Related papers: Deterministic Integral and Ordinary Differential E…
In this article, we propose a new method to compute the effective properties of non-linear disordered media. We use the fact that the effective constants can be defined through the minimum of an energy functional. We express this minimum in…
We give here a covariant definition of the path integral formalism for the Lagrangian, which leaves a freedom to choose anyone of many possible quantum systems that correspond to the same classical limit without adding new potential terms…
We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property,…
This paper presents a systematic study of the calculus of interval-valued functions and its application to interval differential equations. To this end, first, we introduce new interval arithmetic operations. Under new operations, the space…
We briefly review a hamiltonian path integral formalism developed earlier by one of us. An important feature of this formalism is that the path integral quantization in arbitrary co-ordinates is set up making use of only classical…
A generalization of the definition of a one-dimensional improper integral with an infinite limit is presented. The new definition extends the range of valid integrals to include integrals which were previously considered to not be…
A non-Grassmanian path integral representation is given for the solution of the Klein-Gordon and the Dirac equations. The trajectories of the path integral are rendered differentiable by the relativistic corrections. The nonrelativistic…
A generalization of the definition of a one-dimensional improper integral with a finite limit is presented. The new definition extends the range of valid integrals to include integrals which were previously considered to not be integrable.…
We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the…
Functional integrals are central to modern theories ranging from quantum mechanics and statistical thermodynamics to biology, chemistry, and finance. In this work we present a new method for calculating functional integrals based on a…
This article is dedicated to the proof of the existence of classical solutions for a class of non-linear integral variational problems. Those problems are involved in nonlocal image and signal processing.
The manner in which probability amplitudes of paths sum up to form wave functions of a harmonic oscillator, as well as other, simple 1-dimensional problems, is described. Using known, closed-form, path-based propagators for each problem, an…
We introduce an original approach to geometric calculus in which we define derivatives and integrals on functions which depend on extended bodies in space--that is, paths, surfaces, and volumes etc. Though this theory remains to be fully…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
We introduce the definition of conformable derivative on time scales and develop its calculus. Fundamental properties of the conformable derivative and integral on time scales are proved. Linear conformable differential equations with…
We define compositions $\varphi(X)$ of H\"older paths $X$ in $\mathbb{R}^n$ and functions of bounded variation $\varphi$ under a relative condition involving the path and the gradient measure of $\varphi$. We show the existence and…
These notes aim to provide a classical approach to solving some conformable differential equations based on prior knowledge of how to solve ordinary differential equations. That is, using the methods of separation of variables, homogeneous…
In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that…
Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define "iterated integrals" above a signal, then…
We give a pedagogical review of the application of field theoretic and path integral methods to calculate moments of the probability density function of stochastic differential equations perturbatively.