Related papers: On the Feynman-Kac Formula
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
We continue our study of the doubled Hilbert space formalism of double-scaled SYK model initiated in [arXiv:2401.07403]. We show that the 1-particle Hilbert space introduced by Lin and Stanford in [arXiv:2307.15725] is related to the…
Feynman's path integrals in ordinary, p-adic and adelic quantum mechanics are considered. The corresponding probability amplitudes $ K(x^{"},t^{"};x',t')$ for two-dimensional systems with quadratic Lagrangians are evaluated analytically and…
We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…
Recently, with Mussardo we defined a quantum mechanical problem of a single particle scattering with impurities wherein the quantized energy levels $E_n (\sigma)$ are exactly equal to the zeros of the Riemann $\zeta (s)$ where $\sigma = \Re…
A Hamiltonian lattice formulation of lattice gauge theories opens the possibility for quantum simulations of the non-perturbative dynamics of QCD. By parametrizing the gauge invariant Hilbert space in terms of plaquette degrees of freedom,…
Following the procedure proposed recently by Martin and Brandenberger we investigate the spectrum of the cosmological perturbations in the case when the ``trans-Plackian'' dispersion relations are motivated by the quantum…
In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action…
Let $F(z)=z-H(z)$ with $o(H(z))\geq 2$ be a formal map from $\bC^n$ to $\bC^n$ and $G(z)$ the formal inverse of $F(z)$. In this paper, we fist study the deformation $F_t(z)=z-tH(z)$ and its formal inverse map $G_t(z)$. We then derive two…
A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…
Let $p(\cdot):\ \mathbb{R}^n\to(0,1]$ be a variable exponent function satisfying the globally log-H\"{o}lder continuous condition and $A$ a general expansive matrix on $\mathbb{R}^n$. Let $H_A^{p(\cdot)}(\mathbb{R}^n)$ be the variable…
It is the Hilbert's Fourth Problem to characterize the (not-necessarily-reversible) distance functions on a bounded convex domain in R^n such that straight lines are shortest paths. Distance functions induced by a Finsler metric are…
In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
Hamiltonian matrices appear in a variety or problems in physics and engineering, mostly related to the time evolution of linear dynamical systems as for instance in ion beam optics. The time evolution is given by symplectic transfer…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…
We develop the quantum inverse scattering method for the one-dimensional Hubbard model on the infinite line at zero density. This enables us to diagonalize the Hamiltonian algebraically. The eigenstates can be classified as scattering…
We introduce a natural generalization of the scattering equations, which connect the space of Mandelstam invariants to that of points on ${\mathbb{CP}^1}$, to higher-dimensional projective spaces $\mathbb{CP}^{k-1}$. The standard, $k=2$…
This document is a contribution to the proceedings of the MathemAmplitudes 2019 conference held in December 2019 in Padova, Italy. A key step in modern high energy physics scattering amplitudes computation is to express the latter in terms…