Förster resonance energy transfer, absorption and emission spectra in multichromophoric systems. III. Exact stochastic path integral evaluation.

Science.gov (United States)

Moix, Jeremy M; Ma, Jian; Cao, Jianshu

2015-03-07

A numerically exact path integral treatment of the absorption and emission spectra of open quantum systems is presented that requires only the straightforward solution of a stochastic differential equation. The approach converges rapidly enabling the calculation of spectra of large excitonic systems across the complete range of system parameters and for arbitrary bath spectral densities. With the numerically exact absorption and emission operators, one can also immediately compute energy transfer rates using the multi-chromophoric Förster resonant energy transfer formalism. Benchmark calculations on the emission spectra of two level systems are presented demonstrating the efficacy of the stochastic approach. This is followed by calculations of the energy transfer rates between two weakly coupled dimer systems as a function of temperature and system-bath coupling strength. It is shown that the recently developed hybrid cumulant expansion (see Paper II) is the only perturbative method capable of generating uniformly reliable energy transfer rates and emission spectra across a broad range of system parameters.

Path-integral formalism for stochastic resetting: Exactly solved examples and shortcuts to confinement.

Science.gov (United States)

Roldán, Édgar; Gupta, Shamik

2017-08-01

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location at a generic space-dependent rate of resetting. We present a systematic approach involving path integrals and elements of renewal theory that allows us to derive analytical expressions for a variety of statistics of the dynamics such as (i) the propagator prior to first reset, (ii) the distribution of the first-reset time, and (iii) the spatial distribution of the particle at long times. We apply our approach to several representative and hitherto unexplored examples of resetting dynamics. A particularly interesting example for which we find analytical expressions for the statistics of resetting is that of a Brownian particle trapped in a harmonic potential with a rate of resetting that depends on the instantaneous energy of the particle. We find that using energy-dependent resetting processes is more effective in achieving spatial confinement of Brownian particles on a faster time scale than performing quenches of parameters of the harmonic potential.

Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems

Directory of Open Access Journals (Sweden)

Shaolin Ji

2013-01-01

Full Text Available In this paper we study the relationship between functional forward-backward stochastic systems and path-dependent PDEs. In the framework of functional Itô calculus, we introduce a path-dependent PDE and prove that its solution is uniquely determined by a functional forward-backward stochastic system.

A numerical scheme for optimal transition paths of stochastic chemical kinetic systems

International Nuclear Information System (INIS)

Liu Di

2008-01-01

We present a new framework for finding the optimal transition paths of metastable stochastic chemical kinetic systems with large system size. The optimal transition paths are identified to be the most probable paths according to the Large Deviation Theory of stochastic processes. Dynamical equations for the optimal transition paths are derived using the variational principle. A modified Minimum Action Method (MAM) is proposed as a numerical scheme to solve the optimal transition paths. Applications to Gene Regulatory Networks such as the toggle switch model and the Lactose Operon Model in Escherichia coli are presented as numerical examples

Lecture notes in topics in path integrals and string representations

CERN Document Server

Botelho, Luiz C L

2017-01-01

Functional Integrals is a well-established method in mathematical physics, especially those mathematical methods used in modern non-perturbative quantum field theory and string theory. This book presents a unique, original and modern treatment of strings representations on Bosonic Quantum Chromodynamics and Bosonization theory on 2d Gauge Field Models, besides of rigorous mathematical studies on the analytical regularization scheme on Euclidean quantum field path integrals and stochastic quantum field theory. It follows an analytic approach based on Loop space techniques, functional determinant exact evaluations and exactly solubility of four dimensional QCD loop wave equations through Elfin Botelho fermionic extrinsic self avoiding string path integrals.

Eco-reliable path finding in time-variant and stochastic networks

International Nuclear Information System (INIS)

Li, Wenjie; Yang, Lixing; Wang, Li; Zhou, Xuesong; Liu, Ronghui; Gao, Ziyou

2017-01-01

This paper addresses a route guidance problem for finding the most eco-reliable path in time-variant and stochastic networks such that travelers can arrive at the destination with the maximum on-time probability while meeting vehicle emission standards imposed by government regulators. To characterize the dynamics and randomness of transportation networks, the link travel times and emissions are assumed to be time-variant random variables correlated over the entire network. A 0–1 integer mathematical programming model is formulated to minimize the probability of late arrival by simultaneously considering the least expected emission constraint. Using the Lagrangian relaxation approach, the primal model is relaxed into a dualized model which is further decomposed into two simple sub-problems. A sub-gradient method is developed to reduce gaps between upper and lower bounds. Three sets of numerical experiments are tested to demonstrate the efficiency and performance of our proposed model and algorithm. - Highlights: • The most eco-reliable path is defined in time-variant and stochastic networks. • The model is developed with on-time arrival probability and emission constraints. • The sub-gradient and label correcting algorithm are integrated to solve the model. • Numerical experiments demonstrate the effectiveness of developed approaches.

Ranking paths in stochastic time-dependent networks

DEFF Research Database (Denmark)

Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele D.

2014-01-01

In this paper we address optimal routing problems in networks where travel times are both stochastic and time-dependent. In these networks, the best route choice is not necessarily a path, but rather a time-adaptive strategy that assigns successors to nodes as a function of time. Nevertheless, in...

A path integral methodology for obtaining thermodynamic properties of nonadiabatic systems using Gaussian mixture distributions

Science.gov (United States)

Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel

2018-05-01

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.

Stochastic control with rough paths

International Nuclear Information System (INIS)

Diehl, Joscha; Friz, Peter K.; Gassiat, Paul

2017-01-01

We study a class of controlled differential equations driven by rough paths (or rough path realizations of Brownian motion) in the sense of Lyons. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the duality theory for controlled diffusion processes and typically involve anticipating stochastic analysis. We make the link to old work of Davis and Burstein (Stoch Stoch Rep 40:203–256, 1992) and then prove a continuous-time generalization of Roger’s duality formula [SIAM J Control Optim 46:1116–1132, 2007]. The generic case of controlled volatility is seen to give trivial duality bounds, and explains the focus in Burstein–Davis’ (and this) work on controlled drift. Our study of controlled rough differential equations also relates to work of Mazliak and Nourdin (Stoch Dyn 08:23, 2008).

Stochastic control with rough paths

Energy Technology Data Exchange (ETDEWEB)

Diehl, Joscha [University of California San Diego (United States); Friz, Peter K., E-mail: friz@math.tu-berlin.de [TU & WIAS Berlin (Germany); Gassiat, Paul [CEREMADE, Université Paris-Dauphine, PSL Research University (France)

2017-04-15

We study a class of controlled differential equations driven by rough paths (or rough path realizations of Brownian motion) in the sense of Lyons. It is shown that the value function satisfies a HJB type equation; we also establish a form of the Pontryagin maximum principle. Deterministic problems of this type arise in the duality theory for controlled diffusion processes and typically involve anticipating stochastic analysis. We make the link to old work of Davis and Burstein (Stoch Stoch Rep 40:203–256, 1992) and then prove a continuous-time generalization of Roger’s duality formula [SIAM J Control Optim 46:1116–1132, 2007]. The generic case of controlled volatility is seen to give trivial duality bounds, and explains the focus in Burstein–Davis’ (and this) work on controlled drift. Our study of controlled rough differential equations also relates to work of Mazliak and Nourdin (Stoch Dyn 08:23, 2008).

Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games

KAUST Repository

Jaleel, Hassan

2018-04-08

Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.

Diffusion in periodic potentials with path integral hyperdynamics.

