Related papers: On Lock-down Control of a Pandemic Model
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…
A general and rigorous methodology to compute the quantum equilibrium isotope effect is described. Unlike standard approaches, ours does not assume separability of rotational and vibrational motions and does not make the harmonic…
We propose a natural, parameter-free, discrete-variable formulation of Feynman path integrals. We show that for discrete-variable quantum systems, Feynman path integrals take the form of walks on the graph whose weighted adjacency matrix is…
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…
We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…
Path integrals developed by Richard Feynman have been an important tool in Physics in studying quantum field theory. In mathematics, it has also been widely used in providing formal proofs in the study of Index theorem and asymptotic…
Input-output theory is a well-known tool in quantum optics and ubiquitous in the description of quantum systems probed by light. Owing to the generality of the setup it describes, the theory finds application in a wide variety of…
We to define a Path Integral in Lorentzian time by restricting the relevant domain of integration on $C([0,1],M)$ over a Riemannian configuration manifold $(M,g)$ and considering the dynamics of a particle evolving between to fixed…
We study linear-quadratic stochastic optimal control problems with bilinear state dependence for which the underlying stochastic differential equation (SDE) consists of slow and fast degrees of freedom. We show that, in the same way in…
Stochastic hybrid systems involve the coupling between discrete and continuous stochastic processes. They are finding increasing applications in cell biology, ranging from modeling promoter noise in gene networks to analyzing the effects of…
We give background material and some details of calculations for two recent papers [1,2] where we derived a path integral representation of the transition element for supersymmetric and nonsupersymmetric nonlinear sigma models in one…
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…
The overcompleteness of the coherent states basis leads to a multiplicity of representations of Feynman's path integral. These different representations, although equivalent quantum mechanically, lead to different semiclassical limits. Two…
The solution to a stochastic optimal control problem can be determined by computing the value function from a discretization of the associated Hamilton-Jacobi-Bellman equation. Alternatively, the problem can be reformulated in terms of a…
The alternative dynamics of loop quantum cosmology is examined by the path integral formulation. We consider the spatially flat FRW models with a massless scalar field, where the alternative quantization inherit more features from full loop…
This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…
We study a stochastic optimal control problem with the state constrained to a smooth, compact domain. The control influences both the drift and a possibly degenerate, control-dependent dispersion matrix, leading to a fully nonlinear,…
In this article, two methods for solving mean-field type optimal control problems are proposed and investigated. The two methods are iterative methods: at each iteration, a Hamilton-Jacobi-Bellman equation is solved, for a terminal…
The spread of COVID-19 has been thwarted in most countries through non-pharmaceutical interventions. In particular, the most effective measures in this direction have been the stay-at-home and closure strategies of businesses and schools.…
Path integral-based simulation methodologies play a crucial role for the investigation of nuclear quantum effects by means of computer simulations. However, these techniques are significantly more demanding than corresponding classical…