Related papers: Construction of stochastic hybrid path integrals u…
The path optimization method, which is proposed to control the sign problem in quantum field theories with continuous degrees of freedom by machine learning, is applied to a spin model with discrete degrees of freedom. The path optimization…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose path integral formalism for a single variable stochastic dynamics, we…
We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…
We present the non-Markovian generalization of the widely used stochastic Schrodinger equation. Our result allows to describe open quantum systems in terms of stochastic state vectors rather than density operators, without approximation.…
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…
Stochastic systems are used to model a variety of phenomena in which noise plays an essential role. In these models, one potential goal is to determine if noise can induce transitions between states, and if so, to calculate the most…
In this paper, we study the problem of traffic management in highways facing stochastic perturbations. To model the macroscopic traffic flow under perturbations, we use cell-transmission model with Markovian capacities. The decision…
The development of emerging technologies in quantum optics demands accurate models that faithfully capture genuine quantum effects. Mature semiclassical approaches reach their limits when confronted with quantized electromagnetic fields,…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
Collective temporal organization in complex systems is commonly attributed to synchronization, resonance, or proximity to dynamical instabilities. Here we identify a distinct mechanism by which coherent, synchronization-like behavior can…
Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations…
The computational efficiency of stochastic simulation algorithms is notoriously limited by the kinetic trapping of the simulated trajectories within low energy basins. Here we present a new method that overcomes kinetic trapping while still…
We develop a stochastic formulation of the optimally-tuned range-separated hybrid density functional theory which enables significant reduction of the computational effort and scaling of the non-local exchange operator at the price of…
Mean-field molecular dynamics based on path integrals is used to approximate canonical quantum observables for particle systems consisting of nuclei and electrons. A computational bottleneck is the sampling from the Gibbs density of the…
Many processes in nature such as conformal changes in biomolecules and clusters of interacting particles, genetic switches, mechanical or electromechanical oscillators with added noise, and many others are modeled using stochastic…
This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…
We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…
Quantum systems of interest are typically coupled to several quantum channels (more generally environments). In this paper, we develop an exact stochastic Schr\"{o}dinger equation for an open quantum system coupled to a hybrid environment…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…