Related papers: Symmetric path integrals for stochastic equations …
In the first quantised description of strings, we integrate over target space co-ordinates $X^\mu$ and world sheet metrics $g_{\alpha\beta}$. Such path integrals give scattering amplitudes between the `in' and `out' vacuua for a…
Extension of Feynman's path integral to quantum mechanics of noncommuting spatial coordinates is considered. The corresponding formalism for noncommutative classical dynamics related to quadratic Lagrangians (Hamiltonians) is formulated.…
Abstract. We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g. exposed in Sznitmann [38]. Our study was prompted by some concrete problems in battery modelling [23], and also…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…
The roles of Lie groups in Feynman's path integrals in non-relativistic quantum mechanics are discussed. Dynamical as well as geometrical symmetries are found useful for path integral quantization. Two examples having the symmetry of a…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
Particles in a curved space are classically described by a nonlinear sigma model action that can be quantized through path integrals. The latter require a precise regularization to deal with the derivative interactions arising from the…
We discuss path integrals for quantum mechanics with a potential which is a perturbation of the upside-down oscillator. We express the path integral (in the real time) by the Wiener measure. We obtain the Feynman integral for perturbations…
An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator subjected to weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase…
The derivation of path integrals is reconsidered. It is shown that the expression for the discretized action is not unique, and the path integration domain can be deformed so that at least Gaussian path integrals become probabillistic. This…
We give two novel proofs that the path integral and stochastic quantizations of generic scalar Euclidean quantum field theories are equivalent. Our proofs rely on Taylor interpolations indexed by forests, in the fashion of constructive…
The time evolution problem for non-self adjoint second order differential operators is studied by means of the path integral formulation. Explicit computation of the path integral via the use of certain underlying stochastic differential…
This work addresses the quantization of a self-interacting higher order time derivative theory using path integrals. To quantize this system and avoid the problems of energy not bounded from below and states of negative norm, we observe the…
In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…
The connection between the canonical and the path integral formulations of Einstein's gravitational field is discussed using the Hamilton - Jacobi method. Unlike conventional methods, it is shown that our path integral method leads to…
We consider the Langevin lattice dynamics for a spontaneously broken lambda phi^4 scalar field theory where both additive and multiplicative noise terms are incorporated. The lattice renormalization for the corresponding stochastic…
Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…
Free scalar field theory on a flat spacetime can be cast into a generally covariant form known as parametrised field theory in which the action is a functional of the scalar field as well as the embedding variables which describe arbitrary,…
Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrodinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored space…