with variable coefficients, depending on coordinate, is considered in bounded and unbounded domains. Solutions of the Cauchy–Dirichlet and the Cauchy problems are represented in the form of a limit of finite-dimensional integrals of elementary functions (such representations are called Feynman formulas). Finite-dimensional integrals in the Feynman formulas give approximations for functional integrals in the corresponding Feynman–Kac formulas, representing solutions of these ...
Added: September 22, 2026
Butko Ya. A., Schilling R. L., Smolyanov O., International Journal of Theoretical Physics 2011 Vol. 50 P. 2009–2018
A Feynman formula is a representation of the semigroup, generated by an initial-boundary value problem for some evolutionary equation, by a limit of integrals over Cartesian powers of some space E, the integrands being some elementary functions. The multiple integrals in Feynman formulae approximate integrals with respect to some measures or pseudomeasures on sets of functions ...
Added: September 22, 2026
Springer Publishing Company, 2020.
This survey describes the method of approximation of operator semigroups, based on the Chernoff theorem. We outline recent results in this domain as well as clarify relations between constructed approximations, stochastic processes, numerical schemes for PDEs and SDEs, path integrals.We discuss Chernoff approximations for operator semigroups and Schrödinger groups. In particular, we consider Feller semigroups in R^d , (semi)groups obtained ...
Added: September 3, 2026
Butko Ya. A., Bender C., Fractional Calculus and Applied Analysis 2022 Vol. 25 P. 488–519
We consider a general class of integro-differential evolution equations which includes the governing equation of the generalized grey Brownian motion and the time- and space-fractional heat equation. We present a general relation between the parameters of the equation and the distribution of the underlying stochastic processes, as well as discuss different classes of processes providing ...
Added: September 3, 2026
Yana A. Butko, Mlinarzik M., Journal of Theoretical Probability 2026 Vol. 39 Article 27
We define a fractional Itô stochastic integral with respect to a randomly scaled fractional Brownian motion via an S-transform approach. We investigate the properties of this stochastic integral, prove an Itô formula for functions of such stochastic integrals and apply this Itô formula to the investigation of related generalized time-fractional evolution equations. We show that the ...
Added: September 2, 2026