Related papers: Normalized Gaussian Path Integrals
The concepts of phase space Feynman integrals in White Noise Analysis are established. As an example the harmonic oscillator is treated. The approach perfectly reproduces the right physics. I.e., solutions to the Schr\"odinger equation are…
We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…
In this work, we generalise Gelfand-Yaglom-type methods in the vector case for the computation of Gaussian path integrals. The extension we propose allows to consider general second variation operators subject to different boundary…
The local, uncorrelated multiplicative noises driving a second-order, purely noise-induced, ordering phase transition (NIPT) were assumed to be Gaussian and white in the model of [Phys. Rev. Lett. \textbf{73}, 3395 (1994)]. The potential…
These lectures are intended as an introduction to the technique of path integrals and their applications in physics. The audience is mainly first-year graduate students, and it is assumed that the reader has a good foundation in quantum…
We demonstrate how path integrals often used in problems of theoretical physics can be adapted to provide a machinery for performing Bayesian inference in function spaces. Such inference comes about naturally in the study of inverse…
We consider the quantum creation of a closed universe within the Euclidean path-integral formalism. An analytical expression for the tunneling probability is derived, including both the exponential suppression and the exact Gaussian…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…
Quantum polarization is investigated by means of a trajectory picture based on the Bohmian formulation of quantum mechanics. Relevant examples of classical-like two-mode field states are thus examined, namely Glauber and SU(2) coherent…
We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases…
This paper is concerned with transition paths within the framework of the overdamped Langevin dynamics model of chemical reactions. We aim to give an efficient description of typical transition paths in the small temperature regime. We…
The probability current is a vital quantity in the Fokker-Planck description of stochastic processes. It characterizes non-equilibrium stationary states and appears in linear response calculations. We recover and review the probability…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We investigate the transition from quantum to classical mechanics using a one-dimensional free particle model. In the classical analysis, we consider the initial positions and velocities of the particle drawn from Gaussian distributions.…
We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algebras is developed here from the point of view of quantum…
We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics where the number of individuals goes to infinity with possibly…