相关论文: Path-integral representation for a stochastic sand…

We previously demonstrated that the bulk transport coefficients of uniaxial polycrystalline materials, including electrical and thermal conductivity, diffusivity, complex permittivity, and magnetic permeability, have Stieltjes integral…

We introduce and analyze a new quantity, the path integral ideal, governing the flow of generic discrete theories to the continuum limit and greatly increasing their convergence. The said flow is classified according to the degree of…

The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional Brownian motion with drift. As a result, a small time…

We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…

Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…

For the case of reduction onto the non-zero momentum level, in the problem of the path integral quantization of a scalar particle motion on a smooth compact Riemannian manifold with the given free isometric action of the compact semisimle…

This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…

Typically, real-world stochastic processes are not easy to analyze. In this work we study the representation of any stochastic process as a memoryless innovation process triggering a dynamic system. We show that such a representation is…

We show how to construct path integrals for quantum mechanical systems where the space of configurations is a general non-compact symmetric space. Associated with this path integral is a perturbation theory which respects the global…

The concept of impedance, which characterises the current response to a periodical driving, is introduced in the context of stochastic transport. In particular, we calculate the impedance for an exactly solvable model, namely the stochastic…

Damped mechanical systems with various forms of damping are quantized using the path integral formalism. In particular, we obtain the path integral kernel for the linearly damped harmonic oscillator and a particle in a uniform gravitational…

The present paper proposes a stochastic model of the traffic flow. This model has a discrete set of states and the continuous time. The model is a generalization of the discrete stochastis model that has been considered in a previous paper…

The aim of this paper is to give a stochastic representation for the solution to a natural extension of the Caputo-type evolution equation. The nonlocal-in-time operator is defined by a hypersingular integral with a (possibly…

The exact dynamics of a system coupled to an environment can be described by an integro-differential stochastic equation of its reduced density. The influence of the environment is incorporated through a mean-field which is both stochastic…

Much of our mechanistic understanding of the functions of biological macromolecules is based on static structural experiments, which can be modelled either as single structures or conformational ensembles. While these provide us with…

This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…

In this paper we construct a path integral formulation of quantum mechanics on noncommutative phase-space. We first map the system to an equivalent system on the noncommutative plane. Then by applying the formalism of representing a quantum…

The essence of the path integral method in quantum physics can be expressed in terms of two relations between unitary propagators, describing perturbations of the underlying system. They inherit the causal structure of the theory and its…

We give a pedagogical review of the application of field theoretic and path integral methods to calculate moments of the probability density function of stochastic differential equations perturbatively.

We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the…