Science.gov (United States)

Ikonen, T; Khandkar, M D; Chen, L Y; Ying, S C; Ala-Nissila, T

2011-08-01

We consider the diffusion of brownian particles in one-dimensional periodic potentials as a test bench for the recently proposed stochastic path integral hyperdynamics (PIHD) scheme [Chen and Horing, J. Chem. Phys. 126, 224103 (2007)]. First, we consider the case where PIHD is used to enhance the transition rate of activated rare events. To this end, we study the diffusion of a single brownian particle moving in a spatially periodic potential in the high-friction limit at low temperature. We demonstrate that the boost factor as compared to straight molecular dynamics (MD) has nontrivial behavior as a function of the bias force. Instead of growing monotonically with the bias, the boost attains an optimal maximum value due to increased error in the finite path sampling induced by the bias. We also observe that the PIHD method can be sensitive to the choice of numerical integration algorithm. As the second case, we consider parallel resampling of multiple bias force values in the case of a brownian particle in a periodic potential subject to an external ac driving force. We confirm that there is no stochastic resonance in this system. However, while the PIHD method allows one to obtain data for multiple values of the ac bias, the boost with respect to MD remains modest due to the simplicity of the equation of motion in this case.

Path integral for stochastic inflation: Nonperturbative volume weighting, complex histories, initial conditions, and the end of inflation

Science.gov (United States)

Gratton, Steven

2011-09-01

In this paper we present a path integral formulation of stochastic inflation. Volume weighting can be naturally implemented from this new perspective in a very straightforward way when compared to conventional Langevin approaches. With an in-depth study of inflation in a quartic potential, we investigate how the inflaton evolves and how inflation typically ends both with and without volume weighting. The calculation can be carried to times beyond those accessible to conventional Fokker-Planck approaches. Perhaps unexpectedly, complex histories sometimes emerge with volume weighting. The reward for this excursion into the complex plane is an insight into how volume-weighted inflation both loses memory of initial conditions and ends via slow roll. The slow-roll end of inflation mitigates certain “Youngness Paradox”-type criticisms of the volume-weighted paradigm. Thus it is perhaps time to rehabilitate proper-time volume weighting as a viable measure for answering at least some interesting cosmological questions.

Path integral for stochastic inflation: Nonperturbative volume weighting, complex histories, initial conditions, and the end of inflation

International Nuclear Information System (INIS)

Gratton, Steven

2011-01-01

In this paper we present a path integral formulation of stochastic inflation. Volume weighting can be naturally implemented from this new perspective in a very straightforward way when compared to conventional Langevin approaches. With an in-depth study of inflation in a quartic potential, we investigate how the inflaton evolves and how inflation typically ends both with and without volume weighting. The calculation can be carried to times beyond those accessible to conventional Fokker-Planck approaches. Perhaps unexpectedly, complex histories sometimes emerge with volume weighting. The reward for this excursion into the complex plane is an insight into how volume-weighted inflation both loses memory of initial conditions and ends via slow roll. The slow-roll end of inflation mitigates certain ''Youngness Paradox''-type criticisms of the volume-weighted paradigm. Thus it is perhaps time to rehabilitate proper-time volume weighting as a viable measure for answering at least some interesting cosmological questions.

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

Science.gov (United States)

Blackmore, Lars

2008-01-01

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. This requires that mission constraint violation can occur with a probability less than a prescribed value.In this paper we describe a novel method for optimal chance constrained path planning with feedback design. The approach optimizes both the reference trajectory to be followed and the feedback controller used to reject uncertainty. Our method extends recent results in constrained control synthesis based on convex optimization to solve control problems with nonconvex constraints. This extension is essential for path planning problems, which inherently have nonconvex obstacle avoidance constraints. Unlike previous approaches to chance constrained path planning, the new approach optimizes the feedback gain as wellas the reference trajectory.The key idea is to couple a fast, nonconvex solver that does not take into account uncertainty, with existing robust approaches that apply only to convex feasible regions. By alternating between robust and nonrobust solutions, the new algorithm guarantees convergence to a global optimum. We apply the new method to an unmanned aircraft and show simulation results that demonstrate the efficacy of the approach.

Computing the optimal path in stochastic dynamical systems

International Nuclear Information System (INIS)

Bauver, Martha; Forgoston, Eric; Billings, Lora

2016-01-01

In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces.

Integral transforms of the quantum mechanical path integral: Hit function and path-averaged potential

Science.gov (United States)

Edwards, James P.; Gerber, Urs; Schubert, Christian; Trejo, Maria Anabel; Weber, Axel

2018-04-01

We introduce two integral transforms of the quantum mechanical transition kernel that represent physical information about the path integral. These transforms can be interpreted as probability distributions on particle trajectories measuring respectively the relative contribution to the path integral from paths crossing a given spatial point (the hit function) and the likelihood of values of the line integral of the potential along a path in the ensemble (the path-averaged potential).

Explore Stochastic Instabilities of Periodic Points by Transition Path Theory

Science.gov (United States)

Cao, Yu; Lin, Ling; Zhou, Xiang

2016-06-01

We consider the noise-induced transitions from a linearly stable periodic orbit consisting of T periodic points in randomly perturbed discrete logistic map. Traditional large deviation theory and asymptotic analysis at small noise limit cannot distinguish the quantitative difference in noise-induced stochastic instabilities among the T periodic points. To attack this problem, we generalize the transition path theory to the discrete-time continuous-space stochastic process. In our first criterion to quantify the relative instability among T periodic points, we use the distribution of the last passage location related to the transitions from the whole periodic orbit to a prescribed disjoint set. This distribution is related to individual contributions to the transition rate from each periodic points. The second criterion is based on the competency of the transition paths associated with each periodic point. Both criteria utilize the reactive probability current in the transition path theory. Our numerical results for the logistic map reveal the transition mechanism of escaping from the stable periodic orbit and identify which periodic point is more prone to lose stability so as to make successful transitions under random perturbations.

Set-Valued Stochastic Lebesque Integral and Representation Theorems

Directory of Open Access Journals (Sweden)

Jungang Li

2008-06-01

Full Text Available In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection set. After recalling the Aumann type definition of stochastic integral, we shall introduce a new definition of Lebesgue integral of a set-valued stochastic process with respect to the time t . Finally we shall prove the presentation theorem of set-valued stochastic integral and dis- cuss further properties that will be useful to study set-valued stochastic differential equations with their applications.

Feynman path integral application on deriving black-scholes diffusion equation for european option pricing

International Nuclear Information System (INIS)

Utama, Briandhika; Purqon, Acep

2016-01-01

Path Integral is a method to transform a function from its initial condition to final condition through multiplying its initial condition with the transition probability function, known as propagator. At the early development, several studies focused to apply this method for solving problems only in Quantum Mechanics. Nevertheless, Path Integral could also apply to other subjects with some modifications in the propagator function. In this study, we investigate the application of Path Integral method in financial derivatives, stock options. Black-Scholes Model (Nobel 1997) was a beginning anchor in Option Pricing study. Though this model did not successfully predict option price perfectly, especially because its sensitivity for the major changing on market, Black-Scholes Model still is a legitimate equation in pricing an option. The derivation of Black-Scholes has a high difficulty level because it is a stochastic partial differential equation. Black-Scholes equation has a similar principle with Path Integral, where in Black-Scholes the share's initial price is transformed to its final price. The Black-Scholes propagator function then derived by introducing a modified Lagrange based on Black-Scholes equation. Furthermore, we study the correlation between path integral analytical solution and Monte-Carlo numeric solution to find the similarity between this two methods. (paper)

On a path integral description of the dynamics of an inextensible chain and its connection to constrained stochastic dynamics

International Nuclear Information System (INIS)

Ferrari, Franco; Paturej, Jaroslaw

2009-01-01

The dynamics of a freely jointed chain in the continuous limit is described by a field theory which closely resembles the nonlinear sigma model. The generating functional Ψ[J] of this field theory contains nonholonomic constraints, which are imposed by inserting in the path integral expressing Ψ[J] a suitable product of delta functions. The same procedure is commonly applied in statistical mechanics in order to enforce topological conditions on a system of linked polymers. The disadvantage of this method is that the contact with the stochastic process governing the diffusion of the chain is apparently lost. The main goal of this work is to re-establish this contact. For this purpose, it is shown here that the generating functional Ψ[J] coincides with the generating functional of the correlation functions of the solutions of a constrained Langevin equation. In the discrete case, this Langevin equation describes as expected the Brownian motion of beads connected together by links of fixed length

Reparametrization in the path integral

International Nuclear Information System (INIS)

Storchak, S.N.

