Related papers: Supersymmetry in Stochastic Processes with Higher-…
We postulate the second-order derivative equation with four parameters for spin-1/2 fermions possessing two mass states. For some choice of parameters fermions propagate with the superluminal speed. Thus, the novel tachyonic equation is…
This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…
In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…
The non-linear $\Sigma$-Model minimally coupled with Maxwell theory in $3+1$ dimensions possesses a topologically non-trivial sector characterized by ``lasagna''-like configurations. We demonstrate that, when a specific quantization…
We have developed a numerically exact approach to compute real-time path integral expressions for quantum transport problems out of equilibrium. The scheme is based on a deterministic iterative summation of the path integral (ISPI) for the…
Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta…
The classical Kramer sampling theorem establishes general conditions that allow the reconstruction of functions by mean of orthogonal sampling formulae. One major task in sampling theory is to find concrete, non trivial realizations of this…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
We investigate supergroups with Grassmann parameters replaced by odd Clifford parameters. The connection with non-anticommutative supersymmetry is discussed. A Berezin-like calculus for odd Clifford variables is introduced. Fermionic…
In the present work we consider a time-dependent Schr\"odinger equation for systems invariant under the reparametrization of time. We develop the two-stage procedure of construction such systems from a given initial ones, which is not…
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…
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…
We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integral representation. After developing the mapping, we apply it to some illustrative examples: the simple decay process, the birth-and-death…
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.…
The path integral approach to the quantization of one degree-of-freedom Newtonian particles is considered within the discrete time-slicing approach, as in Feynman's original development. In the time-slicing approximation the quantum…
We introduce a general framework for realizing $\mathcal{PT}$-like phase transitions in non-Hermitian systems without imposing explicit parity--time ($\mathcal{PT}$) symmetry. The approach is based on constructing a Hamiltonian as the…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
Path integrals constitute powerful representations for both quantum and stochastic dynamics. Yet despite many decades of intensive studies, there is no consensus on how to formulate them for dynamics in curved space, or how to make them…