Related papers: Large N Limit on Langevin Equation: Two-Dimensiona…
An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…
The aim of this paper is to investigate the non-relativistic limit of integrable quantum field theories with fermionic fields, such as the O(N) Gross-Neveu model, the supersymmetric Sinh-Gordon and non-linear sigma models. The…
Nonlinear integral equations are proposed for the description of the full finite size spectrum of the 2-dimensional O(3) nonlinear sigma-model in a periodic box. Numerical results for the energy eigenvalues are compared to the rotator…
We investigate the O(N) symmetric linear $\sigma$-model in two dimensions by means of an exact nonperturbative evolution equation. The perturbative infrared divergences are absent in this formulation. We use a simple approximative solution…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…
Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…
We study the problem of parameter estimation for stochastic differential equations with small noise and fast oscillating parameters. Depending on how fast the intensity of the noise goes to zero relative to the homogenization parameter, we…
We investigate a novel type of Langevin model that describes the nonequilibrium dynamics of a classical particle interacting with a spatially extended environment. In this model, a particle, which interacts with the environment through the…
We study the treatment of the constraints in stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking account of the Ito calculus. Then we obtain an…
A non-local yet gauge-invariantly massive 2-form model is considered that leads to local and unitary dynamics upon proper gauge-fixing. Since canonical momenta cannot be defined owing to the non-locality, consistent quantization of this…
A recent large deflection cantilever model is considered. The principal nonlinear effects come through the beam's inextensibility---local arc length preservation---rather than traditional extensible effects attributed to fully restricted…
Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…
We study the dynamics of a dissipative two-level, system driven by a monochromatic ac field, starting from the usual spin-boson Hamiltonian. The quantum Langevin equations for the spin variables are obtained. The amplitude of the coherent…
The nonlinear sigma model (NLSM) epitomises a field-theoretical approach to (interacting) electrons in disordered media. These lectures are aimed at the audience who might have vaguely heard about its existence but know very little of what…
The O(n) non-linear $\sigma$-model is simulated on 2-dimensional regular and random lattices. We use two different levels of randomness in the construction of the random lattices and give a detailed explanation of the geometry of such…
We use the stochastic quantization method to construct a supersymmetric version of the quantum spherical model. This is based on the equivalence between the Brownian motion described by a Langevin equation and the supersymmetric quantum…
We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…
We study the non-perturbative renormalization group flow of the nonlinear O(N) sigma model in two and three spacetime dimensions using a scheme that combines an effective local Hybrid Monte Carlo update routine, blockspin transformations…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…