1983-01-01

The question of the invariance of a measure in the n-dimensional path integral under the path reparametrization is considered. The non-invariance of the measure through the jacobian is suggeste. After the path integral reparametrization the representatioq for the Green's function of the Hamilton operator in terms of the path integral with the classical Hamiltonian has been obtained

Feynman's path integrals and Bohm's particle paths

International Nuclear Information System (INIS)

Tumulka, Roderich

2005-01-01

Both Bohmian mechanics, a version of quantum mechanics with trajectories, and Feynman's path integral formalism have something to do with particle paths in space and time. The question thus arises how the two ideas relate to each other. In short, the answer is, path integrals provide a re-formulation of Schroedinger's equation, which is half of the defining equations of Bohmian mechanics. I try to give a clear and concise description of the various aspects of the situation. (letters and comments)

Stochastic quantization of Einstein gravity

International Nuclear Information System (INIS)

Rumpf, H.

1986-01-01

We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''

Path integrals on curved manifolds

International Nuclear Information System (INIS)

Grosche, C.; Steiner, F.

1987-01-01

A general framework for treating path integrals on curved manifolds is presented. We also show how to perform general coordinate and space-time transformations in path integrals. The main result is that one has to subtract a quantum correction ΔV ∝ ℎ 2 from the classical Lagrangian L, i.e. the correct effective Lagrangian to be used in the path integral is L eff = L-ΔV. A general prescription for calculating the quantum correction ΔV is given. It is based on a canonical approach using Weyl-ordering and the Hamiltonian path integral defined by the midpoint prescription. The general framework is illustrated by several examples: The d-dimensional rotator, i.e. the motion on the sphere S d-1 , the path integral in d-dimensional polar coordinates, the exact treatment of the hydrogen atom in R 2 and R 3 by performing a Kustaanheimo-Stiefel transformation, the Langer transformation and the path integral for the Morse potential. (orig.)

Path integration in conical space

International Nuclear Information System (INIS)

Inomata, Akira; Junker, Georg

2012-01-01

Quantum mechanics in conical space is studied by the path integral method. It is shown that the curvature effect gives rise to an effective potential in the radial path integral. It is further shown that the radial path integral in conical space can be reduced to a form identical with that in flat space when the discrete angular momentum of each partial wave is replaced by a specific non-integral angular momentum. The effective potential is found proportional to the squared mean curvature of the conical surface embedded in Euclidean space. The path integral calculation is compatible with the Schrödinger equation modified with the Gaussian and the mean curvature. -- Highlights: ► We study quantum mechanics on a cone by the path integral approach. ► The path integral depends only on the metric and the curvature effect is built in. ► The approach is consistent with the Schrödinger equation modified by an effective potential. ► The effective potential is found to be of the “Jensen–Koppe” and “da Costa” type.

Hamiltonian path integrals

International Nuclear Information System (INIS)

Prokhorov, L.V.

1982-01-01

The properties of path integrals associated with the allowance for nonstandard terms reflecting the operator nature of the canonical variables are considered. Rules for treating such terms (''equivalence rules'') are formulated. Problems with a boundary, the behavior of path integrals under canonical transformations, and the problem of quantization of dynamical systems with constraints are considered in the framework of the method

Set-Valued Stochastic Equation with Set-Valued Square Integrable Martingale

Directory of Open Access Journals (Sweden)

Li Jun-Gang

2017-01-01

Full Text Available In this paper, we shall introduce the stochastic integral of a stochastic process with respect to set-valued square integrable martingale. Then we shall give the Aumann integral measurable theorem, and give the set-valued stochastic Lebesgue integral and set-valued square integrable martingale integral equation. The existence and uniqueness of solution to set-valued stochastic integral equation are proved. The discussion will be useful in optimal control and mathematical finance in psychological factors.

Differential equations driven by rough paths with jumps

Science.gov (United States)

Friz, Peter K.; Zhang, Huilin

2018-05-01

We develop the rough path counterpart of Itô stochastic integration and differential equations driven by general semimartingales. This significantly enlarges the classes of (Itô/forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.

Path integral in Snyder space

Energy Technology Data Exchange (ETDEWEB)

Mignemi, S., E-mail: smignemi@unica.it [Dipartimento di Matematica e Informatica, Università di Cagliari, Viale Merello 92, 09123 Cagliari (Italy); INFN, Sezione di Cagliari, Cittadella Universitaria, 09042 Monserrato (Italy); Štrajn, R. [Dipartimento di Matematica e Informatica, Università di Cagliari, Viale Merello 92, 09123 Cagliari (Italy); INFN, Sezione di Cagliari, Cittadella Universitaria, 09042 Monserrato (Italy)

2016-04-29

The definition of path integrals in one- and two-dimensional Snyder space is discussed in detail both in the traditional setting and in the first-order formalism of Faddeev and Jackiw. - Highlights: • The definition of the path integral in Snyder space is discussed using phase space methods. • The same result is obtained in the first-order formalism of Faddeev and Jackiw. • The path integral formulation of the two-dimensional Snyder harmonic oscillator is outlined.

Path integral in Snyder space

International Nuclear Information System (INIS)

Mignemi, S.; Štrajn, R.

2016-01-01

The definition of path integrals in one- and two-dimensional Snyder space is discussed in detail both in the traditional setting and in the first-order formalism of Faddeev and Jackiw. - Highlights: • The definition of the path integral in Snyder space is discussed using phase space methods. • The same result is obtained in the first-order formalism of Faddeev and Jackiw. • The path integral formulation of the two-dimensional Snyder harmonic oscillator is outlined.

Path integrals and geometry of trajectories

International Nuclear Information System (INIS)

Blau, M.; Keski-Vakkuri, E.; Niemi, A.J.

1990-01-01

A geometrical interpretation of path integrals is developed in the space of trajectories. This yields a supersymmetric formulation of a generic path integral, with the supersymmetry resembling the BRST supersymmetry of a first class constrained system. If the classical equation of motion is a Killing vector field in the space of trajectories, the supersymmetry localizes the path integral to classical trajectories and the WKB approximation becomes exact. This can be viewed as a path integral generalization of the Duistermaat-Heckman theorem, which states the conditions for the exactness of the WKB approximation for integrals in a compact phase space. (orig.)

Techniques and applications of path integration

CERN Document Server

Schulman, L S

2005-01-01

A book of techniques and applications, this text defines the path integral and illustrates its uses by example. It is suitable for advanced undergraduates and graduate students in physics; its sole prerequisite is a first course in quantum mechanics. For applications requiring specialized knowledge, the author supplies background material.The first part of the book develops the techniques of path integration. Topics include probability amplitudes for paths and the correspondence limit for the path integral; vector potentials; the Ito integral and gauge transformations; free particle and quadra

The intrinsic stochasticity of near-integrable Hamiltonian systems

Energy Technology Data Exchange (ETDEWEB)

Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu

1989-09-01

Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).

