Related papers: The Stochastic Quantization Method in Phase Space …
The Hamilton-Jacobi method of constrained systems is discussed. The equations of motion for three singular systems are obtained as total differential equations in many variables. The integrability conditions for these syatems lead us to the…
We explain in detail the quantum-to-classical transition for the cosmological perturbations using only the standard rules of quantum mechanics: the Schrodinger equation and Born's rule applied to a subsystem. We show that the conditioned,…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…
Stochastic quantisation is applied to the problem of calculating real-time evolution on a Minkowskian space-time lattice. We employ optimized updating using reweighting, or gauge fixing, respectively. These procedures do not affect the…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
A covariant nature of the Langevin equation in Ito calculus is clarified in applying stochastic quantization method to U(N) and SU(N) lattice gauge theories. The stochastic process is expressed in a manifestly general coordinate covariant…
The physical phase space of the relativistic top, as defined by Hanson and Regge, is expressed in terms of canonical coordinates of the Poincar\'e group manifold. The system is described in the Hamiltonian formalism by the mass shell…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
Recently, there were works claiming that path integral quantisation of gauge theories necessarily requires relaxation of Lagrangian constraints. As has also been noted in the literature, it is of course wrong since there perfectly exist…
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
The general covariant Fokker-Planck equations associated with the two different versions of covariant Langevin equation in Part I of this series of work are derived, both lead to the same reduced Fokker-Planck equation for the…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
We consider the problem of constrained motion along a conic path under a given external potential function. The model is described as a second-class system capturing the behavior of a certain class of specific quantum field theories. By…
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main…
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…
It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…