Related papers: A path integral approach to the Langevin equation
In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers…
We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin…
This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…
Recently the possibility of generating nonclassical polariton states by means of parametric scattering has been demonstrated. Excitonic polaritons propagate in a complex interacting environment and contain real electronic excitations…
We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…
Active Brownian motion commonly assumes spherical overdamped particles. However, self-propelled particles are often neither symmetric nor overdamped yet underlie random fluctuations from their surroundings. Active Brownian motion has…
We present a numerical path-integral iteration scheme for the low dimensional reduced density matrix of a time-dependent quantum dissipative system. Our approach simultaneously accounts for the combined action of a microscopically modelled…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
In this paper, a complete covariant quantization of generalized electrodynamics is shown through the path integral approach. To this goal, we first studied the hamiltonian structure of system following Dirac's methodology and, then, we…
We present the path integral representation of the generating function for classical exclusive particle systems. By introducing hard-core bosonic creation and annihilation operators and appropriate commutation relations, we construct the…
The exact solution of the Lindblad equation with a quadratic Hamiltonian and linear coupling operators was derived within the chord representation, that is, for the Fourier transform of the Wigner function, also known as the characteristic…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
The core of this article is a general theorem with a large number of specializations. Given a manifold $N$ and a finite number of one-parameter groups of point transformations on $N$ with generators $Y, X_{(1)}, \cdots, X_{(d)} $, we…
We study Langevin dynamics for recovering the planted signal in the spiked matrix model. We provide a "path-wise" characterization of the overlap between the output of the Langevin algorithm and the planted signal. This overlap is…
We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
The generalization of fractional Brownian motion in infinite-dimensional white and grey noise spaces has been recently carried over, following the Mandelbrot-Van Ness representation, through Riemann-Liouville type fractional operators. Our…
A system-size expansion method is incorporated into the Doi-Peliti formalism for stochastic chemical kinetics. The basic idea of the incorporation is to introduce a new decomposition of unity associated with a so-called Cole-Hopf…
Feynman's path integral approach is studied in the framework of the Wigner-Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which…