Related papers: Large N Limit on Langevin Equation: Two-Dimensiona…
In many applications, it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite-dimensional analogue…
We use a novel parameterization of the flowing Hamiltonian to show that the flow equations based on continuous unitary transformations, as proposed by Wegner, can be implemented through a nonlinear partial differential equation involving…
The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…
N=2 gauged non-linear sigma models are examined classically and their D-terms are solved. The variation of the classical Lagrangian in order to solve for the auxiliary fields is identical to integrating these modes functionally. The latter…
In this work a method is presented to derive the generating functional in path integral form for a system with an arbitrary number of degrees of freedom and constrained by general conditions. The method is applied to the case of the…
Understanding how nonequilibrium systems respond to perturbations is a central challenge in physics. In this work, we establish mutual linearity in nonequilibrium overdamped Langevin systems. This theory provides a framework for controlling…
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…
We investigate Gibbs measures relative to Brownian motion in the case when the interaction energy is given by a double stochastic integral. In the case when the double stochastic integral is originating from the Pauli-Fierz model in…
Using the correspondence between gauge theories and string theory in curved backgrounds, we investigate aspects of the large $N$ limit of non-commutative gauge theories by considering gravity solutions with $B$ fields. We argue that the…
We investigate the possibility of spontaneous supersymmetry breaking in a class of zero-dimensional ${\cal N} = 2$ supersymmetric quantum field theories, with complex actions, using complex Langevin dynamics and stochastic quantization. Our…
In recent years, there has been remarkable progress in theoretical justification of the complex Langevin method, which is a promising method for evading the sign problem in the path integral with a complex weight. There still remains,…
An approximate equation for the effective conductivity sigma_eff of systems with a finite maximal scale of inhomogeneities is deduced. An exact solution of this equation is found and its physical meaning is discussed. A two-phase randomly…
We explore and clarify the connections between two different forms of the renormalisation group equations describing the quantum evolution of hadronic structure functions at small $x$. This connection is established via a Langevin…
Straightforward method for the derivation of linearized version of stochastic stability analysis of the nonlinear differential equations is presented. Methods for the study of large time behavior of the moments are exposed. These general…
The time-dependent barrier passage of an anomalous damping system is studied via the generalized Langevin equation (GLE) with non-Ohmic memory damping friction tensor and corresponding thermal colored noise tensor describing a particle…
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…
We study the limit of large volume equilibrium Gibbs measures for a rather general Hamiltonians. In particular we study Hamiltonians which arise in naturally in Nonlinear Elasticity and Hamiltonians (containing surface terms) which arises…
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…
Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…
In this study we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson-Cowan equation can be obtained as the limit in probability on compacts for a sequence of microscopic models when the number…