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A long-standing challenge in ultrafast magnetism and in functional materials research in general, has been the generation of a universal, ultrafast stimulus able to switch between stable magnetic states. Solving it would open up many new opportunities for fundamental studies, with potential impact on future data storage technologies. Ideally, step-like magnetic field transients with infinitely fast rise time would serve this purpose. Here, we develop a new approach to generate ultrafast magnetic field steps, based on an ultrafast quench of supercurrents in a superconductor. Magnetic field steps with millitesla amplitude, picosecond risetimes and slew rates approaching 1 GT/s are achieved. We test the potential of this technique by coherently rotating the magnetization in a ferrimagnet. With suitable improvements in the geometry of the device, these magnetic steps can be made both larger and faster, leading to new applications that range from quenches across phase transitions to complete switching of magnetic order parameters., Comment: 20 pages, 5 figures with supplementary material

In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multi-marginal couplings, as a generalization of well-known correlation statistics such as the Pearson correlation. The first main result states that even an arbitrarily small positive dependence between losses can result in perfectly correlated tails beyond a certain threshold and seemingly complete independence before this threshold. In a second step, we focus on the aggregation of individual risks with known marginal distributions by means of arbitrary nondecreasing left-continuous aggregation functions. In this context, we show that under an arbitrarily small positive dependence, the tail risk of the aggregate loss might coincide with the one of perfectly correlated losses. A similar result is derived for expectiles under mild conditions. In a last step, we discuss our results in the context of credit risk, analyzing the potential effects on the value at risk for weighted sums of Bernoulli distributed losses.

We study the convergence of an $N$-particle Markovian controlled system to the solution of a family of stochastic McKean-Vlasov control problems, either with a finite horizon or Schr\"odinger type cost functional. Specifically, under suitable assumptions, we prove the convergence of the value functions, the fixed-time probability distributions, and the relative entropy of their path-space probability laws. These proofs are based on a Benamou-Brenier type reformulation of the problem and a superposition principle, both of which are tools from the theory of optimal transport., Comment: 54 pages. Comments are welcome!

Coherent optical driving in quantum solids is emerging as a new research frontier, with many demonstrations of exotic non-equilibrium quantum phases. These are based on engineered band structures, and on stimulated nonlinear interactions between driven modes. Enhanced functionalities like ferroelectricity, magnetism and superconductivity have been reported in these non-equilibrium settings. In high-Tc cuprates, coherent driving of certain phonon modes induces a transient state with superconducting-like optical properties, observed far above T$_c$ and throughout the pseudogap phase. Questions remain not only on the microscopic nature of this phenomenon, but also on the macroscopic properties of these transient states, beyond the documented optical conductivities. Crucially, it is not clear if driven cuprates exhibit Meissner-like diamagnetism. Here, the time-dependent magnetic-field amplitude surrounding a driven YBa$_2$Cu$_3$O$_{6.48}$ sample is probed by measuring Faraday rotation in a GaP layer adjacent to the superconductor. For the same driving conditions that result in superconducting-like optical properties, an enhancement of magnetic field at the edge of the sample is detected, indicative of induced diamagnetism. The dynamical field expulsion measured after pumping is comparable in size to the one expected in an equilibrium type II superconductor of similar shape and size with a volume susceptibility $\chi_v$ of order -0.3. Crucially, this value is incompatible with a photo-induced increase in mobility without superconductivity. Rather, it underscores the notion of a pseudogap phase in which incipient superconducting correlations are enhanced or synchronized by the optical drive., Comment: 37 pages, including supplementary information

The article gives the motivations for the measurement of the hyperfine splitting (hfs) in the ground state of muonic hydrogen to explore the properties of the proton at low momentum transfer. It summarizes these proposed measurement methods and finally describes the FAMU experiment in more detail.

