Related papers: A Sharp First Order Analysis of Feynman-Kac Partic…
We prove the existence of a 1/N expansion to all orders in beta matrix models with a confining, off-critical potential corresponding to an equilibrium measure with a connected support. Thus, the coefficients of the expansion can be obtained…
We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical measure. This extends the recent works of Lacker [14] and…
This is a simple mathematical introduction into Feynman diagram technique, which is a standard physical tool to write perturbative expansions of path integrals near a critical point of the action. I start from a rigorous treatment of a…
This paper investigates the importance of radiative corrections for first-order phase transitions, with particular focus on the bubble-nucleation rate. All calculations are done with a strict power-counting, and observables are consistently…
We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing…
Within the non-perturbative 1/N expansion, we discuss numerical methods for calculating multi-loop Feynman graph needed to derive physical scattering amplitudes. We apply higher order 1/N methods to the scalar sector of the standard model,…
In this paper, we introduce a natively positive approximation method based on the Feynman-Kac representation using random walks, to approximate the solution to the one-dimensional parabolic Anderson model of Skorokhod type, with either a…
We consider a system of $N$ Brownian particles, with or without inertia, interacting in the mean-field regime via a weak, smooth, long-range potential, and starting initially from an arbitrary exchangeable $N$-particle distribution. In this…
A forward model of matter and biased tracers at arbitrary order in Lagrangian perturbation theory (LPT) is presented. The forward model contains the complete LPT displacement field at any given order in perturbations, as well as all…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
The theory of first order Fermi acceleration at shocks assumes that particles diffuse due to scattering off slow-moving magnetic irregularities. However, cosmic rays are closely tied to magnetic field lines, and the transport process,…
The uniform asymptotic approximation method provides a powerful, systematically-improved, and error-controlled approach to construct accurate analytical approximate solutions of mode functions of perturbations of the…
We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the ($k$-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in…
We consider a particle system in 1D, interacting via repulsive or attractive Coulomb forces. We prove the trajectorial propagation of molecular chaos towards a nonlinear SDE associated to the Vlasov-Poisson-Fokker-Planck equation. We obtain…
We present some techniques which have been developed recently or in the recent past to compute Feynman graphs beyond one-loop order. These techniques are useful to compute the three-loop splitting functions in QCD and to obtain the complete…
A novel approximation method in studying the perihelion precession and planetary orbits in general relativity is to use geodesic deviation equations of first and high-orders, proposed by Kerner et.al. Using higher-order geodesic deviation…
Several particle algorithms admit a Feynman-Kac representation such that the potential function may be expressed as a recursive function which depends on the complete state trajectory. An important example is the mixture Kalman filter, but…
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…
Simulating quantum dynamics beyond the reach of classical computers is one of the main envisioned applications of quantum computers. The most promising quantum algorithms to this end in the near-term are the simplest, which use the Trotter…
The first and second order form of gauge theories are classically equivalent; we consider the consequence of quantizing the first order form using the Faddeev-Popov approach. Both the Yang-Mills and the Einstein-Hilbert actions are…