Related papers: Deterministic Integral and Ordinary Differential E…
A theorem that constructs a path integral solution for general second order partial differential equations is specialized to obtain path integrals that are solutions of elliptic, parabolic, and hyperbolic linear second order partial…
We formulate indefinite integration with respect to an irregular function as an algebraic problem and provide a criterion for the existence and uniqueness of a solution. This allows us to define a good notion of integral with respect to…
In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the…
We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving…
In this article, we illustrate the flexibility of the algebraic integration formalism introduced by M. Gubinelli (2004), by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results…
The path integral formulation of constrained systems leads to obtain the equations of motion as total differential equations in many variables. If these equations are integrable then one can constuct a valid and a canonical phase space…
A path integral representation is given for the solutions of the 3+1 dimensional Dirac equation. The regularity of the trajectories, the non-relativistic limit and the semiclassical approximation are briefly mentioned.
Methods are described for the solution of linear inference problems subject to deterministic constraints. The approach builds on work by Backus (1970a,b,c) and Parker (1977), but a range useful advances are suggested to address both…
The goal of this paper is to define stochastic integrals and to solve stochastic differential equations for typical paths taking values in a possibly infinite dimensional separable Hilbert space without imposing any probabilistic structure.…
Using fractional calculus we define integrals of the form $% \int_{a}^{b}f(x_{t})dy_{t}$, where $x$ and $y$ are vector-valued H\"{o}lder continuous functions of order $\displaystyle \beta \in (\frac13, \frac12)$ and $f$ is a continuously…
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…
In this article we extend the framework of rough paths to processes of variable H\"older exponent or variable order paths. We show how a class of multiple discrete delay differential equations driven by signals of variable order are…
Path integrals represent a powerful route to quantization: they calculate probabilities by summing over classical configurations of variables such as fields, assigning each configuration a phase equal to the action of that configuration.…
Systems with singular higher order- Lagrangians are investigated by using the extended form of the canonical method. Besides, the canonical path integral formulation is generalized using the Hamilton- jacobi formulation to investigate…
The formulation of the relativistic spinless path integral on the general affine space is presented. For the one dimensional space, the Duru-Kleinert (DK) method and the $\delta $-function perturbation technique are applied to solve the…
Introducing a perturbative definition, phase space path integrals can be calculated without slicing. This leads to a short-time expansion of the quantum-mechanical path amplitude, or a high-temperature expansion of the unnormalized density…
Discrete differential equations appear most prominently in planar map and lattice path enumeration. In this work we consider discrete differential equations with an additional parameter $x$, where the order of the equation is $1$ for $x=0$…
A new method is presented for obtaining indefinite integrals of common special functions. The approach is based on a Lagrangian formulation of the general homogeneous linear ordinary differential equation of second order. A general integral…
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…
On the basis of the canonical quantization procedure of a system defined on a cubic lattice, we propose a new method, in which resolutions of unity expressed in terms of eigenvectors are naturally provided, to find eigenvectors of field…