Related papers: The Stochastic Quantization Method in Phase Space …
We investigate simulations for gauge theories on a Minkowskian space-time lattice. We employ stochastic quantization with optimized updating using stochastic reweighting or gauge fixing, respectively. These procedures do not affect the…
Periodic measures are the time-periodic counterpart to invariant measures for dynamical systems and can be used to characterise the long-term periodic behaviour of stochastic systems. This paper gives sufficient conditions for the…
Recently there has been remarkable progress in the complex Langevin method, which aims at solving the complex action problem by complexifying the dynamical variables in the original path integral. In particular, a new technique called the…
Recently there has been increasing interest in alternate methods to compute quantum tunneling in field theory. Of particular interest is a stochastic approach which involves (i) sampling from the free theory Gaussian approximation to the…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…
Many cellular behaviors are regulated by gene regulation networks, kinetics of which is one of the main subjects in the study of systems biology. Because of the low number molecules in these reacting systems, stochastic effects are…
Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…
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,…
In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and sufficient condition for equilibrium controls via a flow of…
Deterministic chaotic dynamics presumes that the state space can be partitioned arbitrarily finely. In a physical system, the inevitable presence of some noise sets a finite limit to the finest possible resolution that can be attained. Much…
In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and…
In this paper we study a continuous time, optimal stochastic investment problem under limited resources in a market with N firms. The investment processes are subject to a time-dependent stochastic constraint. Rather than using a dynamic…
Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…
The family of Gowdy universes with the spatial topology of a three-torus is studied both classically and quantum mechanically. Starting with the Ashtekar formulation of Lorentzian general relativity, we introduce a gauge fixing procedure to…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
We propose a new model for a measurement of a characteristic of a microscopic quantum state by a large system that selects stochastically the different eigenstates with appropriate quantum weights. Unlike previous works which formulate a…
We derive a stochastic wave equation for an inflaton in an environment of an infinite number of fields. We study solutions of the linearized stochastic evolution equation in an expanding universe. The Fokker-Planck equation for the inflaton…
A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…
Presentation of the probability as an intrinsic property of the nature leads researchers to switch from deterministic to stochastic description of the phenomena. The procedure of stochastization of one-step process was formulated. It allows…
Stochastic quantisation normally involves the introduction of a fictitious extra time parameter, which is taken to infinity so that the system evolves to an equilibrium state.In the case of a locally supersymmetric theory, an interesting…