Related papers: Symmetric path integrals for stochastic equations …
The properties of molecules and materials containing light nuclei are affected by their quantum mechanical nature. Modelling these quantum nuclear effects accurately requires computationally demanding path integral techniques. Considerable…
We review a new prescription for calculating the Lagrangian path integral measure directly from the Hamiltonian Schwinger-Dyson equations. The method agrees with the usual way of deriving the measure in which one has to perform the path…
We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative It\^o and Stratonovich noise, and transport noise. We…
Recovering a stochastic process from noisy ensembles of single particle trajectories (SPTs) is resolved here using the Langevin equation as a model. The massive redundancy contained in SPTs data allows recovering local parameters of the…
We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…
We consider the stochastic wave equation with multiplicative noise, which is fractional in time with index $H>1/2$, and has a homogeneous spatial covariance structure given by the Riesz kernel of order $\alpha$. The solution is interpreted…
Stationary distributions of complex Langevin equations are shown to be the complexified path integral solutions of the Schwinger-Dyson equations of the associated quantum field theory. Specific examples in zero dimensions and on a lattice…
We give a pedagogical review of the application of field theoretic and path integral methods to calculate moments of the probability density function of stochastic differential equations perturbatively.
I propose a path integral description of the Su-Schrieffer-Heeger Hamiltonian, both in one and two dimensions, after mapping the real space model onto the time scale. While the lattice degrees of freedom are classical functions of time and…
Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…
We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
The path integral for Darcy's law with a stochastic conductivity, which characterizes flow through random porous media, is used as a basis for Wilson renormalization-group (RG) calculations in momentum space. A coarse graining procedure is…
Background: Path integrals are a powerful tool for solving problems in quantum theory that are not amenable to a treatment by perturbation theory. Most path integral computations require an analytic continuation to imaginary time. While…
We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…
We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…
Feynman's path integral is herein generalized to the nonextensive canonical density matrix based on Tsallis entropy. This generalization is done in two ways by using unnormalized and normalized constraints. Firstly, we consider the path…
A real-time path integral for ultrasoft QCD is formulated. It exhibits a Feynman's influence functional. The statistical properties of the theory and the gauge symmetry are explicit. The correspondence is established with the alternative…
In this article, a class of second order differential equations on [0,1], driven by a general H\"older continuous function and with multiplicative noise, is considered. We first show how to solve this equation in a pathwise manner, thanks…
Among quantum Langevin equations describing the unitary time evolution of a quantum system in contact with a quantum bath, we completely characterize those equations which are actually driven by classical noises. The characterization is…