Related papers: Supersymmetry in Stochastic Processes with Higher-…
It is hypothesized that the Langevin time of stochastic quantum quantization is a physical time over which quantum fields at all values of space and coordinate time fluctuate. The average over paths becomes a time average as opposed to an…
When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
We study the Langevin equation with both a white noise and a colored noise. We construct the Lagrangian as well as the Hamiltonian for the generalized Langevin equation which leads naturally to a path integral description from first…
I review the generating function for quantum-statistical mechanics, known as the Feynman-Vernon influence functional, the decoherence functional, or the Schwinger-Keldysh path integral. I describe a probability-conserving $i\varepsilon$…
The theory of large random matrices has proved an invaluable tool for the study of systems with disordered interactions in many quite disparate research areas. Widely applicable results, such as the celebrated elliptic law for dense random…
In a previous Letter (J. Phys. A v.47 (2014) 212003) we have presented numerical evidence that a Hamiltonian expressed in terms of the generators of the periodic Temperley-Lieb algebra has, in the finite-size scaling limit, a spectrum given…
The exchange antisymmetry between identical fermions gives rise to the well known fermion sign problem, in the form of large cancellation between positive and negative contribution to the partition function, making any simulation methods…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
Instead of imposing the Schr\"{o}dinger equation to obtain the configuration space propagator $\csprop$ for a quantum mechanical nonlinear sigma model, we directly evaluate the phase space propagator $\psprop$ by expanding the exponent and…
We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
The path integral representation for a system of N non-relativistic particles on the plane, interacting through a Chern-Simons gauge field, is obtained from the operator formalism. An effective interaction between the particles appears,…
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
Probability distributions which can be obtained from superpositions of Gaussian distributions of different variances v = \sigma ^2 play a favored role in quantum theory and financial markets. Such superpositions need not necessarily obey…
Supersymmetrization of a nonlinear evolution equation in which the bosonic equation is independent of the fermionic variable and the system is linear in fermionic field goes by the name B-supersymmetrization. This special type of…
Feynman's Lagrangian path integral was an outgrowth of Dirac's vague surmise that Lagrangians have a role in quantum mechanics. Lagrangians implicitly incorporate Hamilton's first equation of motion, so their use contravenes the uncertainty…
We construct new integrable coupled systems of N=1 supersymmetric equations and present integrable fermionic extensions of the Burgers and Boussinesq equations. Existence of infinitely many higher symmetries is demonstrated by the presence…
As written by statistician George Box "All models are wrong, but some are useful", standard diffusion derivation or Feynman path ensembles use nonphysical infinite velocity/kinetic energy nowhere differentiable trajectories - what seems…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…