Related papers: Nonperturbative Stochastic Quantization of the Hel…
The relativistic spinning particle model, proposed in [3,4], is analyzed in a Hamiltonian framework. The spin is simulated by extending the configuration space by introducing a light-like four vector degree of freedom. The model is heavily…
To obtain explicit understanding of the behavior of dynamical systems, geometrical methods and slow-fast analysis have proved to be highly useful. Such methods are standard for smooth dynamical systems, and increasingly used for continuous,…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
Gauge invariance of systems whose Hamilton-Jacobi equation is separable is improved by adding surface terms to the action fuctional. The general form of these terms is given for some complete solutions of the Hamilton-Jacobi equation. The…
A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white…
We study the phase space structure of the Jackiw-Teitelboim model in its connection variables formulation where the gauge group of the field theory is given by local SL(2,R) (or SU(2) for the Euclidean model), i.e. the de Sitter group in…
We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…
We investigate cosmological models described by a scalar field with an exponential potential, and apply the stochastic formalism, which allows us to study how quantum field fluctuations give rise to stochastic noise. This modifies the…
We investigate the propagation of uncertainties in the Aw-Rascle-Zhang model, which belongs to a class of second order traffic flow models described by a system of nonlinear hyperbolic equations. The stochastic quantities are expanded in…
It is proved that in non-relativistic quantum mechanics (without spin) the transition probability may be described in terms of particle paths, every path having a (positive) probability. This leads to a stochastic hidden variables theory…
We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…
We extend the stochastic quantization method recently developed by Haba and Kleinert to non-autonomous mechanical systems, in the case of the time-dependent harmonic oscillator. In comparison with the autonomous case, the quantization…
We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…
We develop a non-parametric, semimartingale optimal transport, calibration methodology for local volatility models with stochastic interest rate. The method finds a fully calibrated model which is the closest, in a way that can be defined…
The stochastic quantization method is applied to the recent proposal by Ho\v{r}ava for gravity. We show that in contrast to General Relativity, the Ho\v{r}ava's action, satisfying the detailed balance condition, has a stable,…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…
The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…
We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…
We study the well-posedness of an infinite-dimensional Hamilton-Jacobi equation posed on the set of non-negative measures and with a monotonic non-linearity. Our results will be used in a companion work to propose a conjecture and prove…
Most of the known models describing the fundamental interactions have a gauge freedom. In the standard path integral, it is necessary to "fix the gauge" in order to avoid integrating over unphysical degrees of freedom. Gauge independence…