Related papers: The Stochastic Quantization Method in Phase Space …
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta…
We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…
We have studied the scalar $\phi^4$-model in the symmetric phase and the non--compact $U(1)$ gauge theory on a momentum lattice using the Langevin equation for generating configurations. In the $\phi^4$-model we have analyzed the…
We present a new method to introduce phase-space fluctuations in transport theories, corresponding to a full implementation of the Boltzmann-Langevin equation for fermionic systems. It is based on the procedure originally developed by Bauer…
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…
We present a control framework for stochastic compartmental models in epidemiology. In this framework, rather than directly controlling the stochastic system, we perform optimal control of an associated Fokker-Planck equation, with the goal…
We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algebras is developed here from the point of view of quantum…
Coherent states can be used for diverse applications in quantum physics including the construction of coherent state path integrals. Most definitions make use of a lattice regularization; however, recent definitions employ a continuous-time…
We consider stochastic equations of the form $X_k = \phi_k(X_{k+1}) Z_k$, $k \in \mathbb{N}$, where $X_k$ and $Z_k$ are random variables taking values in a compact group $G_k$, $\phi_k: G_{k+1} \to G_k$ is a continuous homomorphism, and the…
Motivated by applications of statistical mechanics in which the system of interest is spatially unconfined, we present an exact solution to the maximum entropy problem for assigning a stationary probability distribution on the phase space…
We construct a relativistically covariant stochastic model for systems of non-interacting spinless particles whose number undergoes random fluctuations. The model is compared with the canonical quantization of the free scalar field in the…
In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…
We study a generalization of the Monge--Kantorovich optimal transport problem. Given a prescribed family of time-dependent probability measures $(\mu_t)$, we aim to find, among all path-continuous stochastic processes whose one-dimensional…
The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…
We study the nonstationary solutions of Fokker-Planck equations associated to either stationary or nonstationary quantum states. In particular we discuss the stationary states of quantum systems with singular velocity fields. We introduce a…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…
In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…
How to make compatible both boundary and gauge conditions for generally covariant theories using the gauge symmetry generated by first class constraints is studied. This approach employs finite gauge transformations in contrast with…