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In the path integral formulation of the partition function of quantum spin models, most current treatments employ the so-called static approximation to simplify the process of summing over all possible paths. Although sufficient for…

Statistical Mechanics · Physics 2018-02-27 Yang Wei Koh

Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…

Numerical Analysis · Mathematics 2020-02-07 Michael Kraus , Tomasz M. Tyranowski

In this work we develop a stochastic algorithm to integrate the Cahn-Hilliard equations. The algorithm is based on Gillespie's stochastic simulation algorithm, also known as kinetic Monte Carlo. The deterministic integration of the phase…

Statistical Mechanics · Physics 2024-02-14 Qianran Yu , Nicholas Julian , Jaime Marian , Enrique Martinez

We address the role of noise and the issue of efficient computation in stochastic optimal control problems. We consider a class of non-linear control problems that can be formulated as a path integral and where the noise plays the role of…

Computational Physics · Physics 2009-11-10 H. J. Kappen

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations -- such as performing a change of the integration path -- one would like to carry out in…

Statistical Mechanics · Physics 2023-04-21 Thibaut Arnoulx de Pirey , Leticia F. Cugliandolo , Vivien Lecomte , Frédéric van Wijland

Interacting spin-boson models encompass a large class of physical systems, spanning models with a single spin interacting with a bosonic bath -- a paradigm of quantum impurity problems -- to models with many spins interacting with a cavity…

Quantum Physics · Physics 2023-09-22 Naushad A. Kamar , Mohammad Maghrebi

Safe path planning is a crucial component in autonomous robotics. The many approaches to find a collision free path can be categorically divided into trajectory optimisers and sampling-based methods. When planning using occupancy maps, the…

Robotics · Computer Science 2017-03-02 Gilad Francis , Lionel Ott , Fabio Ramos

In this thesis we consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing the height of the two barriers, one…

Probability · Mathematics 2018-03-06 Tommy Liu

The perturbation theory of operator semigroups is used to derive response formulas for a variety of combinations of acting forcings and reference background dynamics. In the case of background stochastic dynamics, we decompose the response…

Chaotic Dynamics · Physics 2022-11-23 Manuel Santos Gutiérrez , Valerio Lucarini

We consider the evolution of a quantum simple harmonic oscillator in a general Gaussian state under simultaneous time-continuous weak position and momentum measurements. We deduce the stochastic evolution equations for position and momentum…

Quantum Physics · Physics 2022-03-16 Tathagata Karmakar , Philippe Lewalle , Andrew N. Jordan

Planning safe paths is a major building block in robot autonomy. It has been an active field of research for several decades, with a plethora of planning methods. Planners can be generally categorised as either trajectory optimisers or…

Robotics · Computer Science 2017-05-18 Gilad Francis , Lionel Ott , Fabio Ramos

Stochastic neurons and hard non-linearities can be useful for a number of reasons in deep learning models, but in many cases they pose a challenging problem: how to estimate the gradient of a loss function with respect to the input of such…

Machine Learning · Computer Science 2013-08-16 Yoshua Bengio , Nicholas Léonard , Aaron Courville

This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…

Dynamical Systems · Mathematics 2026-05-27 Jianyu Chen , Ting Gao , Galina Strelkova , Jinqiao Duan

This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi

We study the effect of local unitary noise on the entanglement evolution of a two-qubit system subject to local monitoring and inter-qubit coupling. We construct a stochastic Hamiltonian by incorporating the noise into the…

Quantum Physics · Physics 2024-03-14 Dominic Shea , Alessandro Romito

We study rare transitions in Markovian open quantum systems driven with Gaussian noise, applying transition path and interface sampling methods to trajectories generated by stochastic Schr\"odinger dynamics. Interface and path sampling…

Quantum Physics · Physics 2025-05-09 Robson Christie , Peter G. Bolhuis , David T. Limmer

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…

Data Analysis, Statistics and Probability · Physics 2020-04-02 L. T. Giorgini , S. H. Lim , W. Moon , J. S. Wettlaufer

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

We investigate efficiency of a gauge-covariant neural network and an approximation of the Jacobian in optimizing the complexified integration path toward evading the sign problem in lattice field theories. For the construction of the…

High Energy Physics - Lattice · Physics 2023-03-08 Yusuke Namekawa , Kouji Kashiwa , Hidefumi Matsuda , Akira Ohnishi , Hayato Takase