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  • Search: subject:"Liouville equation"
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Year of publication
Subject
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Liouville equation 11 Brownian motion 3 Sturm-Liouville equation 3 Fokker–Planck equation 2 Multiscale analysis 2 Subdynamics 2 Volterra kernels 2 canonical decomposition 2 enlargement of filtration 2 insider trading 2 stochastic filtering theory 2 A variable separated ODE method 1 Adiabatic 1 Boussinesq equation 1 Chapman–Kolgomorov equation 1 Coarse-grained variables 1 Complex network 1 Conformal differential geometry 1 Correlation 1 Damping 1 Decoherence 1 Dynamical quantum information 1 Entropy 1 Euler–Lagrange equation 1 Evolution 1 Field theory of thermodynamics 1 Fractional derivative 1 Fractional equation 1 Hamilton formalism 1 Hitting place 1 Kolmogorov equation 1 Lattice 1 Law of large numbers 1 Logarithmic interactions 1 Long-range jump 1 Markov process 1 Mechanical equilibrium 1 Microcanonical ensemble 1 Multiple solutions 1 N-particle probability density 1
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Undetermined 14 Free 2
Type of publication
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Article 14 Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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Undetermined 15 English 1
Author
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Qiao, Bi 5 Ruda, H.E. 4 Föllmer, Hans 2 Wu, Ching-tang 2 Yor, Marc 2 Gambár, Katalin 1 Giuseppina D’Aguì 1 Gruber, Christian 1 Jin-Qing, Fang 1 Kiessling, Michael K.-H. 1 Lefebvre, Mario 1 Márkus, Ferenc 1 Ortoleva, P. 1 Ortoleva, Peter J. 1 Pache, Séverine 1 Sereda, Yuriy V. 1 Shreif, Z. 1 Tarasov, Vasily E. 1 Wazwaz, Abdul-Majid 1 Zeng, X.H. 1 Zhan, M.S. 1 Zhou, D.Z. 1 Zhou, Z.D. 1
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Institution
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Physica A: Statistical Mechanics and its Applications 11 Journal of Global Optimization 1 Mathematics and Computers in Simulation (MATCOM) 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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RePEc 15 EconStor 1
Showing 1 - 10 of 16
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Fractional Liouville equation on lattice phase-space
Tarasov, Vasily E. - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 330-342
In this paper we propose a lattice analog of phase-space fractional Liouville equation. The Liouville equation for … lattice equation into Liouville equation with conjugate Riesz fractional derivatives of non-integer orders with respect to … coordinates of continuum phase-space. An application of the fractional Liouville equation with these Riesz fractional derivatives …
Persistent link: https://www.econbiz.de/10011194005
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Variational methods for time-dependent classical many-particle systems
Sereda, Yuriy V.; Ortoleva, Peter J. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 4, pp. 628-638
A variational method for the classical Liouville equation is introduced that facilitates the development of theories … extrema imply that ρ satisfies the Liouville equation. Multiscale methods are used to develop trial functions to be optimized …
Persistent link: https://www.econbiz.de/10011062465
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Infinitely many solutions for a double Sturm–Liouville problem
Giuseppina D’Aguì - In: Journal of Global Optimization 54 (2012) 3, pp. 619-625
In this paper, we prove the existence of infinitely many solutions to differential problems where both the equation and the conditions are Sturm–Liouville type. The approach is based on critical point theory. Copyright Springer Science+Business Media, LLC. 2012
Persistent link: https://www.econbiz.de/10010994035
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Multiscale derivation of an augmented Smoluchowski equation
Shreif, Z.; Ortoleva, P. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 5, pp. 593-600
parameter ε, the ratio of the mass of a typical atom to that of the nanoparticle, is introduced and the Liouville equation is … nanoparticle, the O(ε2) solution of the Liouville equation yields an equation for W to O(ε3). An augmented Smoluchowski equation … for W is obtained from the O(ε2) analysis of the Liouville equation for a particular class of initial data. However, for a …
Persistent link: https://www.econbiz.de/10011063590
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Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans; Wu, Ching-tang; Yor, Marc - 1998
Motivated by the Kyle-Back model of 'insider trading', we consider certain classes of linear transformations of two independent Brownian motions and study their canonical decomposition as semimartingales in their own filtration. In particular we characterize those transformations which generate...
Persistent link: https://www.econbiz.de/10010309915
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Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans; Wu, Ching-tang; Yor, Marc - Sonderforschungsbereich 373, Quantifikation und … - 1998
Motivated by the Kyle-Back model of 'insider trading', we consider certain classes of linear transformations of two independent Brownian motions and study their canonical decomposition as semimartingales in their own filtration. In particular we characterize those transformations which generate...
Persistent link: https://www.econbiz.de/10010983840
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Entropy and HUHPM approach for complex networks
Qiao, Bi; Jin-Qing, Fang - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 2, pp. 753-762
based on an open Liouville equation for the driven network. The proposed harmonious unifying hybrid preferential models …
Persistent link: https://www.econbiz.de/10010872201
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The variable separated ODE method for travelling wave solutions for the Boussinesq-double sine-Gordon and the Boussinesq-double sinh-Gordon equations
Wazwaz, Abdul-Majid - In: Mathematics and Computers in Simulation (MATCOM) 72 (2006) 1, pp. 1-9
Travelling wave solutions for the Boussinesq-double sine-Gordon (B-sine-Gordon) equation, the Boussinesq-double sinh-Gordon equation (B-sinh-Gordon), and the Boussinesq-Liouville (BL) equation are formally derived. The approach rests mainly on the variable separated ODE method. Distinct sets of...
Persistent link: https://www.econbiz.de/10010749013
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Dynamical equations of quantum information and interference
Qiao, Bi; Ruda, H.E.; Zhou, Z.D. - In: Physica A: Statistical Mechanics and its Applications 364 (2006) C, pp. 170-182
field theory and Liouville equation. The property of evolution of QID by studying the evolution of density operator is also …
Persistent link: https://www.econbiz.de/10010590438
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Dynamical equations of quantum information and Gaussian channel
Qiao, Bi; Ruda, H.E.; Zhou, D.Z. - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 198-210
that the Liouville equation, Master equation and Fokker–Planck equation for QID all share the same formalism as the density …
Persistent link: https://www.econbiz.de/10010591492
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