Related papers: Path Integral Methods for Stochastic Differential …
We study conformations of the Gaussian polymer chains in d-dimensional space in the presence of an external field with the harmonic potential. We apply a path integral approach to derive an explicit expression for the probability…
We use path integrals to calculate perturbative corrections to the correlation function of a particle under the action of nonlinear optical tweezers, both in the overdamped and underdamped regimes. In both cases, it is found that to leading…
Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…
We develop the rough path counterpart of It\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\^o / forward) stochastic differential equations treatable…
In this work we develop an alternative approach for solution of Quantum Trajectories using the Path Integral method. The state-of-the-art technique in the field is to solve a set of non-linear, coupled partial differential equations (PDEs)…
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…
A path integral formalism has been proposed recently for non-equilibrium statistical physics applications by the author. In this contribution we outline an efficient method for its numerical evaluation. The method used is based on the…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
We study the application of the coherent-state path integral as a numerical tool for wave-packet propagation. The numerical evaluation of path integrals is reduced to a matrix-vector multiplication scheme. Together with a split-operator…
Representation of the elastic scattering amplitude in the form of the path integral is obtained using the stationary Schroedinger equation. A few methods of evaluation of path integrals for large coupling constants are formulated. The…
Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…
This essay explores the meaning of stochastic differential equations and stochastic integrals. It sets these subjects in a context of Riemann-Stieltjes integration. It is intended as a comment or supplement to \cite{MTRV}.
The worldline method is a powerful numerical path-integral framework for computing Casimir and Casimir-Polder energies. An important challenge arises when one desires derivatives of path-integral quantities--standard finite-difference…
The stochastization of the Jacobi second equality of classical mechanics, by Gaussian white noises for the Lagrangian of a particle in an arbitrary field is considered. The quantum mechanical Hamilton operator similar to that in Euclidian…
Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…
The aim of this work is to give an overview of the recent developments in the area of statistical inference for parabolic stochastic partial differential equations. Significant part of the paper is devoted to the spectral approach, which is…
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…
I discuss the use of path integrals to study strong-interaction physics from first principles. The underlying theory is cast into path integrals which are evaluated numerically using Monte Carlo methods on a space-time lattice. Examples are…
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…
Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a…