The FAMU experiment at RIKEN-RAL is a muonic atom experiment with the aim to determine the Zemach radius of the proton by measuring the 1s hyperfine splitting in muonic hydrogen. The activity of the FAMU Collaboration in the years 2015-2023 enabled the final optimisation of the detector-target setup as well as the gas working condition in terms of temperature, pressure and gas mixture composition. The experiment has started its data taking in July 2023. The status of the detector setup for the 2023 experimental runs, for the beam characterisation and muonic X-ray detection in the 100-200 keV energy range, is presented and discussed., Comment: Submitted to JINST

The FAMU experiment aims at an indirect measurement of the Zemach radius of the proton. The measurement is carried out on muonic hydrogen atoms produced through the low-momentum (50-60 MeV/c) muon beam a the RIKEN-RAL negative muon facility. The particle flux plays an important role in this measurement, as it is proportional to the number of muonic hydrogen atoms produced, which is the target of the FAMU experimental method. The beam monitor calibration technique and results, presented here, are meant to extract a reliable estimation of the muon flux during the FAMU data taking. These measurements were carried out at the CNAO synchrotron in Pavia, Italy, using proton beams and supported by Monte Carlo simulation of the detector in Geant4., Comment: Submitted to JINST

We study the Gaussian measure whose covariance is related to the Anderson Hamiltonian operator, proving that it admits a regular coupling to the (standard) Gaussian free field exploiting the stochastic optimal control formulation of Gibbs measures. Using this coupling we define the renormalised powers of the Anderson free field and we prove that the associated quartic Gibbs measure is invariant under the flow of a nonlinear wave equation with renormalised cubic nonlinearity., Comment: Some typos have been fixed

A strong quasi-invariance principle and a finite-dimensional integration by parts formula as in the Bismut approach to Malliavin calculus are obtained through a suitable application of Lie's symmetry theory to autonomous stochastic differential equations. The main stochastic, geometrical and analytical aspects of the theory are discussed and applications to some Brownian motion driven stochastic models are provided.

We introduce a theory of non-commutative $L^{p}$ spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic integrals with respect to Grassmann It\^o processes, Girsanov's formula and a weak formulation of Grassmann SDEs. We apply this new setting to the construction of several unbounded random variables including a Grassmann analog of the $\Phi^{4}_{2}$ Euclidean QFT in a bounded region and weak solution to singular SPDEs in the spirit of the early work of Jona-Lasinio and Mitter on the stochastic quantisation of $\Phi^{4}_{2}$., Comment: 59 pages

We give a novel characterization of the Euclidean quantum field theory with exponential interaction $\nu$ on $\mathbb{R}^2$ through a renormalized integration by parts (IbP) formula, or otherwise said via an Euclidean Dyson-Schwinger equation for expected values of observables. In order to obtain the well-posedness of the singular IbP problem, we import some ideas used to analyse singular SPDEs and we require the measure to "look like" the Gaussian free field (GFF) in the sense that a suitable Wasserstein distance from the GFF is finite. This guarantees the existence of a nice coupling with the GFF which allows to control the renormalized IbP formula., Comment: 78 pages

Building on previous work on the stochastic analysis for Grassmann random variables, we introduce a forward-backward stochastic differential equation (FBSDE) which provides a stochastic quantisation of Grassmann measures. Our method is inspired by the so-called continuous renormalisation group, but avoids the technical difficulties encountered in the direct study of the flow equation for the effective potentials. As an application, we construct a family of weakly coupled subcritical Euclidean fermionic field theories and prove exponential decay of correlations., Comment: The errors in some proofs have been corrected and some typos have been fixed. Accepted for publication in Annals of Probability

The (elliptic) stochastic quantization equation for the (massive) $\cosh(\beta \varphi)_2$ model, for the charged parameter in the $L^2$ regime (i.e. $\beta^2 < 4 \pi$), is studied. We prove the existence, uniqueness and the properties of the invariant measure of the solution to this equation. The proof is obtained through a priori estimates and a lattice approximation of the equation. For implementing this strategy we generalize some properties of Besov spaces in the continuum to analogous results for Besov spaces on the lattice. As a final result we show how to use the stochastic quantization equation to verify the Osterwalder-Schrader axioms for the $\cosh (\beta \varphi)_2$ quantum field theory, including the exponential decay of correlation functions., Comment: Some typos have been corrected

