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Related papers: The Contour integral method for Feynman-Kac equati…

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We present a new formula for the coaction of a large class of integrals. When applied to one-loop (cut) Feynman integrals, it can be given a diagrammatic representation purely in terms of pinches and cuts of the edges of the graph. The…

High Energy Physics - Theory · Physics 2018-03-16 Samuel Abreu , Ruth Britto , Claude Duhr , Einan Gardi

We reexamine basic aspects of a nonequilibrium steady state in the Kondo problem for a quantum dot under a bias voltage using a reduced density matrix, which is obtained in the Fock space by integrating out one of the two conduction…

Strongly Correlated Electrons · Physics 2015-06-25 Akira Oguri

This is the first paper in a series that deals with solar-physics applications of the equation-of-state formalism based on the formulation of the so-called "Feynman-Kac (FK) representation". Here, the FK equation of state is presented and…

Astrophysics · Physics 2009-08-07 Asher Perez , Katie Mussack , Werner Dappen , Dan Mao

A path integral Monte Carlo method (PIMC) based on Feynman-Kac formula for mixed boundary conditions of elliptic equations is proposed to solve the forward problem of electrical impedance tomography (EIT) on the boundary to obtain…

Numerical Analysis · Mathematics 2019-08-01 Yijing Zhou , Wei Cai

In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action…

Pricing of Securities · Quantitative Finance 2013-11-28 Peng Zhang

We study a two-loop four-point function with one internal mass. This Feynman integral is one of the simplest Feynman integrals depending on two elliptic curves. We transform the associated differential equation into an $\varepsilon$-form.…

High Energy Physics - Theory · Physics 2022-08-10 Hildegard Müller , Stefan Weinzierl

This article provides a new theory for the analysis of forward and backward particle approximations of Feynman-Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation are required…

Statistics Theory · Mathematics 2014-11-17 Hock Peng Chan , Pierre Del Moral , Ajay Jasra

We discuss a progress in calculations of Feynman integrals based on the Gegenbauer Polynomial Technique and the Differential Equation Method. We demonstrate the results for a class of two-point two-loop diagrams and the evaluation of most…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. V. Kotikov

In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and…

Numerical Analysis · Mathematics 2020-06-23 Jing Sun , Daxin Nie , Weihua Deng

A comprehensive study is performed of general massive, scalar, two-loop Feynman diagrams with three external legs. Algorithms for their numerical evaluation are introduced and discussed, numerical results are shown for all different…

High Energy Physics - Phenomenology · Physics 2009-11-10 A. Ferroglia , G. Passarino , M. Passera , S. Uccirati

Preparation of a non-classically correlated state is the first step of any quantum-enhanced interferometric protocol. An efficient method is the one-axis twisting, which entangles a collection of initially uncorrelated particles by means of…

Quantum Physics · Physics 2015-10-28 K. Gietka , P. Szankowski , T. Wasak , J. Chwedenczuk

We review in a pedagogical way the method of differential equations for the evaluation of D-dimensionally regulated Feynman integrals. After dealing with the general features of the technique, we discuss its application in the context of…

High Energy Physics - Phenomenology · Physics 2008-11-26 Mario Argeri , Pierpaolo Mastrolia

Richard Feynman's method of path integrals is based on the fundamental assumption that a system starting at a point A and arriving at a point B takes all possible paths from A to B, with each path contributing its own (complex) probability…

Quantum Physics · Physics 2022-10-06 Masud Mansuripur

The contour integrals, occurring in the arbitrary-order phase-integral quantization conditions given in a previous paper, are in the first- and third-order approximations expressed in terms of complete elliptic integrals in the case that…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 N. Athavan , N. Fröman , M. Lakshmanan

Contour integrals of rational functions over ${\cal M}_{0,n}$, the moduli space of $n$-punctured spheres, have recently appeared at the core of the tree-level S-matrix of massless particles in arbitrary dimensions. The contour is determined…

High Energy Physics - Theory · Physics 2016-05-25 Freddy Cachazo , Humberto Gomez

We address the problem of the minus sign sampling for two electron systems using the path integral approach. We show that this problem can be reexpressed as one of computing free energy differences and sampling the tails of statistical…

Quantum Physics · Physics 2018-10-10 Johan Runeson , Marco Nava , Michele Parrinello

Using the age-structure formalism, we definitely establish connections between semi-Markov processes and the dynamics of open quantum systems that satisfy the Markov quantum master equations. A generalized Feynman-Kac formula of the…

Statistical Mechanics · Physics 2022-12-07 Fei Liu

The concern of the present paper is the design of efficient numerical schemes for a specific Fokker-Planck equation describing the dynamics of energetic particles occurring in thermonuclear fusion plasmas (runaway electrons for example). In…

Analysis of PDEs · Mathematics 2025-09-08 Hugo Parada , Claudia Negulescu

The two-dimensional Dirac equation has been widely used in graphene physics, the surface of topological insulators, and especially quantum scarring. Although a numerical approach to tackling an arbitrary confining problem was proposed…

Computational Physics · Physics 2023-09-06 Jiale Sun , Xiaoshui Lin

This paper is the third in a series devoted to constructing stochastic motions for the two-dimensional $N$-body delta-Bose gas for all integers $N\geq 3$ and establishing the associated Feynman-Kac-type formulas. The main results here prove…

Probability · Mathematics 2025-05-07 Yu-Ting Chen
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