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Non equilibrium effective field theory is presented as an inhomogeneous field theory, using a formulation which is analogous to that of a gauge theory. This formulation underlines the importance of structural aspects of non-equilibrium,…

High Energy Physics - Theory · Physics 2007-05-23 Mark Burgess

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

Statistical Mechanics · Physics 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen

By using the Hamiltonian formulation, we demonstrate that the Merton-Garman equation emerges naturally from the Black-Scholes equation after imposing invariance (symmetry) under local (gauge) transformations over changes in the stock price.…

General Finance · Quantitative Finance 2023-08-21 Ivan Arraut

The non-equilibrium dynamics of stochastic light in a coherently-driven nonlinear cavity resembles the equilibrium dynamics of a Brownian particle in a scalar potential. This resemblance has been known for decades, but the correspondence…

Optics · Physics 2021-07-06 J. Busink , P. Ackermans , K. G. Cognee , S. R. K. Rodriguez

We develop a general theory of non-equilibrium states based on the Keldysh formalism, in particular, for charged-particle systems under static uniform electromagnetic fields. The Dyson equation for the uniform stationary state is rewritten…

Statistical Mechanics · Physics 2009-11-11 Shigeki Onoda , Naoyuki Sugimoto , Naoto Nagaosa

Bohmian mechnaics is the most naively obvious embedding imaginable of Schr\"odingers's equation into a completely coherent physical theory. It describes a world in which particles move in a highly non-Newtonian sort of way, one which may at…

Quantum Physics · Physics 2016-08-16 Detlef Dürr , Sheldon Goldstein , Nino Zangh\`ı

We consider a quantization of relativistic wave equations which allows to treat quantum fields together with interacting particles at a finite time. We discuss also a dissipative interaction with the environment. We introduce a stochastic…

High Energy Physics - Theory · Physics 2007-05-23 Z. Haba

In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…

Mathematical Physics · Physics 2015-06-11 J. C. Latorre , G. A. Pavliotis , P. R. Kramer

Non-equilibrium steady states are subject to intense investigations but still poorly understood. For instance, the derivation of Fourier law in Hamiltonian systems is a problem that still poses several obstacles. In order to investigate…

Probability · Mathematics 2014-10-15 Chiara Franceschini , Cristian Giardina

We study the movement of the living organism in a band form towards the presence of chemical substrates based on a system of partial differential evolution equations. We incorporate Einstein's method of Brownian motion to deduce the…

Analysis of PDEs · Mathematics 2023-10-10 Rahnuma Islam , Akif Ibragimov

We derive the formalism for steady state nonequilibrium dynamical mean-field theory in a real-time formalism along the Kadanoff-Baym contour. The resulting equations of motion are first transformed to Wigner coordinates (average and…

Strongly Correlated Electrons · Physics 2009-11-11 J. K. Freericks , V. M. Turkowski

Quantum walks function as essential means to implement quantum simulators, allowing one to study complex and often directly inaccessible quantum processes in controllable systems. In this contribution, the notion of a driven Gaussian…

Recently two generalized nonlinear Schr\"{o}dinger equations have been proposed by Chavanis [Eur. Phys. J. Plus 132 (2017) 286] by applying Nottale's theory of scale relativity relying on a fractal space-time to describe dissipation in…

General Physics · Physics 2019-09-10 S. V. Mousavi , S. Miret-Artés

The statistical linearization method known in nonlinear mechanics and random vibrations theory has been applied to stochastically quantized fields in finite temperature. It has been shown that even in its simplest form the method yields…

High Energy Physics - Theory · Physics 2012-12-17 Maciej Janowicz , Arkadiusz Orłowski

We consider some non-linear non-homogeneous partial differential equations (PDEs) and derive their exact Green function solution as a functional Taylor expansion in powers of the source. The kind of PDEs we consider are dispersive ones…

Mathematical Physics · Physics 2024-11-12 Marco Frasca , Stefan Groote

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Shin-ichi Sasa

A new non-perturbative method of solution of the nonlinear Heisenberg equations in the finite-dimensional subspace is illustrated. The method, being a counterpart of the traditional Schrodinger picture method, is based on a finite operator…

Quantum Physics · Physics 2016-09-08 L. Mista , R. Filip

It is proved that in order to keep both the Lagrangian and the motion equation of non-Abelian gauge fields unchanged under the gauge transformation simultaneously, a certain restriction conditions should be established between the gauge…

General Physics · Physics 2007-05-23 Mei Xiaochun

The nonperturbative real-time evolution of quantum fields out of equilibrium is often solved using a mean-field or Hartree approximation or by applying effective action methods. In order to investigate the validity of these truncations, we…

High Energy Physics - Phenomenology · Physics 2017-08-23 Gert Aarts

Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…

Statistical Mechanics · Physics 2026-02-16 Stefano Giordano , Fabrizio Cleri , Ralf Blossey
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