Related papers: The Functional Integral for a Free Particle on a H…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
The action principle is frequently used to derive the classical equations of motion. The action may also be used to associate group elements with curves in the space-time manifold, similar to the gauge transformations. The action principle…
The Schr\"odinger Hamiltonian of a spin zero particle as well as the Pauli Hamiltonian with spin-orbit coupling included of a spin one-half particle in electromagnetic fields that are confined to a curved surface embedded in a…
We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…
In the framework of the de Broglie-Bohm pilot-wave theory, or Bohmian mechanics, we examine two pedagogical problems that illustrate the bound and unbound motion of spin-1/2 particles: First, a single spin-1/2 particle trapped in the ground…
We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…
We investigate a random integral which provides a natural example of an imaginary exponential functional of Brownian motion. This functional shows up in the study of the binary annihilation process, within the Doi-Peliti formalism for…
A wide class of Hamiltonian systems with N degrees of freedom and endowed with, at least, (N-2) functionally independent integrals of motion in involution is constructed by making use of the two-photon Lie-Poisson coalgebra. The set of…
Starting from a microscopic approach and using the formalism of quantum Brownian motion, partition function of a system composed of two separated pieces of anisotropic matter and a fluctuating medium in finite temperature is obtained…
The fundamental solution of a pseudo-differential equation for functions defined on the $d$-fold product of the $p$-adic numbers, $\mathbb{Q}_p$, induces an analogue of the Wiener process in $\mathbb{Q}_p^d$. As in the real setting, the…
The Newtonian motion of a macroscopic particle is derived from the linear Schr\"odinger equation with a Hamiltonian consisting of the free-particle term and a random Hamiltonian drawn from the Gaussian Unitary Ensemble. The random term…
An electron moving on plane in a uniform magnetic field orthogonal to plane is known as the Landau problem. Wigner functions for the Landau problem when the plane is noncommutative are found employing solutions of the Schroedinger equation…
Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…
A Feynman-Kac type formula of relativistic Schr\"odinger operators with unbounded vector potential and spin 1/2 is given in terms of a three-component process consisting of Brownian motion, a Poisson process and a subordinator. This formula…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
The paper deals with exponential functionals of the linear Brownian motion which arise in different contexts such as continuous time finance models and one-dimensional disordered models. We study some properties of these exponential…
The local phase-invariance of the momentum-space Schr\"odinger equation for free-particle has been used to construct quantum kinematics that describes a motion of the particle in external U(1) background gauge field. The gauge structure…
We develop the functional It\^o/path-dependent calculus with respect to fractional Brownian motion with Hurst parameter $H> \frac{1}{2}$. Firstly, two types of integrals are studied. The first type is Stratonovich integral, and the second…
We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is derived…
When employing Feynman path integrals to compute propagators in quantum physics, the concept of summing over the set of all paths is not always naive. In fact, an auxiliary phase often has to be included as a weight for each summand. In…