Related papers: Large N Limit on Langevin Equation: Two-Dimensiona…
Noncompact SO(1,N) sigma-models are studied in terms of their large N expansion in a lattice formulation in dimensions d \geq 2. Explicit results for the spin and current two-point functions as well as for the Binder cumulant are presented…
Supersymmetry is a prominent candidate for physics beyond the standard model. In order to compute the spectrum of supersymmetric theories, we employ nonperturbative lattice QFT techniques which due to the discretisation of spacetime violate…
We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a…
We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…
In [20], the authors addressed the question of the averaging of a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimension. In the present paper, we carry on and complete this work by the mathematical analysis of the…
A scaling hypothesis for the n-particle spectral densities of the O(3) nonlinear sigma-model is described. It states that for large particle numbers the n-particle spectral densities are ``self-similar'' in being basically rescaled copies…
We consider the phenomenon of classicalization in nonlinear sigma models with both positive and negative target space curvature and with any number of derivatives. We find that the theories with only two derivatives exhibit a weak form of…
The complex Langevin method (CLM) provides a promising way to perform the path integral with a complex action using a stochastic equation for complexified dynamical variables. It is known, however, that the method gives wrong results in…
One long-standing difficult problem in quantum dissipative dynamics is to solve the spin-boson model in a non-Markovian regime where a tractable systematic master equation does not exist. The spin-boson model is particularly important due…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
In this article, we propose a new method to compute the effective properties of non-linear disordered media. We use the fact that the effective constants can be defined through the minimum of an energy functional. We express this minimum in…
We analyze the two-dimensional CP(N-1) sigma model defined on a finite space interval L, with various boundary conditions, in the large N limit. With the Dirichlet boundary condition at the both ends, we show that the system has a unique…
We prove, under mild conditions, that the stochastic gradient Langevin dynamics converges to a limiting law as time tends to infinity, even in the case where the driving data sequence is dependent.
The stochastic motion of a two-dimensional vesicle in linear shear flow is studied at finite temperature. In the limit of small deformations from a circle, Langevin-type equations of motion are derived, which are highly nonlinear due to the…
The N-vector cubic model relevant, among others, to the physics of the randomly dilute Ising model is analyzed in arbitrary dimension by means of an exact renormalization-group equation. This study provides a unified picture of its critical…
The Non-Linear Sigma Model (NLSM) is an example of a field theory on a target space exhibiting intricate geometry. One remarkable characteristic of the NLSM is asymptotic freedom, which triggers interest in perturbative calculations. In the…
We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…
A class of Langevin stochastic differential equations is shown to converge in the small-mass limit under very weak assumptions on the coefficients defining the equation. The convergence result is applied to physically realizable examples…
We review the theory and applications of complex stochastic quantization to the quantum many-body problem. Along the way, we present a brief overview of a number of ideas that either ameliorate or in some cases altogether solve the sign…
In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…