Related papers: Feynman-Kac particle integration with geometric in…
We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps. Under reasonable assumptions, we establish the convergence of solutions to the…
Constructing a discrete model like a cellular automaton is a powerful method for understanding various dynamical systems. However, the relationship between the discrete model and its continuous analogue is, in general, nontrivial. As a…
Using the Feynman-Kac and Cameron-Martin-Girsanov formulas, we obtain a generalized integral fluctuation theorem (GIFT) for discrete jump processes by constructing a time-invariable inner product. The existing discrete IFTs can be derived…
We introduce a new discrete-time variational principle inspired by the quantum clock originally proposed by Feynman, and use it to write down quantum evolution as a ground state eigenvalue problem. The construction allows one to apply…
Andreka and her colleagues have described various geometrically inspired first-order theories of special and general relativity, while Szekely's PhD dissertation focuses on an intermediate logic of accelerated observers. In this paper we…
We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we…
In this paper we examine the numerical approximation of the limiting invariant measure associated with Feynman-Kac formulae. These are expressed in a discrete time formulation and are associated with a Markov chain and a potential function.…
We make use of matrix representations of completely positive maps in order to study open quantum dynamics on graphs, with emphasis on quantum walks and the associated trajectories obtained via a monitoring of the position. We discuss the…
The long-time dynamics of reaction-diffusion processes in low dimensions is dominated by fluctuation effects. The one-dimensional coagulation-diffusion process describes the kinetics of particles which freely hop between the sites of a…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
Functionals of a stochastic process Y(t) model many physical time-extensive observables, e.g. particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are…
This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…
This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…
The meaning of statistical experiments with single microsystems in quantum mechanics is discussed and a general model in the framework of non-relativistic quantum field theory is proposed, to describe both coherent and incoherent…
We analyze the relaxation dynamics of Feynman-Kac path integral kernel functions in terms of branching diffusion processes with killing. This sheds new light on the admissible path-wise description of the relaxation to equilibrium for…
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…
We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
Quantum dynamics on quasiperiodic geometries has recently gathered significant attention in ultra-cold atom experiments where non trivial localised phases have been observed. One such quasiperiodic model is the so called Fibonacci model. In…
We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…