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We consider a quantum field model with exponential interactions on the two-dimensional torus, which is called the $\exp (\Phi)_{2}$-quantum field model or H{\o}egh-Krohn's model. In the present paper, we study the stochastic quantization of…

Probability · Mathematics 2025-05-06 Masato Hoshino , Hiroshi Kawabi , Seiichiro Kusuoka

We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…

Other Condensed Matter · Physics 2007-05-23 Toru Ohira

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

The quantum mechanical transition amplitudes are calculated perturbatively on the basis of the stochastic quantization method of Parisi and Wu. It is shown that the stochastic scheme reproduces the ordinary result for the amplitude and…

High Energy Physics - Theory · Physics 2007-05-23 Kazuya Yuasa , Hiromichi Nakazato

We present here the first lattice simulation of symplectic quantization, a new functional approach to quantum field theory which allows to define an algorithm to numerically sample the quantum fluctuations of fields directly in Minkowski…

High Energy Physics - Lattice · Physics 2025-09-24 Martina Giachello , Francesco Scardino , Giacomo Gradenigo

We follow a new pathway to the definition of the Stochastic Quantization (SQ), first proposed by Parisi and Wu, of the action functional yielding the Einstein equations. Hinging on the functional similarities between the Ricci-Flow equation…

General Relativity and Quantum Cosmology · Physics 2025-11-19 Matteo Lulli , Antonino Marciano , Xiaowen Shan

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…

General Relativity and Quantum Cosmology · Physics 2018-03-22 Yoshimasa Kurihara

We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…

Quantum Physics · Physics 2013-12-13 Agung Budiyono

We review the method of stochastic quantization for a scalar field theory. We first give a brief survey for the case of self-interacting scalar fields, implementing the stochastic perturbation theory up to the one-loop level. The…

High Energy Physics - Theory · Physics 2008-11-26 G. Menezes , N. F. Svaiter

Using stochastic quantization method we derive gauge-invariant equations, connecting multilocal vacuum correlators of nonperturbative field configurations immersed into the quantum background. Three alternative methods of stochastic…

High Energy Physics - Theory · Physics 2007-05-23 D. V. Antonov

The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…

Statistics Theory · Mathematics 2026-02-05 Anton Tiepner , Mathias Trabs , Eric Ziebell

In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…

Numerical Analysis · Mathematics 2026-03-11 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

Problems in non equilibrium statistical physics are characterized by the absence of a fluctuation dissipation theorem. The usual analytic route for treating these vast class of problems is to use response fields in addition to the real…

Statistical Mechanics · Physics 2007-05-23 Himadri S. Samanta , J. K. Bhattacharjee

We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…

Statistical Mechanics · Physics 2019-01-10 Morgane Borreguero , Marco Ellero , Nikolaus A. Adams

We develop a formalism to calculate the response of a model gravitational wave detector to a quantized gravitational field. Coupling a detector to a quantum field induces stochastic fluctuations ("noise") in the length of the detector arm.…

High Energy Physics - Theory · Physics 2021-08-25 Maulik Parikh , Frank Wilczek , George Zahariade

This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…

Statistical Mechanics · Physics 2023-09-26 Josselin Garnier , Laurent Mertz

We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…

Quantum Physics · Physics 2026-01-08 Mário J. de Oliveira

We study the stochastic $p$-Laplace system in a bounded domain. We propose two new space-time discretizations based on the approximation of time-averaged values. We establish linear convergence in space and $1/2$ convergence in time.…

Numerical Analysis · Mathematics 2023-05-19 Lars Diening , Martina Hofmanová , Jörn Wichmann