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On contrary to the customary thought, the well-known ``lemma'' that the distribution function of a collisionless Boltzmann gas keeps invariant along a molecule's path represents not the strength but the weakness of the standard theory. One…

Data Analysis, Statistics and Probability · Physics 2007-05-23 C. Y. Chen

We have recently studied a simplified version of the path integral for a particle on a sphere, and more generally on maximally symmetric spaces, and proved that Riemann normal coordinates allow the use of a quadratic kinetic term in the…

High Energy Physics - Theory · Physics 2017-12-06 Fiorenzo Bastianelli , Olindo Corradini

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…

Pattern Formation and Solitons · Physics 2007-08-20 Tobias Schaefer Richard O. Moore

We observe that gradients computed via the reparameterization trick are in direct correspondence with solutions of the transport equation in the formalism of optimal transport. We use this perspective to compute (approximate) pathwise…

Machine Learning · Statistics 2018-07-06 Martin Jankowiak , Fritz Obermeyer

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…

Mathematical Physics · Physics 2015-10-23 Richard Kleeman

In numerical studies of diffusive dynamics, two different action functionals are often used to specify the probability distribution of trajectories, one of which requiring the evaluation of the second derivative of the potential in addition…

Statistical Mechanics · Physics 2008-10-28 Artur B. Adib

We theoretically determine the probability distribution function of the net field of the random planar structure of dipoles which represent polarized particles. At small surface concentrations c of the point dipoles this distribution is…

Statistical Mechanics · Physics 2012-05-04 Andrey V. Panov

The worldline method is a powerful numerical path-integral framework for computing Casimir and Casimir-Polder energies. An important challenge arises when one desires derivatives of path-integral quantities--standard finite-difference…

Quantum Physics · Physics 2024-07-16 Jonathan B. Mackrory , He Zheng , Daniel A. Steck

The scattering theory of quantum transport relates transport properties of disordered mesoscopic conductors to their transfer matrix $\bbox{T}$. We introduce a novel approach to the statistics of transport quantities which expresses the…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 D. Endesfelder

In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate Gaussian random vectors to the context of Gaussian mixture…

Optimization and Control · Mathematics 2024-11-06 Gonzalo Contador , Pedro Pérez-Aros , Emilio Vilches

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…

Statistical Mechanics · Physics 2017-04-04 Markus F. Weber , Erwin Frey

This paper presents a new approach for the optimization of GARCH parameters estimation. Firstly, we propose a method for the localization of the maximum. Thereafter, using the methods of least squares, we make a local approximation for the…

Computation · Statistics 2017-03-14 Yakoub Boularouk , Nasr-eddine Hamri

We have developed a proper path integral formalism consistent with the deformed version of the quantum mechanics which contains a maximum observable length scale at the order of the Cosmological particle horizon, existing in cosmology.…

High Energy Physics - Theory · Physics 2022-09-28 Souvik Pramanik

p-Adic generalization of the Feynman path integrals in quantum mechanics is considered. The probability amplitude for a particle in a constant field is calculated. Path integrals over p-adic space have the same form as those over R.

Mathematical Physics · Physics 2007-05-23 Goran S. Djordjevic , Branko Dragovich

In this paper we study the shape characteristics of a polymer chain in a good solvent using a mesoscopic level of modelling. The dissipative particle dynamics simulations are performed in the $3D$ space at a range of chain lengths $N$. The…

Soft Condensed Matter · Physics 2016-11-24 Ostap Kalyuzhnyi , Jaroslav Ilnytskyi , Yurij Holovatch , Christian von Ferber

The Feynman path integral in p-adic quantum mechanics is considered. The probability amplitude ${\cal K}_p (x^{\prime\prime},t^{\prime\prime}; x^\prime,t^\prime)$ for one-dimensional systems with quadratic actions is calculated in an exact…

Mathematical Physics · Physics 2009-10-31 G. S. Djordjevic , B. Dragovich

Randomly sampling an acyclic orientation on the complete bipartite graph $K_{n,k}$ with parts of size $n$ and $k$, we investigate the length of the longest path. We provide a probability generating function for the distribution of the…

Combinatorics · Mathematics 2024-08-26 Jessica Khera , Erik Lundberg

We consider a model of 2D gravity with the action quadratic in curvature and represent path integrals as integrals over the SL(2, R) invariant Gaussian functional measure. We reduce these path integrals to the products of Wiener path…

High Energy Physics - Theory · Physics 2022-12-21 Vladimir V. Belokurov , Evgeniy T. Shavgulidze

We study distribution functions (DF) of mesoscopic hopping conductance numerically by searching for the shortest path. We have found that the distributions obtained by choosing randomly the chemical potentials (for a fixed impurity…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Liqun He , Eugene Kogan , Dawei Luo

We derive two path integral estimators for the derivative of the quantum mechanical potential of mean force (PMF), which may be numerically integrated to yield the PMF. For the first estimator, we perform the differentiation on the exact…

Chemical Physics · Physics 2021-10-08 Dmitri Iouchtchenko , Kevin P. Bishop , Pierre-Nicholas Roy