Related papers: Perfect discretization of path integrals
We study a higher-order surface finite element (SFEM) penalty-based discretization of the tangential surface Stokes problem. Several discrete formulations are investigated which are equivalent in the continuous setting. The impact of the…
The path integral formulation of quantum mechanics, i.e., the idea that the evolution of a quantum system is determined as a sum over all the possible trajectories that would take the system from the initial to its final state of its…
We propose a new integral based on Taylor measures, study its properties extensively, and we illustrate that it includes many concepts from mathematics as special cases. In particular, the new integral emerges as a generalization of the…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
We use the combinatorial harmonic map theory to study the isometric actions of discrete groups on Hadamard spaces. Given a finitely generated group acting by automorphisms, properly discontinuously and cofinitely on a simplicial complex and…
Using the generalized coherent states we argue that the path integral formulae for $SU(2)$ and $SU(1,1)$ (in the discrete series) are WKB exact,if the starting point is expressed as the trace of $e^{-iT\hat H}$ with $\hat H$ being given by…
Recent research on accelerated gradient methods of use in optimization has demonstrated that these methods can be derived as discretizations of dynamical systems. This, in turn, has provided a basis for more systematic investigations,…
This study develops a numerical scheme for path-dependent FBSDEs and PDEs. We introduce a Picard iteration method for solving path-dependent FBSDEs, prove its convergence to the true solution, and establish its rate of convergence. A key…
To ensure the discrete maximum principle or solution positivity in finite volume schemes, diffusive flux is sometimes discretized as a conical combination of finite differences. Such a combination may be impossible to construct along…
In this paper the Feynman path integral technique is applied to two-dimensional spaces of non-constant curvature: these spaces are called Darboux spaces $\DI$--$\DIV$. We start each consideration in terms of the metric and then analyze 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…
Two systems are homometric if they are indistinguishable by diffraction. We first make a distinction between Bragg and diffuse scattering homometry, and show that in the last case, coherent diffraction can allow the diffraction diagrams to…
Feynman path integrals are now a standard tool in quantum physics and their use in differential geometry leads to new mathematical insights. A logical treatment of quantum phenomena seems to require a sustained mathematical analysis of path…
To solve the path integral for quantum gravity, one needs to regularise the space-times that are summed over. This regularisation usually is a discretisation, which makes it necessary to give up some paradigms or symmetries of continuum…
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…
This paper suggests a framework for the learning of discretizations of expensive forward models in Bayesian inverse problems. The main idea is to incorporate the parameters governing the discretization as part of the unknown to be estimated…
Discrete delta functions define the limits of attainable spatial resolution for all imaging systems. Here we construct broad, multi-dimensional discrete functions that replicate closely the action of a Dirac delta function under aperiodic…
Low-variance gradient estimation is crucial for learning directed graphical models parameterized by neural networks, where the reparameterization trick is widely used for those with continuous variables. While this technique gives…
Due to the non-renormalizability of gravity, the perturbative expansion has sense, say, for its discrete simplicial (Regge calculus) version. A finite-difference form of gravity action has diffeomorphism symmetry at leading order over…
We show how to increase the order of one-dimensional discrete gradient numerical integrator without losing its advantages, such as exceptional stability, exact conservation of the energy integral and exact preservation of the trajectories…