Related papers: Universal Nonlinear Filtering Using Feynman Path I…

The continuous-discrete filtering problem requires the solution of a partial differential equation known as the Fokker-Planck-Kolmogorov forward equation (FPKfe). In this paper, the path integral formula for the fundamental solution of the…

An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to…

A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochastic processes relevant for the solution of the continuous-discrete filtering…

Feynman's path integral is herein generalized to the nonextensive canonical density matrix based on Tsallis entropy. This generalization is done in two ways by using unnormalized and normalized constraints. Firstly, we consider the path…

The Feynman path integral representation of quantum theory is used in a non--parametric Bayesian approach to determine quantum potentials from measurements on a canonical ensemble. This representation allows to study explicitly the…

Feynman's path integral approach is to sum over all possible spatio-temporal paths to reproduce the quantum wave function and the corresponding time evolution, which has enormous potential to reveal quantum processes in classical view.…

Quantum measurement problem is still unconsensus since it has existed many years and inspired a large of literature in physics and philosophy. We show it can be subsumed into the quantum theory if we extend the Feynman path integral by…

The Feynman path integral formalism has inspired the development of memory-efficient and parallelizable classical algorithms for simulating quantum computers. We adapt this approach for the calculation of probability amplitudes of…

We formulate Feynman path integral on a non commutative plane using coherent states. The propagator for a free particle exhibits UV cut-off induced by the parameter of non commutativity.

Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…

Nonlinear filter has long been an important problem in practical industrial applications. The Yau-Yau method is a highly versatile framework that transforms nonlinear filtering problems into initial-value problems governed by the Forward…

Feynman's path integral approach is studied in the framework of the Wigner-Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which…

Richard Feynman's method of path integrals is based on the fundamental assumption that a system starting at a point A and arriving at a point B takes all possible paths from A to B, with each path contributing its own (complex) probability…

We propose a natural, parameter-free, discrete-variable formulation of Feynman path integrals. We show that for discrete-variable quantum systems, Feynman path integrals take the form of walks on the graph whose weighted adjacency matrix is…

Angular path integration is the ability of a system to estimate its own heading direction from potentially noisy angular velocity (or increment) observations. Non-probabilistic algorithms for angular path integration, which rely on a…

A systematic classification of Feynman path integrals in quantum mechanics is presented and a table of solvable path integrals is given which reflects the progress made during the last ten years or so, including, of course, the main…

The Feynman path integral is defined over the space $\mathbb{R}^T$ of all possible paths; it has been a powerful tool to develop Quantum Mechanics. The absolute value of Feynman's integrand is not integrable, then Lebesgue integration…

In this paper the Feynman path integral technique is applied for superintegrable potentials on two-dimensional spaces of non-constant curvature: these spaces are Darboux spaces D_I and D_II, respectively. On D_I there are three and on D_II…

Invited talk given at the ``International Workshop on `Symmetry Methods in Physics' in memory of Ya.\ A.\ Smorodinsky, 5--10 July 1993, Dubna, Russia; to appear in the proceedings. In this contribution I present further results on steps…

At the beginning of this century, a real time solution of the nonlinear filtering problem without memory was proposed in [1, 2] by the third author and his collaborator, and it is later on referred to as Yau-Yau algorithm. During the last…