Related papers: Optimal series representations for numerical path …
We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the…
The reweighted random series techniques provide finite-dimensional approximations to the quantum density matrix of a physical system that have fast asymptotic convergence. We study two special reweighted techniques that are based upon the…
Path integrals developed by Richard Feynman have been an important tool in Physics in studying quantum field theory. In mathematics, it has also been widely used in providing formal proofs in the study of Index theorem and asymptotic…
The Feynman path integral representation of quantum theory is used in a non--parametric Bayesian approach to determine quantum potentials from measurements on a canonical ensemble. This representation allows to study explicitly the…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
I define and characterize the reweighted methods, which are techniques used in conjunction with the random series implementation of the Feynman-Kac formula. I prove several convergence results valid for all series representations and then I…
Expectations of path integrals of killed stochastic processes play a central role in several applications across physics, chemistry, and finance. Simulation-based evaluation of these functionals is often biased and numerically expensive due…
Adapting ideas of Daubechies and Klauder [J. Math. Phys. {\bf 26} (1985) 2239] we derive a rigorous continuum path-integral formula for the semigroup generated by a spin Hamiltonian. More precisely, we use spin-coherent vectors parametrized…
In nuclear and particle physics one is often faced with problems where perturbation theory is not applicable. An example of this is the description of bound states. Therefore, an exact solution of field theory to all orders is an…
We present an early investigation into the use of neural diffusion processes for global optimisation, focusing on Zhang et al.'s Path Integral Sampler. One can use the Boltzmann distribution to formulate optimization as solving a…
The cavity method is a well established technique for solving classical spin models on sparse random graphs (mean-field models with finite connectivity). Laumann et al. [arXiv:0706.4391] proposed recently an extension of this method to…
We introduce modifications to Monte Carlo simulations of the Feynman path integral that improve sampling of localised interactions. The new algorithms generate trajectories in simple background potentials designed to concentrate them about…
The Feynman path integral formalism has inspired the development of memory-efficient and parallelizable classical algorithms for simulating quantum computers. We adapt this approach for the calculation of probability amplitudes of…
The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive exact path-integral representations for the more general \emph{fractional} Brownian motion (fBm) and for its time derivative process -- the…
A Wiener-regularized path integral is presented as an alternative way to formulate Berezin-Toeplitz quantization on a toroidal phase space. Essential to the result is that this quantization prescription for the torus can be constructed as…
The Wright-Fisher process with selection is an important tool in population genetics theory. Traditional analysis of this process relies on the diffusion approximation. The diffusion approximation is usually studied in a partial…
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…
The Feynman path integral has revolutionized modern approaches to quantum physics. Although the path integral formalism has proven very successful and spawned several approximation schemes, the direct evaluation of real-time path integrals…
We derive a semi-analytical form for the Wigner transform for the canonical density operator of a discrete system coupled to a harmonic bath based on the path integral expansion of the Boltzmann factor. The introduction of this simple and…
Using the path integral measure factorization method based on the nonlinear filtering equation from the stochastic process theory, we consider the reduction procedure in Wiener path integrals for a mechanical system with symmetry that…