In this paper, a time-periodic MGRIT algorithm is proposed as a means to reduce the time-to-solution of numerical algorithms by exploiting the time periodicity inherent to many applications in science and engineering. The time-periodic MGRIT algorithm is applied to a variety of linear and nonlinear single- and multiphysics problems that are periodic-in-time. It is demonstrated that the proposed parallel-in-time algorithm can obtain the same time-periodic steady-state solution as sequential time-stepping. It is shown that the required number of MGRIT iterations can be estimated a priori and that the new MGRIT variant can significantly and consistently reduce the time-to-solution compared to sequential time-stepping, irrespective of the number of dimensions, linear or nonlinear PDE models, single-physics or coupled problems and the employed computing resources. The numerical experiments demonstrate that the time-periodic MGRIT algorithm enables a greater level of parallelism yielding faster turnaround, and thus, facilitating more complex and more realistic problems to be solved., Comment: 29 pages; 7 pages Supplementary Materials

We establish a generalization of Noether theorem for stochastic optimal control problems. Exploiting the tools of jet bundles and contact geometry, we prove that from any (contact) symmetry of the Hamilton-Jacobi-Bellman equation associated to an optimal control problem it is possible to build a related local martingale. Moreover, we provide an application of the theoretical results to Merton's optimal portfolio problem, showing that this model admits infinitely many conserved quantities in the form of local martingales.

A reduction procedure for stochastic differential equations based on stochastic symmetries including Girsanov random transformations is proposed. In this setting, a new notion of reconstruction is given, involving the expectation values of functionals of solution to the SDE and a reconstruction theorem for general stochastic symmetries is proved. Moreover, the notable case of reduction under the closed subclass of quasi Doob transformations is presented. The theoretical results are applied to stochastic models relevant in the applications., Comment: We have fixed an error in the proof of Proposition 24 (former Proposition 23) and corrected some typos

We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algebras is developed here from the point of view of quantum probability: a Grassmann random variable is an homomorphism of an abstract Grassmann algebra into a quantum probability space, i.e. a $C^{\ast}$-algebra endowed with a suitable state. We define the notion of Gaussian processes, Brownian motion and stochastic (partial) differential equations taking values in Grassmann algebras. We use them to study the long time behavior of finite and infinite dimensional Langevin Grassmann stochastic differential equations driven by Gaussian space-time white noise and to describe their invariant measures. As an application we give a proof of the stochastic quantization and of the removal of the space cut-off for the Euclidean Yukawa model., Comment: 72 pages, the introduction and Section 5 have been revised, former Appendix A and Appendix E have been removed, some typos and other minor errors have been corrected, some references have been added

We study a family of McKean-Vlasov (mean-field) type ergodic optimal control problems with linear control, and quadratic dependence on control of the cost function. For this class of problems we establish existence and uniqueness of an optimal control. We propose an $N$-particles Markovian optimal control problem approximating the McKean-Vlasov one and we prove the convergence in relative entropy, total variation and Wasserstein distance of the law of the former to the law of the latter when $N$ goes to infinity. Some McKean-Vlasov optimal control problems with singular cost function and the relation of these problems with the mathematical theory of Bose-Einstein condensation is also established., Comment: Introduction has been modified. New references have been added. Small errors and typos have been corrected

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.

We obtain a dimensional reduction result for the law of a class of stochastic differential equations using a supersymmetric representation first introduced by Parisi and Sourlas.

Aiming at enlarging the class of symmetries of an SDE, we introduce a family of stochastic transformations able to change also the underlying probability measure exploiting Girsanov Theorem and we provide new determining equations for the infinitesimal symmetries of the SDE. The well-defined subset of the previous class of measure transformations given by Doob transformations allows us to recover all the Lie point symmetries of the Kolmogorov equation associated with the SDE. This gives the first stochastic interpretation of all the deterministic symmetries of the Kolmogorov equation. The general theory is applied to some relevant stochastic models.

We study a class of elliptic SPDEs with additive Gaussian noise on $\mathbb{R}^2 \times M$, with $M$ a $d$-dimensional manifold equipped with a positive Radon measure, and a real-valued non linearity given by the derivative of a smooth potential $V$, convex at infinity and growing at most exponentially. For quite general coefficients and a suitable regularity of the noise we obtain, via the dimensional reduction principle discussed in our previous paper on the topic, the identity between the law of the solution to the SPDE evaluated at the origin with a Gibbs type measure on the abstract Wiener space $L^2 (M)$. The results are then applied to the elliptic stochastic quantization equation for the scalar field with polynomial interaction over $\mathbb{T}^2$, and with exponential interaction over $\mathbb{R}^2$ (known also as H{\o}eg-Krohn or Liouville model in the literature). In particular for the exponential interaction case, the existence and uniqueness properties of solutions to the elliptic equation over $\mathbb{R}^{2 + 2}$ is derived as well as the dimensional reduction for the values of the ``charge parameter'' $\sigma = \frac{\alpha}{2\sqrt{\pi}} < \sqrt{4 \left( 8 - 4 \sqrt{3} \right) \pi} \simeq \sqrt{4.23\pi}$, for which the model has an Euclidean invariant probability measure (hence also permitting to get the corresponding relativistic invariant model on the two dimensional Minkowski space)., Comment: There was an important error in Lemma 26 of the previous version which has been fixed in the present one. In order to correct the error, the interval of admissible "charge parameters" has been reduced

