Related papers: Path-Integral Description of Stochastic Mechanics
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 present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
We propose a Fresnel stochastic white noise framework to analyze the stochastic nature of the Feynman paths entering on the Feynman Path Integral expression for the Feynman propagator of a particle quantum mechanically moving under a time…
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…
Path integral techniques for the pricing of financial options are mostly based on models that can be recast in terms of a Fokker-Planck differential equation and that, consequently, neglect jumps and only describe drift and diffusion. We…
In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…
Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…
In this article we present an analytic solution of the famous problem of diffraction and interference of electrons through one and two slits (for simplicity, only the one-dimensional case is considered). In addition to exact formulas, we…
We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…
Feynman's path integral approach is studied in the framework of the Wigner-Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which…
The Feynman integral is given a stochastic interpretation in the framework of Nelson's stochastic mechanics employing a time-symmetric variant of Nelson's kinematics recently developed by the author.
We obtain direct, finite, descriptions of a renormalized quantum mechanical system with no reference to ultraviolet cutoffs and running coupling constants, in both the Hamiltonian and path integral pictures. The path integral description…
We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
Using a recent path integral representation for the T-matrix in nonrelativistic potential scattering we investigate new variational approximations in this framework. By means of the Feynman-Jensen variational principle and the most general…
The book deals with a stochastic formulation of path integration in real time, by rotating the_space_ variables over exp(i pi/4). Preliminary chapters deal with quantum and classical mechanics, probability theory and stochastic calculus,…
Work statistics characterizes important features of a non-equilibrium thermodynamic process. But the calculation of the work statistics in an arbitrary non-equilibrium process is usually a cumbersome task. In this work, we study the work…
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations -- such as performing a change of the integration path -- one would like to carry out in…
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 -$iA$…