Related papers: Path integral methods for the dynamics of stochast…
We study a dissipative Langevin dynamics in the path integral formulation using the Martin-Siggia-Rose formalism. The effective action is supersymmetric and we identify the supercharges. In addition we study the transformations generated by…
We study the dynamics of bond-disordered Ising spin systems on random graphs with finite connectivity, using generating functional analysis. Rather than disorder-averaged correlation and response functions (as for fully connected systems),…
Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…
Stochastic hybrid systems involve a coupling between a discrete Markov chain and a continuous stochastic process. If the latter evolves deterministically between jumps in the discrete state, then the system reduces to a piecewise…
We study the stochastic parallel dynamics of Ising spin systems defined on finitely connected directed random graphs with arbitrary degree distributions, using generating functional analysis. For fully asymmetric graphs the dynamics of the…
The theory of large random matrices has proved an invaluable tool for the study of systems with disordered interactions in many quite disparate research areas. Widely applicable results, such as the celebrated elliptic law for dense random…
Neural networks of the brain form one of the most complex systems we know. Many qualitative features of the emerging collective phenomena, such as correlated activity, stability, response to inputs, chaotic and regular behavior, can,…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
The dynamics of biological systems, from proteins to cells to organisms, is complex and stochastic. To decipher their physical laws, we need to bridge between experimental observations and theoretical modeling. Thanks to progress in…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
Quenched randomness can lead to robust non-equilibrium phases of matter in periodically driven (Floquet) systems. Analyzing transitions between such dynamical phases requires a method capable of treating the twin complexities of disorder…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
We aim at an understanding of the dynamical properties of a periodically driven damped harmonic oscillator coupled to a Random Field Ising Model (RFIM) at zero temperature, which is capable to show complex hysteresis. The system is a…
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…
Numerical simulations of fast remagnetization processes using the stochastic dynamics are widely used to study various magnetic systems. In this paper we first address several crucial methodological problems of such simulations: (i) the…
Spin-dynamics techniques can now be used to study the deterministic time-dependent behavior of magnetic systems containing over 10^5 spins with quite good accuracy. This approach will be introduced, including the theoretical foundations of…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
Ising models, and the physical systems described by them, play a central role in generating entangled states for use in quantum metrology and quantum information. In particular, ultracold atomic gases, trapped ion systems, and Rydberg atoms…
The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…