Related papers: Conditional probabilities in multiplicative noise …

This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…

Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…

The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…

We consider the problem of estimating states and parameters in a model based on a system of coupled stochastic differential equations, based on noisy discrete-time data. Special attention is given to nonlinear dynamics and state-dependent…

The essence of the path integral method in quantum physics can be expressed in terms of two relations between unitary propagators, describing perturbations of the underlying system. They inherit the causal structure of the theory and its…

In this study, we analytically formulated the path integral representation of the conditional probabilities for non-Markovian kinetic processes in terms of the free energy of the thermodynamic system. We carry out analytically the…

A convenient way to calculate $N$-particle quantum partition functions is by confining the particles in a weak harmonic potential instead of using a finite box or periodic boundary conditions. There is, however, a slightly different…

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

We study the overdamped motion of a particle in a bistable potential subject to the action of a bichromatic force and additive noise, within the context of the vibrational resonance phenomenon. Under appropriate conditions, we obtain…

Quantum computing holds potential for accelerating the simulation of fluid dynamics. However, hardware noise in the noisy intermediate-scale quantum era significantly distorts simulation accuracy. Although error magnitudes are frequently…

We present a numerical path-integral iteration scheme for the low dimensional reduced density matrix of a time-dependent quantum dissipative system. Our approach simultaneously accounts for the combined action of a microscopically modelled…

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Approximation based on perturbation theory is the foundation for most of the quantitative predictions of quantum mechanics, whether in quantum many-body physics, chemistry, quantum field theory or other domains. Quantum computing provides…

Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…

We discuss the positional fluctuations of a quantum harmonic oscillator in a heat bath. Analytic expressions are given for the probability distribution functions of the oscillator position in general and limiting (classical and ground…

We use the path integral approach to a two-dimensional noncommutative harmonic oscillator to derive the partition function of the system at finite temperature. It is shown that the result based on the Lagrangian formulation of the problem,…

For a Markov and stationary stochastic process described by the well-known classical master equation, we introduce complex transition rates instead of real transition rates to study the pre-thermal oscillatory behaviour in complex…

A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…