Related papers: The Symmetric Stable L\'{e}vy Flights and the Feyn…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
We {\em derive} the exact configuration space path integral, together with the way how to evaluate it, from the Hamiltonian approach for any quantum mechanical system in flat spacetime whose Hamiltonian has at most two momentum operators.…
We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (L\'evy) operator. We prove various stability estimates along with convergence results toward…
We introduce a fractional Klein-Kramers equation which describes sub-ballistic superdiffusion in phase space in the presence of a space-dependent external force field. This equation defines the differential L{\'e}vy walk model whose…
We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of the Stochastic Mechanics (SM) which produces time reversal invariant diffusion processes. This leads to a linearized…
In this paper we solve exactly the problem of the spectrum and Feynman propagator of a charged particle submitted to both an anharmonic oscillator in the plane and a constant and homogeneous magnetic field of arbitrary strength aligned with…
We study classical particles on the sites of an open chain which diffuse, coagulate and decoagulate preferentially in one direction. The master equation is expressed in terms of a spin one-half Hamiltonian $H$ and the model is shown to be…
We investigate the scattering features of a non-Hermitian rectangular potential within the framework of space-fractional quantum mechanics. Using the Riesz fractional derivative, we analytically derive locus equations for spectral…
Given an arbitrary Lagrangian function on \RR^d and a choice of classical path, one can try to define Feynman's path integral supported near the classical path as a formal power series parameterized by "Feynman diagrams," although these…
Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…
The score function for the diffusion process, also known as the gradient of the log-density, is a basic concept to characterize the probability flow with important applications in the score-based diffusion generative modelling and the…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
We investigate the stationary diffusion equation with a coefficient given by a (transformed) L\'evy random field. L\'evy random fields are constructed by smoothing L\'evy noise fields with kernels from the Mat\'ern class. We show that…
We study the quantization problem of relativistic scalar and spinning particles interacting with a radiation electromagnetic field by using the path integral and the external source method. The spin degrees of freedom are described in terms…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
We obtain the first passage time density for a L\'{e}vy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding…
On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…
Starting from a classical-mechanics stochastic model encoded in a Langevin equation, we derive the natural diffusion equation associated with three classes of multiscale spacetimes (with weighted, ordinary, and "q-Poincar\'e" symmetries).…
Superluminal propagation is an intrinsic problem in the diffusion equation and has not been effectively addressed for a long time. In this work, a rigorous solution to this issue is obtained under the assumption that particles undergo a…