Related papers: Path-Integral Description of Stochastic Mechanics
This paper describes the use of Feynman photon path integrals to compute the probability of detecting reflected, diffracted, and scattered photons at different points in space after interacting with conduction electrons. Five examples are…
A new asymptotic method is presented for the analysis of the traveling waves in the one-dimensional reaction-diffusion system with the diffusion with a finite velocity and Kolmogorov-Petrovskii-Piskunov kinetics. The analysis makes use of…
We propose a Fresnel stochastic white noise framework to analyze the nature of the Feynman paths entering on the Feynman path integral expression for the Feynman propagator of aparticle quantum mechanically moving under an external…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We introduce and study branching interval partition diffusions in their natural generality. We let interval widths evolve independently according to a general real-valued diffusion subject only to conditions that ensure finite lifetimes of…
We present a method, based on Feynman path integrals, to describe the propagation and properties of the quantised electromagnetic field in an arbitrary, nonlinear medium. We provide a general theory, valid for any order of optical…
The transformation of the path integral measure under the reduction procedure in the dynamical systems with a symmetry is considered. The investigation is carried out in the case of the Wiener--type path integrals that are used for…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
A path integral approach to quantum physics has been developed. Fractional path integrals over the paths of the L\'evy flights are defined. It is shown that if the fractality of the Brownian trajectories leads to standard quantum and…
Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…
Work belongs to the most basic notions in thermodynamics but it is not well understood in quantum systems, especially in open quantum systems. By introducing a novel concept of work functional along individual Feynman path, we invent a new…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…
The proton momentum distribution, accessible by deep inelastic neutron scattering, is a very sensitive probe of the potential of mean force experienced by the protons in hydrogen-bonded systems. In this work we introduce a novel estimator…
The Feynman path integral for nonrelativistic quantum electrodynamics is studied mathematically of a standard model in physics, where the electromagnetic potential is assumed to be periodic with respect to a large box and quantized thorough…
We present a method how to estimate from experimental data of a turbulent velocity field the drift and the diffusion coefficient of a Fokker-Planck equation. It is shown that solutions of this Fokker-Planck equation reproduce with high…