Stochastic B-series and order conditions for exponential integrators

DEFF Research Database (Denmark)

Arara, Alemayehu Adugna; Debrabant, Kristian; Kværnø, Anne

2018-01-01

We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting...

Perfect discretization of path integrals

International Nuclear Information System (INIS)

Steinhaus, Sebastian

2012-01-01

In order to obtain a well-defined path integral one often employs discretizations. In the case of General Relativity these generically break diffeomorphism symmetry, which has severe consequences since these symmetries determine the dynamics of the corresponding system. In this article we consider the path integral of reparametrization invariant systems as a toy example and present an improvement procedure for the discretized propagator. Fixed points and convergence of the procedure are discussed. Furthermore we show that a reparametrization invariant path integral implies discretization independence and acts as a projector onto physical states.

Perfect discretization of path integrals

Science.gov (United States)

Steinhaus, Sebastian

2012-05-01

In order to obtain a well-defined path integral one often employs discretizations. In the case of General Relativity these generically break diffeomorphism symmetry, which has severe consequences since these symmetries determine the dynamics of the corresponding system. In this article we consider the path integral of reparametrization invariant systems as a toy example and present an improvement procedure for the discretized propagator. Fixed points and convergence of the procedure are discussed. Furthermore we show that a reparametrization invariant path integral implies discretization independence and acts as a projector onto physical states.

Introduction to stochastic analysis integrals and differential equations

CERN Document Server

Mackevicius, Vigirdas

2013-01-01

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion pro

Geometric integrators for stochastic rigid body dynamics

KAUST Repository

Tretyakov, Mikhail

2016-01-05

Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.

Geometric integrators for stochastic rigid body dynamics

KAUST Repository

Tretyakov, Mikhail

2016-01-01

Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.

Path integrals for arbitrary canonical transformations

International Nuclear Information System (INIS)

Oliveira, L.A.R. de.

1980-01-01

Some aspects of the path integral formulation of quantum mechanics are studied. This formalism is generalized to arbitrary canonical transformations, by means of an association between path integral probalility amplitudes and classical generators of transformations, analogous to the usual Hamiltonian time development phase space expression. Such association turns out to be equivalent to the Weyl quantization rule, and it is also shown that this formalism furnishes a path integral representation for a Lie algebra of a given set of classical generators. Some physical considerations about the path integral quantization procedure and about the relationship between classical and quantum dynamical structures are also discussed. (Author) [pt

How to solve path integrals in quantum mechanics

International Nuclear Information System (INIS)

Grosche, C.

1994-10-01

A systematic classification of Feynman path integrals in quantum mechanics is presented and a table of solvable path integrals is given which reflects the progress made during the last 15 years, including, of course, the main contributions since the invention of the path integral by Feynman in 1942. An outline of the general theory is given which will serve as a quick reference for solving path integrals. Explicit formulae for the so-called basic path integrals are presented on which our general scheme to classify and calculate path integrals in quantum mechanics is based. (orig.)

Path integration on hyperbolic spaces

Energy Technology Data Exchange (ETDEWEB)

Grosche, C [Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik

1991-11-01

Quantum mechanics on the hyperbolic spaces of rank one is discussed by path integration technique. Hyperbolic spaces are multi-dimensional generalisation of the hyperbolic plane, i.e. the Poincare upper half-plane endowed with a hyperbolic geometry. We evalute the path integral on S{sub 1} {approx equal} SO (n,1)/SO(n) and S{sub 2} {approx equal} SU(n,1)/S(U(1) x U(n)) in a particular coordinate system, yielding explicitly the wave-functions and the energy spectrum. Futhermore we can exploit a general property of all these spaces, namely that they can be parametrized by a pseudopolar coordinate system. This allows a separation in path integration over spheres and an additional path integration over the remaining hyperbolic coordinate, yielding effectively a path integral for a modified Poeschl-Teller potential. Only continuous spectra can exist in all the cases. For all the hyperbolic spaces of rank one we find a general formula for the largest lower bound (zero-point energy) of the spectrum which is given by E{sub O} = h{sup 2} /8m(m{sub {alpha}} +2m{sub 2} {alpha}){sup 2} (m {alpha} and m{sub 2}{alpha} denote the dimension of the root subspace corresponding to the roots {alpha} and 2{alpha}, respectively). I also discuss the case, where a constant magnetic field on H{sup n} is incorporated. (orig.).

Path integration on hyperbolic spaces

International Nuclear Information System (INIS)

Grosche, C.

1991-11-01

Quantum mechanics on the hyperbolic spaces of rank one is discussed by path integration technique. Hyperbolic spaces are multi-dimensional generalisation of the hyperbolic plane, i.e. the Poincare upper half-plane endowed with a hyperbolic geometry. We evalute the path integral on S 1 ≅ SO (n,1)/SO(n) and S 2 ≅ SU(n,1)/S[U(1) x U(n)] in a particular coordinate system, yielding explicitly the wave-functions and the energy spectrum. Futhermore we can exploit a general property of all these spaces, namely that they can be parametrized by a pseudopolar coordinate system. This allows a separation in path integration over spheres and an additional path integration over the remaining hyperbolic coordinate, yielding effectively a path integral for a modified Poeschl-Teller potential. Only continuous spectra can exist in all the cases. For all the hyperbolic spaces of rank one we find a general formula for the largest lower bound (zero-point energy) of the spectrum which is given by E O = h 2 /8m(m α +2m 2 α) 2 (m α and m 2 α denote the dimension of the root subspace corresponding to the roots α and 2α, respectively). I also discuss the case, where a constant magnetic field on H n is incorporated. (orig.)

Path Integration on the Upper Half-Plane

OpenAIRE

Reijiro, KUBO; Research Institute for Theoretical Physics Hiroshima University

1987-01-01

Feynman's path integral is considered on the Poincare upper half-plane. It is shown that the fundamental solution to the heat equation ∂f/∂t=Δ_Hf can be expressed in terms of a path integral. A simple relation between the path integral and the Selberg trace formula is discussed briefly.

A Fractionally Integrated Wishart Stochastic Volatility Model

NARCIS (Netherlands)

M. Asai (Manabu); M.J. McAleer (Michael)

2013-01-01

textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of

Path integral for relativistic particle theory

International Nuclear Information System (INIS)

Fradkin, E.S.; Gitman, D.M.; Shvartsman, Sh.M.

1990-06-01

An action for a relativistic spinning particle interacting with external electromagnetic field is considered in reparametrization and local supergauge invariant form. It is shown that various path integral representations derived for the causal Green function correspond to the different forms of the relativistic particle action. The analogy of the path integral derived with the Lagrangian path integral of the field theory is discussed. It is shown that to obtain the causal propagator, the integration over the null mode of the Lagrangian multiplier corresponding to the reparametrization invariance, has to be performed in the (0,+infinity) limits. (author). 23 refs

Quantum Coherent States and Path Integral Method to Stochastically Determine the Anisotropic Volume Expansion in Lithiated Silicon Nanowires

Directory of Open Access Journals (Sweden)

Donald C. Boone

2017-10-01

Full Text Available This computational research study will analyze the multi-physics of lithium ion insertion into a silicon nanowire in an attempt to explain the electrochemical kinetics at the nanoscale and quantum level. The electron coherent states and a quantum field version of photon density waves will be the joining theories that will explain the electron-photon interaction within the lithium-silicon lattice structure. These two quantum particles will be responsible for the photon absorption rate of silicon atoms that are hypothesized to be the leading cause of breaking diatomic silicon covalent bonds that ultimately leads to volume expansion. It will be demonstrated through the combination of Maxwell stress tensor, optical amplification and path integrals that a stochastic analyze using a variety of Poisson distributions that the anisotropic expansion rates in the <110>, <111> and <112> orthogonal directions confirms the findings ascertained in previous works made by other research groups. The computational findings presented in this work are similar to those which were discovered experimentally using transmission electron microscopy (TEM and simulation models that used density functional theory (DFT and molecular dynamics (MD. The refractive index and electric susceptibility parameters of lithiated silicon are interwoven in the first principle theoretical equations and appears frequently throughout this research presentation, which should serve to demonstrate the importance of these parameters in the understanding of this component in lithium ion batteries.

