Related papers: A Sharp First Order Analysis of Feynman-Kac Partic…
A survey is given on the present status of analytic calculation methods and the mathematical structures of zero- and single scale Feynman amplitudes which emerge in higher order perturbative calculations in the Standard Model of elementary…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
First-order Fermi acceleration process at a relativistic shock wave is investigated by means of Monte Carlo simulations involving numerical integration of particle equations of motion in a turbulent magnetic field near the shock. In…
This work develops further a probabilist approach to the asymptotic behavior of growth-fragmentation semigroups via the Feynman-Kac formula, which was introduced in a joint article with A.R. Watson [4]. Here, it is first shown that the…
Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…
First order Fermi acceleration at astrophysical shocks is often invoked as a mechanism for the generation of non-thermal particles. This mechanism is especially simple in the approximation that the accelerated particles behave like test…
As an enhanced version of existing results on Kac's propagation of chaos, which describes the convergence of mean-field particle systems to a system of independent McKean-Vlasov particles as the number of particles tends to infinity, we…
The paper is devoted to the construction of a probabilistic particle algorithm. This is related to nonlin-ear forward Feynman-Kac type equation, which represents the solution of a nonconservative semilinear parabolic Partial Differential…
Discerning chaos in quantum systems is an important problem as the usual route of Lyapunov exponents in classical systems is not straightforward in quantum systems. A standard route is the comparison of statistics derived from model…
First-order variational equations are widely used in N-body simulations to study how nearby trajectories diverge from one another. These allow for efficient and reliable determinations of chaos indicators such as the Maximal Lyapunov…
An extended first-principles molecular dynamics (FPMD) method based on Kohn-Sham scheme is proposed to elevate the temperature limit of the FPMD method in the calculation of dense plasmas. The extended method treats the wave functions of…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
A complex notion of backward stochastic differential equation (BSDE) is proposed in this paper to give a probabilistic interpretation for linear first order complex partial differential equation (PDE). By the uniqueness and existence of…
We study the convergence in $L^2$ of the time slicing approximation of Feynman path integrals under low regularity assumptions on the potential. Inspired by the custom in Physics and Chemistry, the approximate propagators considered here…
This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…
A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…
We derive the (matrix-valued) Feynman rules of the mass perturbation theory and use it for the resummation of the $n$-point functions with the help of the Dyson-Schwinger equations. We use these results for a short review of the complete…
We study the envelope approximation and its applicability to first-order phase transitions in the early universe. We demonstrate that the power laws seen in previous studies exist independently of the nucleation rate. We also compare the…
With the aid of simple examples we show how to make simple estimates of the sizes of higher-order Feynman graphs. Our methods enable appropriate values of renormalization and factorization scales to be made. They allow the diagnosis of the…
Multi-scale modeling of expanding plasmas is crucial for understanding the dynamics and evolution of various astrophysical plasma systems such as the solar and stellar winds. In this context, the Expanding Box Model (EBM) provides a…