Related papers: A covariant fermionic path integral for scalar Lan…
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = - F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. I show how to convert such equations into path…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large…
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…
We introduce a non-commutative extension of Tsirelson-Vershik's noises, called (non-commutative) continuous Bernoulli shifts. These shifts encode stochastic independence in terms of commuting squares, as they are familiar in subfactor…
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
We present a fermionic description of non-equilibrium multi-level systems. Our approach uses the Keldysh path integral formalism and allows us to take into account periodic drives, as well as dissipative channels. The technique is based on…
I review the generating function for quantum-statistical mechanics, known as the Feynman-Vernon influence functional, the decoherence functional, or the Schwinger-Keldysh path integral. I describe a probability-conserving $i\varepsilon$…
Fermionic linear optics (FLO) with Gaussian resources is efficiently classically simulable. We show that this is no longer the case for such quantum circuits for fermions with internal degrees of freedom, equipped with mid-circuit number…
New representation for the generating function of correlators of third components of spins in the XX Heisenberg spin chain is considered in the form given by the fermionic Gaussian path integrals. A part of the discrete anti-commuting…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
The notion of the integral over the anticommuting Grassmann variables (nonquantum fermionic fields) seems to be the most powerful tool in order to extract the exact analytic solutions for the 2D Ising models on simple and more complicated…
The complex Langevin method aims at performing path integral with a complex action numerically based on complexification of the original real dynamical variables. One of the poorly understood issues concerns occasional failure in the…
Stochastic hybrid systems involve a coupling between a discrete Markov chain and a continuous stochastic process. If the latter evolves deterministically between jumps in the discrete state, then the system reduces to a piecewise…
The Onsager principle provides a variational route to the phenomenological equations of dissipative dynamics through the minimization of the Rayleighian. We develop a covariant formulation of the Onsager principle for active systems,…
We quantify the effect of Gaussian white noise on fast--slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity. The stochastic system can be…
A natural non-Markovian extension of the theory of white noise quantum trajectories is presented. In order to introduce memory effects in the formalism an Ornstein-Uhlenbeck coloured noise is considered as the output driving process. Under…
The path-integral of the fermionic oscillator with a time-dependent frequency is analyzed. We give the exact relation between the boundary condition to define the domain in which the path-integral is performed and the transition amplitude…