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In this article, a class of second order differential equations on [0,1], driven by a general H\"older continuous function and with multiplicative noise, is considered. We first show how to solve this equation in a pathwise manner, thanks…

Probability · Mathematics 2010-11-04 Lluis Quer-Sardanyons , Samy Tindel

We propose a novel foundation for calculus that focuses on the notion of approximations while avoiding the use of limits altogether. Continuity is defined as approximation at a point, while differentiability is defined as approximation with…

History and Overview · Mathematics 2025-10-27 Michael P. Lamoureux , Matt Yedlin

Nonlinear second-order ordinary differential equations are common in various fields of science, such as physics, mechanics and biology. Here we provide a new family of integrable second-order ordinary differential equations by considering…

Exactly Solvable and Integrable Systems · Physics 2020-10-28 Dmitry Sinelshchikov

We introduce and analyze a new quantity, the path integral ideal, governing the flow of generic discrete theories to the continuum limit and greatly increasing their convergence. The said flow is classified according to the degree of…

Statistical Mechanics · Physics 2011-08-08 Aleksandar Bogojevic , Antun Balaz , Aleksandar Belic

These lectures are intended as an introduction to the technique of path integrals and their applications in physics. The audience is mainly first-year graduate students, and it is assumed that the reader has a good foundation in quantum…

Quantum Physics · Physics 2007-05-23 Richard MacKenzie

A new representation of the exact time dependent solution of the discrete master equation is derived. This representation can be considered as contraction of the path integral solution of Haken. It allows the calculation of the probability…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing

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…

Probability · Mathematics 2026-01-13 Timur Obolenskiy

Nonlinear Young integrals have been first introduced in [Catellier,Gubinelli, SPA 2016] and provide a natural generalisation of classical Young ones, but also a versatile tool in the pathwise study of regularisation by noise phenomena. We…

Classical Analysis and ODEs · Mathematics 2020-09-29 Lucio Galeati

We study a class of observables in four-dimensional superconformal Yang--Mills theories which, in the planar limit at finite 't Hooft coupling, can be expressed as determinants of semi-infinite matrices built from Bessel functions. This…

High Energy Physics - Theory · Physics 2025-08-29 G. P. Korchemsky

New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 N. A. Kudryashov

$\delta'$-function perturbations and Neumann boundary conditions are incorporated into the path integral formalism. The starting point is the consideration of the path integral representation for the one dimensional Dirac particle together…

High Energy Physics - Theory · Physics 2009-10-28 Christian Grosche

An approach to infinite dimensional integration which unifies the case of oscillatory integrals and the case of probabilistic type integrals is presented. It provides a truly infinite dimensional construction of integrals as linear…

Probability · Mathematics 2016-04-01 Sergio Albeverio , Sonia Mazzucchi

In this short note we discuss ordinary differential equations which linearize upon one (or more) differentiations. Although the subject is fairly elementary, equations of this type arise naturally in the context of integrable systems.

Exactly Solvable and Integrable Systems · Physics 2015-06-26 E. V. Ferapontov , S. R. Svirshchevskii

We propose a path integral formulation for scale invariant quantum field theories. We do it by modifying the functional integration measure in such a way that the partition function is always exactly scale invariant, at the cost of having…

High Energy Physics - Theory · Physics 2020-07-10 Mario Herrero-Valea

The standard way to construct a path integral is to use a Legendre transformation to find the hamiltonian, to repeatedly insert complete sets of states into the time-evolution operator, and then to integrate over the momenta. This procedure…

High Energy Physics - Theory · Physics 2015-03-27 Kevin Cahill

The paper solves the problem of continuum limit in bosonic thermal coherent-state path integrals. For this purpose, exact discrete versions of the path integral are constructed for three different orderings of the Hamiltonian: normal,…

Quantum Physics · Physics 2026-02-03 Oliwier Urbański

We discuss measures on spaces of unparametrized paths related to the Wiener measure. These measures arise naturally in the study of one-dimensional gravity coupled to scalar fields. Two kinds of discrete approximations are defined, the…

Mathematical Physics · Physics 2015-06-26 B. Durhuus , T. Jonsson

A new heuristic method for the evaluation of definite integrals is presented. This method of brackets has its origin in methods developed for theevaluation of Feynman diagrams. We describe the operational rules and illustrate the method…

Mathematical Physics · Physics 2008-12-18 Ivan Gonzalez , Victor H. Moll

Although being powerful, the differential transform method yet suffers from a drawback which is how to compute the differential transform of nonlinear non-autonomous functions that can limit its applicability. In order to overcome this…

Classical Analysis and ODEs · Mathematics 2016-12-28 Essam. R. El-Zahar , Abdelhalim Ebaid

This paper introduces the path derivatives, in the spirit of Dupire's functional It\^o calculus, for the controlled paths in the rough path theory with possibly non-geometric rough paths. The theory allows us to deal with rough integration…

Probability · Mathematics 2014-12-24 Christian Keller , Jianfeng Zhang
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