We demonstrate how path integrals often used in problems of theoretical physics can be adapted to provide a machinery for performing Bayesian inference in function spaces. Such inference comes about naturally in the study of inverse problems of recovering continuous (infinite dimensional) coefficient functions from ordinary or partial differential equations, a problem which is typically ill-posed. Regularization of these problems using L2 function spaces (Tikhonov regularization) is equivalent to Bayesian probabilistic inference, using a Gaussian prior. The Bayesian interpretation of inverse problem regularization is useful since it allows one to quantify and characterize error and degree of precision in the solution of inverse problems, as well as examine assumptions made in solving the problem—namely whether the subjective choice of regularization is compatible with prior knowledge. Using path-integral formalism, Bayesian inference can be explored through various perturbative techniques, such as the semiclassical approximation, which we use in this manuscript. Perturbative path-integral approaches, while offering alternatives to computational approaches like Markov-Chain-Monte-Carlo (MCMC), also provide natural starting points for MCMC methods that can be used to refine approximations. In this manuscript, we illustrate a path-integral formulation for inverse problems and demonstrate it on an inverse problem in membrane biophysics as well as inverse problems in potential theories involving the Poisson equation.

We develop mathematical models describing the evolution of stochastic age-structured populations. After reviewing existing approaches, we formulate a complete kinetic framework for age-structured interacting populations undergoing birth, death and fission processes in spatially dependent environments. We define the full probability density for the population-size age chart and find results under specific conditions. Connections with more classical models are also explicitly derived. In particular, we show that factorial moments for non-interacting processes are described by a natural generalization of the McKendrick-von Foerster equation, which describes mean-field deterministic behavior. Our approach utilizes mixed-type, multidimensional probability distributions similar to those employed in the study of gas kinetics and with terms that satisfy BBGKY-like equation hierarchies.

This paper deals with the derivation and analysis of the the Hall Magneto-Hydrodynamic equations. We first provide a derivation of this system from a two-fluids Euler-Maxwell system for electrons and ions, through a set of scaling limits. We also propose a kinetic formulation for the Hall-MHD equations which contains as fluid closure different variants of the Hall-MHD model. Then, we prove the existence of global weak solutions for the incompressible viscous resistive Hall-MHD model. We use the particular structure of the Hall term which has zero contribution to the energy identity. Finally, we discuss particular solutions in the form of axisymmetric purely swirling magnetic fields and propose some regularization of the Hall equation.

The purpose of this paper is to establish a new method for proving the convergence of the particle method applied to the Camassa-Holm (CH) equation. The CH equation is a strongly nonlinear, bi-Hamiltonian, completely integrable model in the context of shallow water waves. The equation admits solutions that are nonlinear superpositions of traveling waves that have a discontinuity in the first derivative at their peaks and therefore are called peakons. This behavior admits several diverse scientific applications, but introduce difficult numerical challenges. To accurately capture these solutions, one may apply the particle method to the CH equation. Using the concept of space-time bounded variation, we show that the particle solution converges to a global weak solution of the CH equation for positive Radon measure initial data. Read More: http://www.worldscientific.com/doi/abs/10.1142/9789814417099_0033

We consider a kinetic model of self-propelled particles with alignment interaction and with precession about the alignment direction. We derive a hydrodynamic system for the local density and velocity orientation of the particles. The system consists of the conservative equation for the local density and a non-conservative equation for the orientation. First, we assume that the alignment interaction is purely local and derive a first order system. However, we show that this system may lose its hyperbolicity. Under the assumption of weakly non-local interaction, we derive diffusive corrections to the first order system which lead to the combination of a heat flow of the harmonic map and Landau-Lifschitz-Gilbert dynamics. In the particular case of zero self-propelling speed, the resulting model reduces to the phenomenological Landau-Lifschitz-Gilbert equations. Therefore the present theory provides a kinetic formulation of classical micromagnetization models and spin dynamics.