Stochastic quantization of gravity and string fields

International Nuclear Information System (INIS)

Rumpf, H.

1986-01-01

The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)

Path integration on the upper half-plane

International Nuclear Information System (INIS)

Kubo, Reijiro.

1987-06-01

Feynman's path integral is considered on the Poincare upper half-plane. It is shown that the fundamental solution to the heat equation δf/δt = Δ H f can be expressed in terms of a path integral. A simple relation between the path integral and the Selberg trace formula is discussed briefly. (author)

Response of Non-Linear Systems to Renewal Impulses by Path Integration

DEFF Research Database (Denmark)

Nielsen, Søren R.K.; Iwankiewicz, R.

The cell-to-cell mapping (path integration) technique has been devised for MDOF non-linear and non-hysteretic systems subjected to random trains of impulses driven by an ordinary renewal point process with gamma-distributed integer parameter interarrival times (an Erlang process). Since the renewal...... point process has not independent increments the state vector of the system, consisting of the generalized displacements and velocities, is not a Markov process. Initially it is shown how the indicated systems can be converted to an equivalent Poisson driven system at the expense of introducing...... additional discrete-valued state variables for which the stochastic equations are also formulated....

Purely geometric path integral for spin-foams

International Nuclear Information System (INIS)

Shirazi, Atousa Chaharsough; Engle, Jonathan

2014-01-01

Spin-foams are a proposal for defining the dynamics of loop quantum gravity via path integral. In order for a path integral to be at least formally equivalent to the corresponding canonical quantization, at each point in the space of histories it is important that the integrand have not only the correct phase—a topic of recent focus in spin-foams—but also the correct modulus, usually referred to as the measure factor. The correct measure factor descends from the Liouville measure on the reduced phase space, and its calculation is a task of canonical analysis. The covariant formulation of gravity from which spin-foams are derived is the Plebanski–Holst formulation, in which the basic variables are a Lorentz connection and a Lorentz-algebra valued 2-form, called the Plebanski 2-form. However, in the final spin-foam sum, one usually sums over only spins and intertwiners, which label eigenstates of the Plebanski 2-form alone. The spin-foam sum is therefore a discretized version of a Plebanski–Holst path integral in which only the Plebanski 2-form appears, and in which the connection degrees of freedom have been integrated out. We call this a purely geometric Plebanski–Holst path integral. In prior work in which one of the authors was involved, the measure factor for the Plebanski–Holst path integral with both connection and 2-form variables was calculated. Before one discretizes this measure and incorporates it into a spin-foam sum, however, one must integrate out the connection in order to obtain the purely geometric version of the path integral. To calculate this purely geometric path integral is the principal task of the present paper, and it is done in two independent ways. Background independence of the resulting path integral is discussed in the final section, and gauge-fixing is discussed in appendix B. (paper)

Path Integrals in Quantum Mechanics

International Nuclear Information System (INIS)

Louko, J

2005-01-01

Jean Zinn-Justin's textbook Path Integrals in Quantum Mechanics aims to familiarize the reader with the path integral as a calculational tool in quantum mechanics and field theory. The emphasis is on quantum statistical mechanics, starting with the partition function Tr exp(-β H) and proceeding through the diffusion equation to barrier penetration problems and their semiclassical limit. The 'real time' path integral is defined via analytic continuation and used for the path-integral representation of the nonrelativistic S-matrix and its perturbative expansion. Holomorphic and Grassmannian path integrals are introduced and applied to nonrelativistic quantum field theory. There is also a brief discussion of path integrals in phase space. The introduction includes a brief historical review of path integrals, supported by a bibliography with some 40 entries. As emphasized in the introduction, mathematical rigour is not a central issue in the book. This allows the text to present the calculational techniques in a very readable manner: much of the text consists of worked-out examples, such as the quartic anharmonic oscillator in the barrier penetration chapter. At the end of each chapter there are exercises, some of which are of elementary coursework type, but the majority are more in the style of extended examples. Most of the exercises indeed include the solution or a sketch thereof. The book assumes minimal previous knowledge of quantum mechanics, and some basic quantum mechanical notation is collected in an appendix. The material has a large overlap with selected chapters in the author's thousand-page textbook Quantum Field Theory and Critical Phenomena (2002 Oxford: Clarendon). The stand-alone scope of the present work has, however, allowed a more focussed organization of this material, especially in the chapters on, respectively, holomorphic and Grassmannian path integrals. In my view the book accomplishes its aim admirably and is eminently usable as a textbook

New framework for the Feynman path integral

International Nuclear Information System (INIS)

Shaharir, M.Z.

1986-01-01

The well-known Fourier integral solution of the free diffusion equation in an arbitrary Euclidean space is reduced to Feynmannian integrals using the method partly contained in the formulation of the Fresnelian integral. By replacing the standard Hilbert space underlying the present mathematical formulation of the Feynman path integral by a new Hilbert space, the space of classical paths on the tangent bundle to the Euclidean space (and more general to an arbitrary Riemannian manifold) equipped with a natural inner product, we show that our Feynmannian integral is in better agreement with the qualitative features of the original Feynman path integral than the previous formulations of the integral

Distribution definition of path integrals

International Nuclear Information System (INIS)

Kerler, W.

1979-01-01

By starting from quantum mechanics it turns out that a rather general definition of quantum functional integrals can be given which is based on distribution theory. It applies also to curved space and provides clear rules for non-linear transformations. The refinements necessary in usual definitions of path integrals are pointed out. Since the quantum nature requires special care with time sequences, it is not the classical phase space which occurs in the phase-space form of the path integral. Feynman's configuration-space form only applies to a highly specialized situation, and therefore is not a very advantageous starting point for general investigations. It is shown that the commonly used substitutions of variables do not properly account for quantum effects. The relation to the traditional ordering problem is clarified. The distribution formulation has allowed to treat constrained systems directly at the quantum level, to complete the path integral formulation of the equivalence theorem, and to define functional integrals also for space translation after the transition to fields. (orig.)

Perfect discretization of reparametrization invariant path integrals

International Nuclear Information System (INIS)

Bahr, Benjamin; Dittrich, Bianca; Steinhaus, Sebastian

2011-01-01

To obtain a well-defined path integral one often employs discretizations. In the case of gravity and reparametrization-invariant systems, the latter of which we consider here as a toy example, discretizations generically break diffeomorphism and reparametrization symmetry, respectively. This has severe implications, as these symmetries determine the dynamics of the corresponding system. Indeed we will show that a discretized path integral with reparametrization-invariance is necessarily also discretization independent and therefore uniquely determined by the corresponding continuum quantum mechanical propagator. We use this insight to develop an iterative method for constructing such a discretized path integral, akin to a Wilsonian RG flow. This allows us to address the problem of discretization ambiguities and of an anomaly-free path integral measure for such systems. The latter is needed to obtain a path integral, that can act as a projector onto the physical states, satisfying the quantum constraints. We will comment on implications for discrete quantum gravity models, such as spin foams.

