Related papers: Path integral methods for the dynamics of stochast…
We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by $\alpha$-stable processes, which are used to estimate the effect that the fast…
This paper extends our previous work~(Szumi\'nski and Maciejewski, 2024), where we explored the dynamics and integrability of the double-spring pendulum. Here, we investigate the variable-length double pendulum, a three-degree-of-freedom…
The dynamics of spin-boson systems at very low temperatures has been studied using a real-time path-integral simulation technique which combines a stochastic Monte Carlo sampling over the quantum fluctuations with an exact treatment of the…
We derive and study two different formalisms used for non-equilibrium processes: The coherent-state path integral, and an effective, coarse-grained stochastic equation of motion. We first study the coherent-state path integral and the…
A recently proposed method for computer simulations in the isothermal-isobaric (NPT) ensemble, based on Langevin-type equations of motion for the particle coordinates and the ``piston'' degree of freedom, is re-derived by straightforward…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
We present a study of the influence of different types of disorder on systems in the Ising universality class by employing both a dynamical field theory approach and extensive Monte Carlo simulations. We reproduce some well known results…
The analytical description of the dynamics in models with discrete variables (e.g. Ising spins) is a notoriously difficult problem, that can be tackled only under some approximation. Recently a novel variational approach to solve the…
We study numerically the coarsening dynamics of the Ising model on a regular lattice with random bonds and on deterministic fractal substrates. We propose a unifying interpretation of the phase-ordering processes based on two classes of…
We introduce a new analytical method, which allows to find out chaotic dynamics in non-smooth dynamical systems. A simple mechanical system consisting of a mass and a dry friction element is considered as an example. The corresponding…
Consistent dynamics which couples classical and quantum degrees of freedom exists. This dynamics is linear in the hybrid state, completely positive and trace preserving. Starting from completely positive classical-quantum master equations,…
These notes attempt a self-contained introduction into statistical field theory applied to neural networks of rate units and binary spins. The presentation consists of three parts: First, the introduction of fundamental notions of…
We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
A path integral method, combined with atomistic spin dynamics simulations, has been developed to calculate thermal quantum expectation values using a classical approach. In this study, we show how to treat Hamiltonians with non-linear…
We analyze networked heterogeneous nonlinear systems, with diffusive coupling and interconnected over a generic static directed graph. Due to the network's hetereogeneity, complete synchronization is impossible, in general, but an emergent…
We studied the dynamic response and stochastic resonance of kinetic Ising spin system (ISS), subject to the joint external field of weak sinusoidal modulation and stochastic white-noise, through solving the mean-field equation of motion…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…