Related papers: Probabilistic tractography, Path Integrals and the…
We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…
We study a deterministic method for particle transport in tissue in selected medical applications. Generalized Fokker-Planck (GFP) theory has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…
A grove is a spanning forest of a planar graph in which every component tree contains at least one of a special subset of vertices on the outer face called nodes. For the natural probability measure on groves, we compute various connection…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
Free scalar field theory on a flat spacetime can be cast into a generally covariant form known as parametrised field theory in which the action is a functional of the scalar field as well as the embedding variables which describe arbitrary,…
In recent years, a plethora of methods combining deep neural networks and partial differential equations have been developed. A widely known and popular example are physics-informed neural networks. They solve forward and inverse problems…
The aim of the presented research is to give a rigorous mathematical approach to Feynman path integrals based on strong (pathwise) approximations based on simple random walks.
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…
We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…
An exact solution is presented of the Fokker-Planck equation which governs the evolution of an ensemble of disordered metal wires of increasing length, in a magnetic field. By a mapping onto a free-fermion problem, the complete probability…
In this work, we propose a Path Integral Monte Carlo (PIMC) approach based on discretized continuous degrees of freedom and rejection-free Gibbs sampling. The ground state properties of a chain of planar rotors with dipole-dipole…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…
The path integral approach is used for the calculation of the correlation functions of the $XY$ Heisenberg chain. The obtained answers for the two-point correlators of the $XX$ magnet are of the determinantal form and are interpreted in…
Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…
An exact description of the statistical motion of active particles in three dimension is presented in the framework of a generalized diffusion equation. Such a generalization contemplates a non-local, in time and space, connecting (memory)…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We study path integrals in the Trotter-type form for the Schr\"odinger equation, where the Hamiltonian is the Weyl quantization of a real-valued quadratic form perturbed by a potential $V$ in a class encompassing that - considered by…
We investigate Wiener-transformable markets, where the driving process is given by an adapted transformation of a Wiener process. This includes processes with long memory, like fractional Brownian motion and related processes, and, in…