Perfect discretization of reparametrization invariant path integrals

Science.gov (United States)

Bahr, Benjamin; Dittrich, Bianca; Steinhaus, Sebastian

2011-05-01

To obtain a well-defined path integral one often employs discretizations. In the case of gravity and reparametrization-invariant systems, the latter of which we consider here as a toy example, discretizations generically break diffeomorphism and reparametrization symmetry, respectively. This has severe implications, as these symmetries determine the dynamics of the corresponding system. Indeed we will show that a discretized path integral with reparametrization-invariance is necessarily also discretization independent and therefore uniquely determined by the corresponding continuum quantum mechanical propagator. We use this insight to develop an iterative method for constructing such a discretized path integral, akin to a Wilsonian RG flow. This allows us to address the problem of discretization ambiguities and of an anomaly-free path integral measure for such systems. The latter is needed to obtain a path integral, that can act as a projector onto the physical states, satisfying the quantum constraints. We will comment on implications for discrete quantum gravity models, such as spin foams.

Unified path integral approach to theories of diffusion-influenced reactions

Science.gov (United States)

Prüstel, Thorsten; Meier-Schellersheim, Martin

2017-08-01

Building on mathematical similarities between quantum mechanics and theories of diffusion-influenced reactions, we develop a general approach for computational modeling of diffusion-influenced reactions that is capable of capturing not only the classical Smoluchowski picture but also alternative theories, as is here exemplified by a volume reactivity model. In particular, we prove the path decomposition expansion of various Green's functions describing the irreversible and reversible reaction of an isolated pair of molecules. To this end, we exploit a connection between boundary value and interaction potential problems with δ - and δ'-function perturbation. We employ a known path-integral-based summation of a perturbation series to derive a number of exact identities relating propagators and survival probabilities satisfying different boundary conditions in a unified and systematic manner. Furthermore, we show how the path decomposition expansion represents the propagator as a product of three factors in the Laplace domain that correspond to quantities figuring prominently in stochastic spatially resolved simulation algorithms. This analysis will thus be useful for the interpretation of current and the design of future algorithms. Finally, we discuss the relation between the general approach and the theory of Brownian functionals and calculate the mean residence time for the case of irreversible and reversible reactions.

A note on "Multicriteria adaptive paths in stochastic, time-varying networks"

DEFF Research Database (Denmark)

Pretolani, Daniele; Nielsen, Lars Relund; Andersen, Kim Allan

In a recent paper, Opasanon and Miller-Hooks study multicriteria adaptive paths in stochastic time-varying networks. They propose a label correcting algorithm for finding the full set of efficient strategies. In this note we show that their algorithm is not correct, since it is based on a property...... that does not hold in general. Opasanon and Miller-Hooks also propose an algorithm for solving a parametric problem. We give a simplified algorithm which is linear in the input size....

Perfect discretization of path integrals

OpenAIRE

Steinhaus, Sebastian

2011-01-01

In order to obtain a well-defined path integral one often employs discretizations. In the case of General Relativity these generically break diffeomorphism symmetry, which has severe consequences since these symmetries determine the dynamics of the corresponding system. In this article we consider the path integral of reparametrization invariant systems as a toy example and present an improvement procedure for the discretized propagator. Fixed points and convergence of the procedure are discu...

Generalized measures and the Feynman path integral

International Nuclear Information System (INIS)

Maslov, V.P.; Chebotarev, A.M.

1976-01-01

Generalizations are obtained for the earlier results by the authors concerning the inclusion of the Feynmann path integral in the momentum representation into the general integration theory. Feynmann path integrals are considered which do not represent T-products. Generalized Feynmann measure in the configuration representation is introduced

Path Integral Formulation of Anomalous Diffusion Processes

OpenAIRE

Friedrich, Rudolf; Eule, Stephan

2011-01-01

We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of processes under consideration. We show that Continuous Time Random Walks (CTRWs) are included in our framework. A closed expression for the path probability distribution of CTRWs is found in terms of their waiting time distribution as the solution of a Dyson ...

Differential neural network configuration during human path integration

Science.gov (United States)

Arnold, Aiden E. G. F; Burles, Ford; Bray, Signe; Levy, Richard M.; Iaria, Giuseppe

2014-01-01

Path integration is a fundamental skill for navigation in both humans and animals. Despite recent advances in unraveling the neural basis of path integration in animal models, relatively little is known about how path integration operates at a neural level in humans. Previous attempts to characterize the neural mechanisms used by humans to visually path integrate have suggested a central role of the hippocampus in allowing accurate performance, broadly resembling results from animal data. However, in recent years both the central role of the hippocampus and the perspective that animals and humans share similar neural mechanisms for path integration has come into question. The present study uses a data driven analysis to investigate the neural systems engaged during visual path integration in humans, allowing for an unbiased estimate of neural activity across the entire brain. Our results suggest that humans employ common task control, attention and spatial working memory systems across a frontoparietal network during path integration. However, individuals differed in how these systems are configured into functional networks. High performing individuals were found to more broadly express spatial working memory systems in prefrontal cortex, while low performing individuals engaged an allocentric memory system based primarily in the medial occipito-temporal region. These findings suggest that visual path integration in humans over short distances can operate through a spatial working memory system engaging primarily the prefrontal cortex and that the differential configuration of memory systems recruited by task control networks may help explain individual biases in spatial learning strategies. PMID:24808849

Hamiltonian path integrals

International Nuclear Information System (INIS)

Prokhorov, L.V.

1982-01-01

Problems related to consideration of operator nonpermutability in Hamiltonian path integral (HPI) are considered in the review. Integrals are investigated using trajectories in configuration space (nonrelativistic quantum mechanics). Problems related to trajectory integrals in HPI phase space are discussed: the problem of operator nonpermutability consideration (extra terms problem) and corresponding equivalence rules; ambiguity of HPI usual recording; transition to curvilinear coordinates. Problem of quantization of dynamical systems with couplings has been studied. As in the case of canonical transformations, quantization of the systems with couplings of the first kind requires the consideration of extra terms

Renormalization in the stochastic quantization of field theories

International Nuclear Information System (INIS)

Brunelli, J.C.

1991-01-01

In the stochastic quantization scheme of Parisi and Wu the renormalization of the stochastic theory of some models in field theory is studied. Following the path integral approach for stochastic process the 1/N expansion of the non linear sigma model is performed and, using a Ward identity obtained, from a BRS symmetry of the effective action of this formulation. It is shown the renormalizability of the model. Using the Langevin approach for stochastic process the renormalizability of the massive Thirring model is studied showing perturbatively the vanishing of the renormalization group's beta functions at finite fictitious time. (author)

Bosonic path integral for spin-1/2 particles

International Nuclear Information System (INIS)

Jacobson, T.

1989-01-01

The 3D Dirac propagator is expressed as a path integral over curves of commuting two-component spinors. This is related to the path integral recently employed by Polyakov to demonstrate Fermi-Bose transmutation for solitons in the gauged CP 1 model with Chern-Simons term. Several difficulties concerning the latter path integral are identified and corrected from our point of view. (orig.)

Path integral representations on the complex sphere

International Nuclear Information System (INIS)

Grosche, C.

2007-08-01

In this paper we discuss the path integral representations for the coordinate systems on the complex sphere S 3C . The Schroedinger equation, respectively the path integral, separates in exactly 21 orthogonal coordinate systems. We enumerate these coordinate systems and we are able to present the path integral representations explicitly in the majority of the cases. In each solution the expansion into the wave-functions is stated. Also, the kernel and the corresponding Green function can be stated in closed form in terms of the invariant distance on the sphere, respectively on the hyperboloid. (orig.)

Path-integral approach to resonant electron-molecule scattering

International Nuclear Information System (INIS)

Winterstetter, M.; Domcke, W.

