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The path integral is calculated for the statistical sum of the microcanonical ensemble in a generic time-parametrization invariant gravitational model with the Friedman-Robertson-Walker (FRW) metric. This represents the first example of a…

High Energy Physics - Theory · Physics 2011-09-28 A. O. Barvinsky

We propose a stochastic representation for a simple class of transport PDEs based on Ito representations. We detail an algorithm using an estimator stemming for the representation that, unlike regularization by noise estimators, is…

Probability · Mathematics 2019-04-30 Goncalo dos Reis , Greig Smith

Studying phase transitions in interacting quantum field theories generally requires the numerical study of the dynamical system on an N-dimensional lattice, which is, in most cases, computationally quite the challenging task even with…

High Energy Physics - Phenomenology · Physics 2025-09-24 Gabor Balassa

We develop a path integral representation for the dynamics of quantum systems with a finite-dimensional Hilbert space, formulated entirely within a discrete phase space. Starting from the discrete Wigner function defined on $\mathbb{Z}_d…

Quantum Physics · Physics 2026-04-23 Leonardo A. Pachon , Andres F. Gomez

We address the possibility of performing numerical Monte Carlo simulations for the thermodynamics of quantum dissipative systems. Dissipation is considered within the Caldeira-Leggett formulation, which describes the system in the…

Statistical Mechanics · Physics 2007-05-23 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

In this paper, we have constructed the Feynman path integral method for non-paraxial optics. This is done by using the mathematical analogy between a non-paraxial optical system and the generalized Schr\"odinger equation deformed by the…

We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…

Probability · Mathematics 2024-05-10 Kensuke Ishitani , Soma Nishino

We implement an efficient method of computation of two dimensional Fourier-type integrals based on approximation of the integrand by Gaussian radial basis functions, which constitute a standard tool in approximation theory. As a result, we…

Numerical Analysis · Mathematics 2022-02-07 A. Martinez-Finkelshtein , D. Ramos-Lopez , D. R. Iskander

Input-output theory is a well-known tool in quantum optics and ubiquitous in the description of quantum systems probed by light. Owing to the generality of the setup it describes, the theory finds application in a wide variety of…

Quantum Physics · Physics 2026-04-30 Aaron Daniel , Matteo Brunelli , Aashish A. Clerk , Patrick P. Potts

Several path integral representations for the $T$-matrix in nonrelativistic potential scattering are given which produce the complete Born series when expanded to all orders and the eikonal approximation if the quantum fluctuations are…

Nuclear Theory · Physics 2011-03-25 R. Rosenfelder

Hamiltonian simulation, i.e., simulating the real time evolution of a target quantum system, is a natural application of quantum computing. Trotter-Suzuki splitting methods can generate corresponding quantum circuits; however, a faithful…

Quantum Physics · Physics 2024-03-21 Ayse Kotil , Rahul Banerjee , Qunsheng Huang , Christian B. Mendl

We suggest a generalization of the Feynman path integral to an integral over random surfaces. The proposed action is proportional to the linear size of the random surfaces and is called gonihedric. The convergence and the properties of the…

High Energy Physics - Theory · Physics 2016-12-13 George Savvidy

We consider the exact path sampling of the squared Bessel process and some other continuous-time Markov processes, such as the CIR model, constant elasticity of variance diffusion model, and hypergeometric diffusions, which can all be…

Computational Finance · Quantitative Finance 2009-10-28 Roman N. Makarov , Devin Glew

We develop a short-step interior point method to optimize a linear function over a convex body assuming that one only knows a membership oracle for this body. The approach is based on Abernethy and Hazan's sketch of a universal interior…

Optimization and Control · Mathematics 2018-11-20 Riley Badenbroek , Etienne de Klerk

In this paper, the Feynman path integral formulation of the continuous-continuous filtering problem, a fundamental problem of applied science, is investigated for the case when the noise in the signal and measurement model is additive. It…

Other Condensed Matter · Physics 2008-04-03 Bhashyam Balaji

Many interesting physical theories have analytic classical actions. We show how Feynman's path integral may be defined non-perturbatively, for such theories, without a Wick rotation to imaginary time. We start by introducing a class of…

High Energy Physics - Theory · Physics 2023-05-17 Job Feldbrugge , Neil Turok

This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…

Methodology · Statistics 2016-02-10 Murray Pollock , Adam M. Johansen , Gareth O. Roberts

We investigate the efficiency of a gauge invariant input to a neural network for the path optimization method. While the path optimization with a completely gauge-fixed link-variable input has successfully tamed the sign problem in a simple…

High Energy Physics - Lattice · Physics 2022-02-16 Yusuke Namekawa , Kouji Kashiwa , Akira Ohnishi , Hayato Takase

In this paper, we study dynamical optimal transport on a connected graph from the perspective of the Benamou-Brenier formulation, where densities are assigned to vertices and velocities to edges. However, directly using Newton's method on…

Numerical Analysis · Mathematics 2026-05-11 Qujiangxue Chen , Jianbo Cui , Luca Dieci , Haomin Zhou

Applicability of Feynman path integral approach to numerical simulations of quantum dynamics in real time domain is examined. Coherent quantum dynamics is demonstrated with one dimensional test cases (quantum dot models) and performance of…

Computational Physics · Physics 2023-07-19 Ilkka Ruokosenmäki , Tapio T. Rantala