Related papers: Nonlinear Drift in Feynman-Kac Theory: Preserving …
Treating the motion of a dust particle suspended in a liquid as a random walk, Einstein in 1905 derived an equation describing the diffusion of the particle's probability distribution in configuration space. Fokker and Planck extended this…
Einstein's theory of Brownian motion is revisited in order to formulate generalized kinetic theory of anomalous diffusion. It is shown that if the assumptions of analyticity and the existence of the second moment of the displacement…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…
Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
Score-based diffusion models have proven effective in image generation and have gained widespread usage; however, the underlying factors contributing to the performance disparity between stochastic and deterministic (i.e., the probability…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…
This is a brief review on Brownian functionals in one dimension and their various applications, a contribution to the special issue ``The Legacy of Albert Einstein" of Current Science. After a brief description of Einstein's original…
Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
Feynman path integrals formalism for non-relativistic quantum mechanics is revisited. A comparison is made with the cases of light progagation (Huygens principle) and Brownian motion. The difficulties for a physical model behind Feynman…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…