1993-01-01

A path-integral formulation of resonant electron-molecule scattering is developed within the framework of the projection-operator formalism of scattering theory. The formation and decay of resonances is treated in real time as a quantum-mechanical electronic-tunneling process, modified by the coupling of the electronic motion with the nuclear degrees of freedom. It is shown that the electronic continuum can be summed over in the path-integral formulation, resulting formally in the path integral for an effective two-state system with coupling to vibrations. The harmonic-oscillator approximation is adopted for the vibrational motion in the present work. Approximation methods are introduced which render the numerical evaluation of the sum over paths feasible for up to ∼10 3 elementary time slices. The theory is numerically realized for simple but nontrivial models representing the 2 Π g d-wave shape resonance in e - +N 2 collisions and the 2 Σ u + p-wave shape resonance in e - +H 2 collisions, respectively. The accuracy of the path-integral results is assessed by comparison with exact numerical reference data for these models. The essential virtue of the path-integral approach is the fact that the computational effort scales at most linearly with the number of vibrational degrees of freedom. The path-integral method is thus well suited to treat electron collisions with polyatomic molecules and molecular aggregates

Path integral measure for first-order and metric gravities

International Nuclear Information System (INIS)

Aros, Rodrigo; Contreras, Mauricio; Zanelli, Jorge

2003-01-01

The equivalence between the path integrals for first-order gravity and the standard torsion-free, metric gravity in 3 + 1 dimensions is analysed. Starting with the path integral for first-order gravity, the correct measure for the path integral of the metric theory is obtained

Stochastic quantization of general relativity

International Nuclear Information System (INIS)

Rumpf, H.

1986-01-01

Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)

Path integral solution of the Dirichlet problem

International Nuclear Information System (INIS)

LaChapelle, J.

1997-01-01

A scheme for functional integration developed by Cartier/DeWitt-Morette is first reviewed and then employed to construct the path integral representation for the solution of the Dirichlet problem in terms of first exit time. The path integral solution is then applied to calculate the fixed-energy point-to-point transition amplitude both in configuration and phase space. The path integral solution can also be derived using physical principles based on Feynman close-quote s original reasoning. We check that the Fourier transform in energy of the fixed-energy point-to-point transition amplitude gives the well known time-dependent transition amplitude, and calculate the WKB approximation. copyright 1997 Academic Press, Inc

Polymer quantum mechanics some examples using path integrals

International Nuclear Information System (INIS)

Parra, Lorena; Vergara, J. David

2014-01-01

In this work we analyze several physical systems in the context of polymer quantum mechanics using path integrals. First we introduce the group averaging method to quantize constrained systems with path integrals and later we use this procedure to compute the effective actions for the polymer non-relativistic particle and the polymer harmonic oscillator. We analyze the measure of the path integral and we describe the semiclassical dynamics of the systems

Path integral representations on the complex sphere

Energy Technology Data Exchange (ETDEWEB)

Grosche, C. [Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik

2007-08-15

In this paper we discuss the path integral representations for the coordinate systems on the complex sphere S{sub 3C}. The Schroedinger equation, respectively the path integral, separates in exactly 21 orthogonal coordinate systems. We enumerate these coordinate systems and we are able to present the path integral representations explicitly in the majority of the cases. In each solution the expansion into the wave-functions is stated. Also, the kernel and the corresponding Green function can be stated in closed form in terms of the invariant distance on the sphere, respectively on the hyperboloid. (orig.)

Two-path plasmonic interferometer with integrated detector

Science.gov (United States)

Dyer, Gregory Conrad; Shaner, Eric A.; Aizin, Gregory

2016-03-29

An electrically tunable terahertz two-path plasmonic interferometer with an integrated detection element can down convert a terahertz field to a rectified DC signal. The integrated detector utilizes a resonant plasmonic homodyne mixing mechanism that measures the component of the plasma waves in-phase with an excitation field that functions as the local oscillator in the mixer. The plasmonic interferometer comprises two independently tuned electrical paths. The plasmonic interferometer enables a spectrometer-on-a-chip where the tuning of electrical path length plays an analogous role to that of physical path length in macroscopic Fourier transform interferometers.

Ray and wave optics of integrable and stochastic systems

International Nuclear Information System (INIS)

McDonald, S.W.; Kaufman, A.N.

1979-07-01

The generalization of WKB methods to more than one dimension is discussed in terms of the integrability or non-integrability of the geometrical optics (ray Hamiltonian) system derived in the short-wave approximation. In the two-dimensional case the ray trajectories are either regular or stochastic, and the qualitative differences between these types of motion are manifested in the characteristics of the spectra and eigenfunctions. These are examined for a model system which may be integrable or stochastic, depending on a single parameter

Stochastic integration and differential equations

CERN Document Server

Protter, Philip E

2003-01-01

It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...

Path Integrals in Quantum Mechanics

International Nuclear Information System (INIS)

Chetouani, L

2005-01-01

By treating path integrals the author, in this book, places at the disposal of the reader a modern tool for the comprehension of standard quantum mechanics. Thus the most important applications, such as the tunnel effect, the diffusion matrix, etc, are presented from an original point of view on the action S of classical mechanics while having it play a central role in quantum mechanics. What also emerges is that the path integral describes these applications more richly than are described traditionally by differential equations, and consequently explains them more fully. The book is certainly of high quality in all aspects: original in presentation, rigorous in the demonstrations, judicious in the choice of exercises and, finally, modern, for example in the treatment of the tunnel effect by the method of instantons. Moreover, the correspondence that exists between classical and quantum mechanics is well underlined. I thus highly recommend this book (the French version being already available) to those who wish to familiarize themselves with formulation by path integrals. They will find, in addition, interesting topics suitable for exploring further. (book review)

Rules for integrals over products of distributions from coordinate independence of path integrals

International Nuclear Information System (INIS)

Kleinert, H.; Chervyakov, A.

2001-01-01

In perturbative calculations of quantum-mechanical path integrals in curvilinear coordinates, one encounters Feynman diagrams involving multiple temporal integrals over products of distributions which are mathematically undefined. In addition, there are terms proportional to powers of Dirac δ-functions at the origin coming from the measure of path integration. We derive simple rules for dealing with such singular terms from the natural requirement of coordinate independence of the path integrals. (orig.)

Path integral discussion for Smorodinsky-Winternitz potentials. Pt. 1

International Nuclear Information System (INIS)

Grosche, C.; Pogosyan, G.S.; Sissakian, A.N.

1994-02-01

Path integral formulations for the Smorodinsky-Winternitz potentials in two- and three-dimensional Euclidean space are presented. We mention all coordinate systems which separate the Smorodinsky-Winternitz potentials and state the corresponding path integral formulations. Whereas in many coordinate systems an explicit path integralformulation is not possible, we list in all soluble cases the path integral evaluations explicity in terms of the propagators and the spectral expansions into the wave-functions. (orig.)

Medial temporal lobe roles in human path integration.

Directory of Open Access Journals (Sweden)

Naohide Yamamoto

Full Text Available Path integration is a process in which observers derive their location by integrating self-motion signals along their locomotion trajectory. Although the medial temporal lobe (MTL is thought to take part in path integration, the scope of its role for path integration remains unclear. To address this issue, we administered a variety of tasks involving path integration and other related processes to a group of neurosurgical patients whose MTL was unilaterally resected as therapy for epilepsy. These patients were unimpaired relative to neurologically intact controls in many tasks that required integration of various kinds of sensory self-motion information. However, the same patients (especially those who had lesions in the right hemisphere walked farther than the controls when attempting to walk without vision to a previewed target. Importantly, this task was unique in our test battery in that it allowed participants to form a mental representation of the target location and anticipate their upcoming walking trajectory before they began moving. Thus, these results put forth a new idea that the role of MTL structures for human path integration may stem from their participation in predicting the consequences of one's locomotor actions. The strengths of this new theoretical viewpoint are discussed.

