Related papers: Interacting Stochastic Process and Renormalization…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
An exact renormalization group equation describes the dependence of the free energy on an infrared cutoff for the quantum or thermal fluctuations. It interpolates between the microphysical laws and the complex macroscopic phenomena. We…
Stochastic oscillators play a prominent role in different fields of science. Their simplified description in terms of a phase has been advocated by different authors using distinct phase definitions in the stochastic case. One notion of…
We treat the action for a bosonic membrane as a sigma model, and then compute quantum corrections by integrating out higher membrane modes. As in string theory, where the equations of motion of Einstein's theory emerges by setting $\beta =…
We study the renormalization problem for the Hartree--Fock approximation of the $O(N)-$invariant $\phi^4$ model in the symmetric phase and show how to systematically improve the corresponding diagrammatic resummation to achieve the correct…
We show that scalar quantum field theory in four Euclidean dimensions with global $O(N)^3$ symmetry and imaginary tetrahedral coupling is asymptotically free and bounded from below in the large-N limit. While the Hamiltonian is…
Considering the action for the theory $\lambda\phi^{4}$ for a massive scalar bosonic field as an entropy functional on the space of coupling constants and on the space of fields, we determine the gradient flows for the scalar field, the…
The quintic Ornstein-Uhlenbeck volatility model is a stochastic volatility model where the volatility process is a polynomial function of degree five of a single Ornstein-Uhlenbeck process with fast mean reversion and large vol-of-vol. The…
In this paper we describe the rescattering process in optical field ionization through a one-dimensional model, which improves the well-known quasistatic model by adding the smoothed Coulomb potential in its second step. The above-threshold…
An Ornstein-Uhlenbeck (OU) process can be considered as a continuous time interpolation of the discrete time AR$(1)$ process. Departing from this fact, we analyse in this work the effect of iterating OU treated as a linear operator that…
A system of interacting atoms is represented as an union of two subsystems, one of which is the system of atoms, and the other is an auxiliary scalar covariant field, which is equivalent to a given static interatomic potential of general…
We compute the one-loop \beta-functions describing the renormalisation of the coupling constant \lambda and the frequency parameter \Omega for the real four-dimensional duality-covariant noncommutative \phi^4-model, which is renormalisable…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dG^{H}_{s}$, where $u$ is a $\beta$-H\"older continuous process with $\beta >1-H$ and $G^H$ is a self-similar Gaussian…
The stationary state of stochastic processes such as reaction-diffusion systems can be related to the ground state of a suitably defined quantum Hamiltonian. Using this analogy, we investigate the applicability of a real space…
We perform an exact renormalization-group analysis of one-dimensional 4-state clock models with complex interactions. Our aim is to provide a simple explicit illustration of the behavior of the renormalization-group flow in a system…
Considering the recent advances, the weak correlation between the massive Kalb-Ramond and the Proca interacting models is investigated by means of a set of complementary quantum field techniques beyond the semi-classical approach. A…
We analyze the dynamical response functions of strongly interacting quantum critical states described by conformal field theories (CFTs). We construct a self-consistent holographic model that incorporates the relevant scalar operator…
The dimensionful nature of the coupling in the Einstein-Hilbert action in four dimensions implies that the theory is non-renormalizable; explicit calculation shows that beginning at two loop order, divergences arise that cannot be removed…
A numerical analysis of a one-dimensional Hamiltonian system, composed by $N$ classical localized Heisenberg rotators on a ring, is presented. A distance $r_{ij}$ between rotators at sites $i$ and $j$ is introduced, such that the…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…