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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…

概率论 · 数学 2018-02-28 Salwa Bajja , Khalifa Es-Sebaiy , Lauri Viitasaari

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…

高能物理 - 唯象学 · 物理学 2009-11-07 C. Wetterich

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…

统计力学 · 物理学 2019-06-26 Peter J. Thomas , Benjamin Lindner

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 =…

高能物理 - 理论 · 物理学 2014-11-18 Michio Kaku

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…

高能物理 - 唯象学 · 物理学 2009-11-11 Claudio Destri , Andrea Sartirana

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…

高能物理 - 理论 · 物理学 2023-08-01 Jürgen Berges , Razvan Gurau , Thimo Preis

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…

高能物理 - 理论 · 物理学 2015-06-18 R. Cartas-Fuentevilla , A. Olvera-Santamaria

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…

数理金融 · 定量金融 2023-05-10 Eduardo Abi Jaber , Camille Illand , Shaun , Li

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…

chao-dyn · 物理学 2007-05-23 Jie Liu , Shi-Gang Chen , Bambi Hu

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…

统计理论 · 数学 2012-10-02 Argimiro Arratia , Alejandra Cabaña , Enrique M. Cabaña

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…

量子物理 · 物理学 2026-04-28 A. Yu. Zakharov

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…

高能物理 - 理论 · 物理学 2009-11-10 Harald Grosse , Raimar Wulkenhaar

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…

概率论 · 数学 2019-09-17 Salwa Bajja , Qian Yu

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…

统计力学 · 物理学 2007-05-23 J. Hooyberghs , C. Vanderzande

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…

高能物理 - 理论 · 物理学 2009-10-22 M. Asorey , J. G. Esteve , R. Fernandez J. Salas

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…

高能物理 - 理论 · 物理学 2024-03-14 G. B. de Gracia

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…

高能物理 - 理论 · 物理学 2016-10-12 Robert C. Myers , Todd Sierens , William Witczak-Krempa

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…

高能物理 - 理论 · 物理学 2019-08-27 F. T. Brandt , J. Frenkel , D. G. C. McKeon

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…

统计力学 · 物理学 2015-05-04 Leonardo J. L. Cirto , Leonardo S. Lima , Fernando D. Nobre

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…

数学物理 · 物理学 2019-02-20 R. J. Martin , R. V. Craster , A. Pannier , M. J. Kearney