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A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…

Probability · Mathematics 2009-09-29 Claudio Albanese

We consider the continuous parabolic Anderson model with the Gaussian fields under the measure-valued initial conditions, the covariances of which are nonhomogeneous in time and fractional rough in space. We mainly study the spatial…

Probability · Mathematics 2021-02-02 Yangyang Lyu

We provide a detailed exposition of the connections between Boltzmann machines commonly utilized in machine learning problems and the ideas already well known in quantum statistical mechanics through Feynman's description of the same. We…

Quantum Physics · Physics 2026-05-07 Srinivasan S. Iyengar , Sabre Kais

We present quantum stochastic calculus in terms of diagrams taking weights in the algebra of observables of some quantum system. In particular, we note the absence of non-time-consecutive Goldstien diagrams. We review recent results in…

Quantum Physics · Physics 2007-07-09 John Gough

We study perturbation theory in certain quantum mechanics problems in which the perturbing potential diverges at some points, even though the energy eigenvalues are smooth functions of the coefficient of the potential. We discuss some of…

Condensed Matter · Physics 2014-10-13 Diptiman Sen

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

We present a brief overview of some of the analytic perturbative techniques for the computation of the Floquet Hamiltonian for a periodically driven, or Floquet, quantum many-body system. The key technical points about each of the methods…

Strongly Correlated Electrons · Physics 2021-09-08 Arnab Sen , Diptiman Sen , K. Sengupta

We develop a framework based on the Kirkwood-Dirac quasiprobability distribution to quantify the contribution of coherence to work extraction during generic, cyclic quantum evolutions. In particular, we focus on ``anomalous processes'',…

Quantum Physics · Physics 2026-05-21 Francesco Perciavalle , Nicola Lo Gullo , Francesco Plastina

The perturbative framework of the space-time non-commutative real scalar field theory is formulated, based on the unitary S-matrix. Unitarity of the S-matrix is explicitly checked order by order using the Heisenberg picture of Lagrangian…

High Energy Physics - Theory · Physics 2009-11-10 Chaiho Rim , Yunseok Seo , Jae Hyung Yee

We present a theory of quantum work statistics in generic chaotic, disordered Fermi liquid systems within a driven random matrix formalism. By extending P. W. Anderson's orthogonality determinant formula to compute quantum work…

Mesoscale and Nanoscale Physics · Physics 2023-03-16 András Grabarits , Márton Kormos , Izabella Lovas , Gergely Zaránd

We present a new and simple approach to the theory of multiple operator integrals that applies to unbounded operators affiliated with general von Neumann algebras. For semifinite von Neumann algebras we give applications to the Fr\'echet…

Operator Algebras · Mathematics 2007-05-23 N. A. Azamov , A. L. Carey , P. G. Dodds , F. A. Sukochev

We introduce a general formalism, based on the stochastic formulation of quantum mechanics, to obtain localized quasi-classical wave packets as dynamically controlled systems, for arbitrary anharmonic potentials. The control is in general…

Quantum Physics · Physics 2008-11-26 Salvatore De Martino , Silvio De Siena , Fabrizio Illuminati

In this contribution we present an exploratory study of several novel methods for numerical stochastic perturbation theory. For the investigation we consider observables defined through the gradient flow in the simple {\phi}^4 theory.

High Energy Physics - Lattice · Physics 2015-12-29 Mattia Dalla Brida , Marco Garofalo , Anthony D. Kennedy

A stochastic theory is presented for a quantum vortex that is expected to occur in superfluids coated on two dimensional sphere $ {\rm S}^2 $. The starting point is the canonical equation of motion (the Kirchhoff equation) for a point…

Statistical Mechanics · Physics 2015-05-30 Hiroshi Kuratsuji

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…

Computational Physics · Physics 2021-08-25 Minglei Yang , Guannan Zhang , Diego del-Castillo-Negrete , Miroslav Stoyanov

The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…

Numerical Analysis · Mathematics 2025-10-20 C. P. Dettmann , Gergely Palla , Niels Søndergaard , Gábor Vattay

Every Markov-regular quantum Levy process on a multiplier C*-bialgebra is shown to be equivalent to one governed by a quantum stochastic differential equation, and the generating functionals of norm-continuous convolution semigroups on a…

Quantum Algebra · Mathematics 2011-10-19 J. Martin Lindsay , Adam G. Skalski

In this contribution, a stochastic theory for a branching process in a neutron population with two energy levels is investigated. In particular, a variance to mean or Feynman-alpha formula is derived in this generalized scenario using the…

Plasma Physics · Physics 2011-05-05 Johan Anderson , Lenard Pal , Imre Pazsit

One of the most important goals in quantum thermodynamics is to demonstrate advantages of thermodynamic protocols over their classical counterparts. For that, it is necessary to (i) develop theoretical tools and experimental set-ups to deal…

Quantum Physics · Physics 2019-05-01 Elisa Bäumer , Matteo Lostaglio , Martí Perarnau-Llobet , Rui Sampaio

In this expository article we review recent advances in our understanding of the combinatorial and algebraic structure of perturbation theory in terms of Feynman graphs, and Dyson-Schwinger equations. Starting from Lie and Hopf algebras of…

High Energy Physics - Theory · Physics 2009-11-04 Christoph Bergbauer , Dirk Kreimer