Related papers: Feynman-Kac particle integration with geometric in…
In computational system biology, the mesoscopic model of reaction-diffusion kinetics is described by a continuous time, discrete space Markov process. To simulate diffusion stochastically, the jump coefficients are obtained by a…
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…
In the first part of the paper we provide a survey of recent results concerning the problem of pointwise convergence of integral kernels in Feynman path integral, obtained by means of time-frequency analysis techniques. We then focus on…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
We first use the quantum method to replicate the well-known results of a single atom relaxing, whilst demonstrating the intuitive picture it provides for dissipative dynamics. By use of individual "quantum trajectories", the method allows…
We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of paths rather than a nuclear sequence space. We also consider…
We establish a link between metastability and a discrete time-crystalline phase in a periodically driven open quantum system. The mechanism we highlight requires neither the system to display any microscopic symmetry nor the presence of…
Discrete control systems, as considered here, refer to the control theory of discrete-time Lagrangian or Hamiltonian systems. These discrete-time models are based on a discrete variational principle, and are part of the broader field of…
In this paper, we present a novel Feynman-Kac formula and investigate learning-based methods for approximating general nonlinear time-dependent Schr\"odinger equations which may be high-dimensional. Our formulation integrates both the…
We develop an asynchronous event-driven First-Passage Kinetic Monte Carlo (FPKMC) algorithm for continuous time and space systems involving multiple diffusing and reacting species of spherical particles in two and three dimensions. The…
To obtain explicit understanding of the behavior of dynamical systems, geometrical methods and slow-fast analysis have proved to be highly useful. Such methods are standard for smooth dynamical systems, and increasingly used for continuous,…
In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…
Particle-wall interactions play a crucially important role in various applications such as microfluidic devices for cell sorting, particle separation, entire class of hydrodynamic filtration and its derivatives, etc. Yet, accurate…
We explicitly connect (discrete-time) quantum walks on Z with a four-state Markov additive process via a Feynman-type formula (2.5). Using this representation, we derive a relation between the spectral decomposition of the Markov additive…
Relying on Feynman-Kac path-integral methodology, we present a new statistical perspective on wave single-scattering by complex three-dimensional objects. The approach is implemented on three models -- Schiff approximation, Born…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schroedinger equation or complex wavefunctions. Unlike the standard…
Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…
We provide a mathematical study of the modified Diffusion Monte Carlo (DMC) algorithm introduced in the companion article \cite{DMC}. DMC is a simulation technique that uses branching particle systems to represent expectations associated…
Starting from the geometric description of quantum systems, we propose a novel approach to time-independet dissipative quantum processes according to which the energy is dissipated but the coherence of the states is preserved. Our proposal…
One-dimensional reaction-diffusion systems are mapped through a similarity transformation onto integrable (and a priori non-stochastic) quantum chains. Time-dependent properties of these chemical models can then be found exactly. The…