Approximate solutions of stochastic differential delay equations with Markovian switching

Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local Lipschitz condition. As an application, our results are used to discuss a stochastic delay population system with Markovian switching

Bounds on the heat kernel of the Schroedinger operator in a random electromagnetic field

We obtain lower and upper bounds on the heat kernel and Green functions of the Schroedinger operator in a random Gaussian magnetic field and a fixed scalar potential. We apply stochastic Feynman-Kac representation, diamagnetic upper bounds and the Jensen inequality for the lower bound. We show that if the covariance of the electromagnetic (vector) potential is increasing at large distances then the lower bound is decreasing exponentially fast for large distances and a large time.Comment: some technical improvements, new references, to appear in Journ.Phys.

Resampling U-statistics using p-stable laws

It is well known that symmetric statistics based on a kernel with finite second moment have a limit law which can be described by a multiple Wiener-Ito integral. However, if the kernel has less than second moments, no weak limit law holds in general. In the present paper we show that by a suitable change of the empirical process this process has a p-stable multiple integral as its limit

Hyperentangled States

We investigate a new class of entangled states, which we call 'hyperentangled',that have EPR correlations identical to those in the vacuum state of a relativistic quantum field. We show that whenever hyperentangled states exist in any quantum theory, they are dense in its state space. We also give prescriptions for constructing hyperentangled states that involve an arbitrarily large collection of systems.Comment: 23 pages, LaTeX, Submitted to Physical Review

Quantum field theory on manifolds with a boundary

We discuss quantum theory of fields \phi defined on (d+1)-dimensional manifold {\cal M} with a boundary {\cal B}. The free action W_{0}(\phi) which is a bilinear form in \phi defines the Gaussian measure with a covariance (Green function) {\cal G}. We discuss a relation between the quantum field theory with a fixed boundary condition \Phi and the theory defined by the Green function {\cal G}. It is shown that the latter results by an average over \Phi of the first. The QFT in (anti)de Sitter space is treated as an example. It is shown that quantum fields on the boundary are more regular than the ones on (anti) de Sitter space.Comment: The version to appear in Journal of Physics A, a discussion on the relation to other works in the field is adde

ОЦЕНКА КАЧЕСТВА КАПИТАЛЬНОГО РЕМОНТА ПC

The authors consider the problem of lack of operation rates of the quality of major repairs of the railway rolling stock and the reasons of their adoption. They discuss possibilities to create a system of management for quality assessment for repaired locomotives and cars aimed at the maintenance of their operation resources.Причины отсутствия  эксплуатационных показателей  качества капитального ремонта  подвижного состава железных  дорог. Основания для их  использования. Создание системы  управления оценкой качества  вышедших из ремонта локомотивов  и вагонов. Поддержание их  эксплуатационного ресурса

Gentle Perturbations of the Free Bose Gas I

It is demonstrated that the thermal structure of the noncritical free Bose Gas is completely described by certain periodic generalized Gaussian stochastic process or equivalently by certain periodic generalized Gaussian random field. Elementary properties of this Gaussian stochastic thermal structure have been established. Gentle perturbations of several types of the free thermal stochastic structure are studied. In particular new models of non-Gaussian thermal structures have been constructed and a new functional integral representation of the corresponding euclidean-time Green functions have been obtained rigorously.Comment: 51 pages, LaTeX fil

A stochastic differential equation analysis of cerebrospinal fluid dynamics

<p>Abstract</p> <p>Background</p> <p>Clinical measurements of intracranial pressure (ICP) over time show fluctuations around the deterministic time path predicted by a classic mathematical model in hydrocephalus research. Thus an important issue in mathematical research on hydrocephalus remains unaddressed--modeling the effect of noise on CSF dynamics. Our objective is to mathematically model the noise in the data.</p> <p>Methods</p> <p>The classic model relating the temporal evolution of ICP in pressure-volume studies to infusions is a nonlinear differential equation based on natural physical analogies between CSF dynamics and an electrical circuit. Brownian motion was incorporated into the differential equation describing CSF dynamics to obtain a nonlinear stochastic differential equation (SDE) that accommodates the fluctuations in ICP.</p> <p>Results</p> <p>The SDE is explicitly solved and the dynamic probabilities of exceeding critical levels of ICP under different clinical conditions are computed. A key finding is that the probabilities display strong threshold effects with respect to noise. Above the noise threshold, the probabilities are significantly influenced by the resistance to CSF outflow and the intensity of the noise.</p> <p>Conclusions</p> <p>Fluctuations in the CSF formation rate increase fluctuations in the ICP and they should be minimized to lower the patient's risk. The nonlinear SDE provides a scientific methodology for dynamic risk management of patients. The dynamic output of the SDE matches the noisy ICP data generated by the actual intracranial dynamics of patients better than the classic model used in prior research.</p