Related papers: A Feynman-Kac-type formula for the deterministic a…
We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the…
A p.c.f. fractal with a regular harmonic structure admits an associated Dirichlet form, which is itself associated with a Laplacian. This Laplacian enables us to give an analogue of the damped stochastic wave equation on the fractal. We…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
This paper develops an explicit spectral representation for solutions of a one-dimensional linear wave equation with a constant time delay. The model is considered on a bounded interval with non-homogeneous Dirichlet boundary data and a…
We present a method using Feynman-like diagrams to calculate the statistical properties of random many-body potentials. This method provides a promising alternative to existing techniques typically applied to this class of problems, such as…
We formulate a canonical quantization of Equilibrium Thermodynamics by applying Dirac's theory of constrained systems. Thermodynamic variables are treated as conjugate pairs of coordinates and momenta, allowing extensive and intensive…
This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic…
A Feynman formula is a representation of a solution of an initial (or initial-boundary) value problem for an evolution equation (or, equivalently, a representation of the semigroup resolving the problem) by a limit of $n$-fold iterated…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the…
This paper provides a theoretical framework of deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and chemical reaction. Very general forms of the…
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…
This paper is the first in a series devoted to constructing stochastic motions for the two-dimensional $N$-body delta-Bose gas for all integers $N\geq 3$ and establishing the associated Feynman-Kac-type formulas; see [12,13,14] for the…
The Gaussian phase-space representation can be used to implement quantum dynamics for fermionic particles numerically. To improve numerical results, we explore the use of dynamical diffusion gauges in such implementations. This is achieved…
This paper focuses on providing the computation methods for the backward time tempered fractional Feynman-Kac equation, being one of the models recently proposed in [Wu, Deng, and Barkai, Phys. Rev. E, 84 (2016) 032151]. The discretization…
We propose a generalization of equations of quantum mechanics in the hydrodynamic form by introducing the terms taking into account the diffusion velocity at zero and finite temperatures and the density energy of diffusion pressure of the…
For distinguishable particles it is well known that Brownian motion and a Feynman-Kac functional can be used to calculate the path integral (for imaginary times) for a general class of scalar potentials. In order to treat identical…
The quantum mechanics description of a physical object stretched in space and stable in time from the relativistic space-time properties point of view, introduced in special theory of relativity, is considered and analysed. The mathematical…
The purpose of the present paper consists in proposing and discussing a double probabilistic representation for a porous media equation in the whole space perturbed by a multiplicative colored noise. For almost all random realizations…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…