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The method of Feynman-Kac perturbation of quantum stochastic processes has a long pedigree, with the theory usually developed within the framework of processes on von Neumann algebras. In this work, the theory of operator spaces is…

Operator Algebras · Mathematics 2024-07-10 Alexander C. R. Belton , Stephen J. Wills

This paper consider the functional mechanics as one of modern approaches to a problem of the correspondence between classical mechanics and the statistical physics. Deviations from classical trajectories are calculated and evolution of the…

Statistical Mechanics · Physics 2013-05-20 Andrey Mikhailov

We derive a closed equation for the empirical concentration of colloidal particles in the presence of both hydrodynamic and direct interactions. The ensemble average of our functional Langevin equation reproduces known deterministic Dynamic…

Statistical Mechanics · Physics 2015-06-19 A. Donev , E. Vanden-Eijnden

Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…

Statistical Mechanics · Physics 2022-08-31 Leticia F. Cugliandolo , Vivien Lecomte , Frédéric Van Wijland

Of indisputable relevance for non-equilibrium thermodynamics, fluctuations theorems have been generalized to the framework of quantum thermodynamics, with the notion of work playing a key role in such contexts. The typical approach consists…

Quantum Physics · Physics 2023-06-28 Thales Augusto Barbosa Pinto Silva , Renato Moreira Angelo

The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…

Statistical Mechanics · Physics 2025-09-16 Théotim Berlioz , Olivier Bénichou , Aurélien Grabsch

Classical, self-consistent theory of statistical mechanics was developed for the thermodynamic and conservative Hamiltonian systems. Later there were many attempts (Sinai-Bowen-Ruelle's temperature, Tsallis' non-extensive theory) to apply…

Chaotic Dynamics · Physics 2008-05-06 S. G. Abaimov

A general formalism is developed for constructing modified Hamiltonian dynamical systems which preserve a canonical equilibrium distribution by adding a time evolution equation for a single additional thermostat variable. When such systems…

Statistical Mechanics · Physics 2015-12-09 John D. Ramshaw

We establish a version of the Feynman-Kac formula for the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We use the techniques of Malliavin calculus to prove that the process defined by the…

Probability · Mathematics 2010-12-10 Yaozhong Hu , David Nualart , Jian Song

We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.

Analysis of PDEs · Mathematics 2012-10-25 Erik Ekström , Svante Janson , Johan Tysk

We present a study of atom-wall interactions in non-relativistic quantum electrodynamics by functional integral methods. The Feynman-Kac path integral representation is generalized to the case when the particle interacts with a radiation…

Quantum Physics · Physics 2015-05-14 F. Cornu , Ph. A. Martin

Novel hidden thermodynamic structures have recently been uncovered during the investigation of nonequilibrium thermodynamics for multiscale stochastic processes. Here we reveal the martingale structure for a general thermodynamic functional…

Mathematical Physics · Physics 2021-08-18 Hao Ge , Chen Jia , Xiao Jin

Aging, the process of growing old or maturing, is one of the most widely seen natural phenomena in the world. For the stochastic processes, sometimes the influence of aging can not be ignored. For example, in this paper, by analyzing the…

Chemical Physics · Physics 2017-11-30 Wanli Wang , Weihua Deng

We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

At present there are two vastly different ab initio approaches to the description of the the many-body dynamics: the Density Functional Theory (DFT) and the functional integral (path integral) approaches. On one hand, if implemented…

Nuclear Theory · Physics 2014-11-20 Aurel Bulgac

We present the conceptual and technical background required to describe and understand the correlations and fluctuations of the empirical density and current of steady-state diffusion processes on all time scales -- observables central to…

Statistical Mechanics · Physics 2023-04-06 Cai Dieball , Aljaž Godec

Work statistics characterizes important features of a non-equilibrium thermodynamic process. But the calculation of the work statistics in an arbitrary non-equilibrium process is usually a cumbersome task. In this work, we study the work…

Statistical Mechanics · Physics 2020-03-18 Tian Qiu , Zhaoyu Fei , Rui Pan , H. T. Quan

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal

In this paper, a Feynman-Kac formula is established for stochastic partial differential equation driven by Gaussian noise which is, with respect to time, a fractional Brownian motion with Hurst parameter $H<1/2$. To establish such a…

Probability · Mathematics 2012-05-24 Yaozhong Hu , Fei Lu , David Nualart

Partition- and moment functions for a general (not necessarily Gaussian) functional measure that is perturbed by a Gibbs factor are calculated using generalized Feynman graphs. From the graphical calculus, a new notion of Wick ordering…

Mathematical Physics · Physics 2007-05-23 S. H. Djah , H. Gottschalk , H. Ouerdiane