Related papers: Trace formulas for stochastic evolution operators:…
We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…
In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…
A time evolution operator in the interaction picture is given by exponentiating an interaction Hamiltonian $H$. Important examples of Hamiltonians, often encountered in quantum optics, condensed matter and high energy physics, are of a…
Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
We introduce an operator description for a stochastic sandpile model with a conserved particle density, and develop a path-integral representation for its evolution. The resulting (exact) expression for the effective action highlights…
In this paper a new method for computation of higher order corrections to the saddle point approximation of the Feynman path integral is discussed. The saddle point approximation leads to local Schr\"odinger problems around classical…
Compositional simulation is challenging, because of highly nonlinear couplings between multi-component flow in porous media with thermodynamic phase behavior. The coupled nonlinear system is commonly solved by the fully-implicit scheme.…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…
Trace Dynamics is a classical dynamical theory of noncommuting matrices in which cyclic permutation inside a trace is used to define the derivative with respect to an operator. We use the methods of Trace Dynamics to construct a…
Classical spectral theory provides powerful tools for analyzing linear operators, but does not extend naturally to nonlinear or compositional settings. In particular, there is no general way to transport spectral invariants in a functorial…
We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…
Stochastic evolution equations describing the dynamics of systems under the influence of both deterministic and stochastic forces are prevalent in all fields of science. Yet, identifying these systems from sparse-in-time observations…
Temporal causal representation learning methods assume that causal mechanisms switch instantaneously between discrete domains, yet real-world systems often exhibit continuous mechanism transitions. For example, a vehicle's dynamics evolve…
In this paper, we present a novel semi-implicit numerical scheme for the stochastic Cahn--Hilliard equation driven by multiplicative noise. By reformulating the original equation into an equivalent stochastic scalar auxiliary variable…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
We study the most probable trajectories of the concentration evolution for the transcription factor activator in a genetic regulation system, with non-Gaussian stable L\'evy noise in the synthesis reaction rate taking into account. We…
In 1967 M.C. Gutzwiller succeeded to derive the semiclassical expression of the quantum energy density of systems exhibiting a chaotic Hamiltonian dynamics in the classical limit. The result is known as the Gutzwiller trace formula. The…
We use path integrals to calculate perturbative corrections to the correlation function of a particle under the action of nonlinear optical tweezers, both in the overdamped and underdamped regimes. In both cases, it is found that to leading…
Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…