Related papers: A path integral approach to the Langevin equation
Intrinsic fluctuations around the solution of the lattice Boltzmann equation are described or modeled by addition of a white Gaussian noise source. For stationary states a fluctuation-dissipation theorem relates the variance of the…
A theoretical model is introduced for constructing the vibrational Hamiltonian of Hydrogen-like atoms (HLA). The Hamiltonian is then used to derive the vibrational motion equations of HLA in Heisenberg picture. The Langevin equation will…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
We present two path decompositions of Markov chains (with general state space) by means of harmonic functions, which are dual to each other. They can be seen as a generalization of Williams' decomposition of a Brownian motion with drift.…
In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…
The phase diffusion in a self-sustained oscillator, which produces oscillator's spectral linewidth, is inherently governed by a nonlinear Langevin equation. Over past 40 years, the equation has been treated with linear approximation,…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
We give here a covariant definition of the path integral formalism for the Lagrangian, which leaves a freedom to choose anyone of many possible quantum systems that correspond to the same classical limit without adding new potential terms…
A calculation is presented that shows that Feynman's path integral implies Ostrogradsky's Hamiltonian for nonsingular Lagrangians with second derivatives. The procedure employs the stationary phase approximation to obtain the limiting…
The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…
We have numerically solved the Heisenberg-Langevin equations describing the propagation of quantized fields through an optically thick sample of atoms. Two orthogonal polarization components are considered for the field and the complete…
We develop a Lagrangian approach based on the influence functional method so as to derive self-consistently the Langevin equation for the inflaton field in the presence of trapping points along the inflaton trajectory. The Langevin equation…
A free non-relativistic particle moving in two dimensions on a half-plane can be described by self-adjoint Hamiltonians characterized by boundary conditions imposed on the systems. The most general boundary condition is parameterized in…
We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…
Let $W_t$ be a standard Brownian motion. It is well-known that the Langevin equation $d U_t = -\theta U_td t + d W_t$ defines a stationary process called Ornstein-Uhlenbeck process. Furthermore, Langevin equation can be used to construct…
In the extended Lagrange formalism of classical point dynamics, the system's dynamics is parametrized along a system evolution parameter $s$, and the physical time $t$ is treated as a \emph{dependent} variable $t(s)$ on equal footing with…
A time-discrete approach avoids the assumption of an 'integration sense'. New path increments (in a short time step) are complete in the order of that step, and not Gaussian distributed when the noise is multiplicative; this eliminates an…
We study the statistics of random functionals $\mathcal{Z}=\int_{0}^{\mathcal{T}}[x(t)]^{\gamma-2}dt$, where $x(t)$ is the trajectory of a one-dimensional Brownian motion with diffusion constant $D$ under the effect of a logarithmic…
A supersymmetric path integral representation is developed for stochastic processes whose Langevin equation contains any number N of time derivatives, thus generalizing the Langevin equation with inertia studied by Kramers, where N=2. The…
We discuss problems of functional integral formalisms in a constrained fermionic Fock space. A functional integral is set up for the Hubbard model using generalized coherent states which lie either in the constrained or in the full Fock…