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We study quantum mechanics in the stochastic formulation, using the functional integral approach. The noise term enters the classical action as a local contribution of anticommuting fields. The partition function is not invariant under…

High Energy Physics - Lattice · Physics 2013-11-15 S. Nicolis

For reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically tractable, exact Langevin equations that govern a stochastic variable related to the response field in field theory. Using duality…

Statistical Mechanics · Physics 2016-09-06 F. Benitez , C. Duclut , H. Chaté , B. Delamotte , I. Dornic , M. A. Muñoz

We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…

Statistical Mechanics · Physics 2015-05-27 Henri Orland

The Stochastic Partial Differential Equation (SPDE) approach, now commonly used in spatial statistics to construct Gaussian random fields, is revisited from a mechanistic perspective based on the movement of microscopic particles, thereby…

Methodology · Statistics 2021-11-11 Lionel Roques , Denis Allard , Samuel Soubeyrand

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

Analysis of PDEs · Mathematics 2022-04-12 Elie Abdo , Mihaela Ignatova

Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Antonio Campos , Enric Verdaguer

We derive sharp, local and dimension dependent hypercontractive bounds on the Markov kernel of a large class of diffusion semigroups. Unlike the dimension free ones, they capture refined properties of Markov kernels, such as trace…

Probability · Mathematics 2013-09-19 Dominique Bakry , François Bolley , Ivan Gentil

Single--particle spectra of $\Lambda $ and $\Sigma $ hypernuclei are calculated within a relativistic mean--field theory. The hyperon couplings used are compatible with the $\Lambda $ binding in saturated nuclear matter, neutron-star masses…

Nuclear Theory · Physics 2008-11-26 N. K. Glendenning , D. Von-Eiff , M. Haft , H. Lenske , M. K. Weigel

We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case, we characterize (modulo logarithmic factors) the minimax…

Machine Learning · Statistics 2020-08-14 Geoffrey Wolfer , Aryeh Kontorovich

We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…

Probability · Mathematics 2019-07-18 Nils Detering , Jean-Pierre Fouque , Tomoyuki Ichiba

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…

General Relativity and Quantum Cosmology · Physics 2008-01-30 Hossein Farajollahi , Hugh Luckock

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…

chao-dyn · Physics 2009-10-22 A. Crisanti , U. Marini Bettolo Marconi

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

This paper investigates stochastic nondeterminism on continuous state spaces by relating nondeterministic kernels and stochastic effectivity functions to each other. Nondeterministic kernels are functions assigning each state a set o…

Logic in Computer Science · Computer Science 2015-07-07 Ernst-Erich Doberkat , Pedro Sánchez Terraf

We present two different arguments using stochastic analysis to construct super-renormalizable tensor field theories, namely the $\mathrm{T}^4_3$ and $\mathrm{T}^4_4$ models. The first approach is the construction of a Langevin dynamic…

Probability · Mathematics 2024-03-06 Ajay Chandra , Léonard Ferdinand

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

Stochastic kernel based dimensionality reduction approaches have become popular in the last decade. The central component of many of these methods is a symmetric kernel that quantifies the vicinity between pairs of data points and a…

Machine Learning · Computer Science 2018-08-08 Purushottam D. Dixit

Symplectic quantization is a functional approach to quantum field theory that allows sampling of quantum fluctuations directly in Minkowski space time by means of a Hamiltonian dynamics in an intrinsic time $\tau$ which samples a…

High Energy Physics - Lattice · Physics 2026-05-28 Francesco Scardino , Martina Giachello , Giacomo Gradenigo

Lattice field theories with a complex action can be studied numerically by allowing a complexified configuration space to be explored. Here we compare the recently introduced formulation on a Lefschetz thimble with the result from…

High Energy Physics - Lattice · Physics 2013-11-13 Gert Aarts

A $\theta$-local formulation of superfield Lagrangian quantization in non-Abelian hypergauges is proposed on the basis of an extension of general reducible gauge theories to special superfield models with a Grassmann parameter $\theta$. We…

High Energy Physics - Theory · Physics 2009-11-11 D. M. Gitman , P. Yu. Moshin , A. A. Reshetnyak