We report the first measurement of the temperature dependence of muon transfer rate from $\mu$p atoms to oxygen between 100 and 300 K. Data were obtained from the X-ray spectra of delayed events in gaseous target H$_2$/O$_2$ exposed to a muon beam. Based on the data, we determined the muon transfer energy dependence up to 0.1 eV, showing an 8-fold increase in contrast with the predictions of constant rate in the low energy limit. This work set constraints on theoretical models of muon transfer, and is of fundamental importance for the measurement of the hyperfine splitting of $\mu$p by the FAMU collaboration., Comment: 11 pages, 4 figure

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., Comment: arXiv admin note: substantial text overlap with arXiv:1708.01764

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.

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., Comment: arXiv admin note: substantial text overlap with arXiv:1708.01764

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., Comment: 51 pages, an appendix added

Charge density waves are a common occurrence in all families of high critical temperature superconducting cuprates. Although consistently observed in the underdoped region of the phase diagram and at relatively low temperatures, it is still unclear to what extent they influence the unusual properties of these systems. Using resonant x-ray scattering we carefully determined the temperature dependence of charge density modulations in (Y,Nd)Ba$_2$Cu$_3$O$_{7-{\delta}}$ for three doping levels. We discovered short-range dynamical charge density fluctuations besides the previously known quasi-critical charge density waves. They persist up to well above the pseudogap temperature T*, are characterized by energies of few meV and pervade a large area of the phase diagram, so that they can play a key role in shaping the peculiar normal-state properties of cuprates., Comment: 34 pages, 4 figures, 11 supplementary figures

The main goal of the FAMU experiment is the measurement of the hyperfine splitting (hfs) in the 1S state of muonic hydrogen $\Delta E_{hfs}(\mu^-p)1S$. The physical process behind this experiment is the following: $\mu p$ are formed in a mixture of hydrogen and a higher-Z gas. When absorbing a photon at resonance-energy $\Delta E_{hfs}\approx0.182$~eV, in subsequent collisions with the surrounding $H_2$ molecules, the $\mu p$ is quickly de-excited and accelerated by $\sim2/3$ of the excitation energy. The observable is the time distribution of the K-lines X-rays emitted from the $\mu Z$ formed by muon transfer $(\mu p) +Z \rightarrow (\mu Z)^*+p$, a reaction whose rate depends on the $\mu p$ kinetic energy. The maximal response, to the tuned laser wavelength, of the time distribution of X-ray from K-lines of the $(\mu Z)^*$ cascade indicate the resonance. During the preparatory phase of the FAMU experiment, several measurements have been performed both to validate the methodology and to prepare the best configuration of target and detectors for the spectroscopic measurement. We present here the crucial study of the energy dependence of the transfer rate from muonic hydrogen to oxygen ($\Lambda_{\mu p \rightarrow \mu O}$), precisely measured for the first time., Comment: 11 pages, 4 figures, published on Journal of Physics: Conference Series, proc. of International Conference on Precision Physics of Simple Atomic Systems - PSAS2018. arXiv admin note: text overlap with arXiv:1708.03172

Finite dimensional solutions to a class of stochastic partial differential equations are obtained extending the differential constraints method for deterministic PDE to the stochastic framework. A geometrical reformulation of the stochastic problem using the concept of infinite jet bundles is provided and a practical algorithm for explicitly computing these finite dimensional solutions is developed. This method, covering the majority of the current literature, is applied to a set of new SPDEs admitting finite dimensional solutions taken from Heath-Jarrow-Morton framework, stochastic hydrodynamics and filtering theory.

We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingales are obtained by integrating a predictable process with respect to an independent $n$ dimensional Brownian motion.