Phase-space path-integral calculation of the Wigner function

International Nuclear Information System (INIS)

Samson, J H

2003-01-01

The Wigner function W(q, p) is formulated as a phase-space path integral, whereby its sign oscillations can be seen to follow from interference between the geometrical phases of the paths. The approach has similarities to the path-centroid method in the configuration-space path integral. Paths can be classified by the midpoint of their ends; short paths where the midpoint is close to (q, p) and which lie in regions of low energy (low P function of the Hamiltonian) will dominate, and the enclosed area will determine the sign of the Wigner function. As a demonstration, the method is applied to a sequence of density matrices interpolating between a Poissonian number distribution and a number state, each member of which can be represented exactly by a discretized path integral with a finite number of vertices. Saddle-point evaluation of these integrals recovers (up to a constant factor) the WKB approximation to the Wigner function of a number state

The transformation techniques in path integration

International Nuclear Information System (INIS)

Inomata, A.

1989-01-01

In this paper general remarks are made concerning the time transformation techniques in path integration and their implementations. Time transformations may be divided into two classes: global (integrable) time transformations and local (nonintegrable) time transformations. Although a brief account of global time transformations is given, attention is focused on local transformations. First, time transformations in the classical Kepler problem are reviewed. Then, problems encountered in implementing a local time transformation in quantum mechanics are analyzed. A several propositions pertinent to the implementation of local time transformations, particularly basic to the local time rescaling trick in a discretized path integral, are presented

The formal path integral and quantum mechanics

International Nuclear Information System (INIS)

Johnson-Freyd, Theo

2010-01-01

Given an arbitrary Lagrangian function on R 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 diagrams may diverge. We compute this expansion and show that it is (formally, if there are ultraviolet divergences) invariant under volume-preserving changes of coordinates. We prove that if the ultraviolet divergences cancel at each order, then our formal path integral satisfies a 'Fubini theorem' expressing the standard composition law for the time evolution operator in quantum mechanics. Moreover, we show that when the Lagrangian is inhomogeneous quadratic in velocity such that its homogeneous-quadratic part is given by a matrix with constant determinant, then the divergences cancel at each order. Thus, by 'cutting and pasting' and choosing volume-compatible local coordinates, our construction defines a Feynman-diagrammatic 'formal path integral' for the nonrelativistic quantum mechanics of a charged particle moving in a Riemannian manifold with an external electromagnetic field.

Which coordinate system for modelling path integration?

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Vickerstaff, Robert J; Cheung, Allen

2010-03-21

Path integration is a navigation strategy widely observed in nature where an animal maintains a running estimate, called the home vector, of its location during an excursion. Evidence suggests it is both ancient and ubiquitous in nature, and has been studied for over a century. In that time, canonical and neural network models have flourished, based on a wide range of assumptions, justifications and supporting data. Despite the importance of the phenomenon, consensus and unifying principles appear lacking. A fundamental issue is the neural representation of space needed for biological path integration. This paper presents a scheme to classify path integration systems on the basis of the way the home vector records and updates the spatial relationship between the animal and its home location. Four extended classes of coordinate systems are used to unify and review both canonical and neural network models of path integration, from the arthropod and mammalian literature. This scheme demonstrates analytical equivalence between models which may otherwise appear unrelated, and distinguishes between models which may superficially appear similar. A thorough analysis is carried out of the equational forms of important facets of path integration including updating, steering, searching and systematic errors, using each of the four coordinate systems. The type of available directional cue, namely allothetic or idiothetic, is also considered. It is shown that on balance, the class of home vectors which includes the geocentric Cartesian coordinate system, appears to be the most robust for biological systems. A key conclusion is that deducing computational structure from behavioural data alone will be difficult or impossible, at least in the absence of an analysis of random errors. Consequently it is likely that further theoretical insights into path integration will require an in-depth study of the effect of noise on the four classes of home vectors. Copyright 2009 Elsevier Ltd

Brownian motion and stochastic calculus

CERN Document Server

Karatzas, Ioannis

1998-01-01

This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...

Nonperturbative path integral expansion II

International Nuclear Information System (INIS)

Kaiser, H.J.

1976-05-01

The Feynman path integral representation of the 2-point function for a self-interacting Bose field is investigated using an expansion ('Path Integral Expansion', PIE) of the exponential of the kinetic term of the Lagrangian. This leads to a series - illustrated by a graph scheme - involving successively a coupling of more and more points of the lattice space commonly employed in the evaluation of path integrals. The values of the individual PIE graphs depend of course on the lattice constant. Two methods - Pade approximation and Borel-type extrapolation - are proposed to extract information about the continuum limit from a finite-order PIE. A more flexible PIE is possible by expanding besides the kinetic term a suitably chosen part of the interaction term too. In particular, if the co-expanded part is a mass term the calculation becomes only slightly more complicated than in the original formulation and the appearance of the graph scheme is unchanged. A significant reduction of the number of graphs and an improvement of the convergence of the PIE can be achieved by performing certain sums over an infinity of graph elements. (author)

Space-time transformations in radial path integrals

International Nuclear Information System (INIS)

Steiner, F.

1984-09-01

Nonlinear space-time transformations in the radial path integral are discussed. A transformation formula is derived, which relates the original path integral to the Green's function of a new quantum system with an effective potential containing an observable quantum correction proportional(h/2π) 2 . As an example the formula is applied to spherical Brownian motion. (orig.)

Covariant path integrals on hyperbolic surfaces

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Schaefer, Joe

1997-11-01

DeWitt's covariant formulation of path integration [B. De Witt, "Dynamical theory in curved spaces. I. A review of the classical and quantum action principles," Rev. Mod. Phys. 29, 377-397 (1957)] has two practical advantages over the traditional methods of "lattice approximations;" there is no ordering problem, and classical symmetries are manifestly preserved at the quantum level. Applying the spectral theorem for unbounded self-adjoint operators, we provide a rigorous proof of the convergence of certain path integrals on Riemann surfaces of constant curvature -1. The Pauli-DeWitt curvature correction term arises, as in DeWitt's work. Introducing a Fuchsian group Γ of the first kind, and a continuous, bounded, Γ-automorphic potential V, we obtain a Feynman-Kac formula for the automorphic Schrödinger equation on the Riemann surface ΓH. We analyze the Wick rotation and prove the strong convergence of the so-called Feynman maps [K. D. Elworthy, Path Integration on Manifolds, Mathematical Aspects of Superspace, edited by Seifert, Clarke, and Rosenblum (Reidel, Boston, 1983), pp. 47-90] on a dense set of states. Finally, we give a new proof of some results in C. Grosche and F. Steiner, "The path integral on the Poincare upper half plane and for Liouville quantum mechanics," Phys. Lett. A 123, 319-328 (1987).

Quantum mechanics on the half-line using path integrals

International Nuclear Information System (INIS)

Clark, T.E.; Menikoff, R.; Sharp, D.H.

1980-01-01

We study the Feynman path-integral formalism for the constrained problem of a free particle moving on the half-line. It is shown that the effect of the boundary condition at the origin can be incorporated into the path integral by a simple modification of the action. The small-time behavior of the Green's function can be obtained from the stationary-phase evaluation of our expression for the path integral, which in this case includes contributions from both the direct and reflected classical paths

Defect-vectors and path integrals in fracture mechanics

International Nuclear Information System (INIS)

Roche, R.L.

1979-01-01

It seems necessary to introduce the J integral without hypothesis on material behavior. The aim of this paper is this introduction and its consequences. Successively are presented: introduction to defect-vectors and defect-momentum, definition of J(K) and J(L) integrals, equilibrium and energy momentum tensor, energetic signification of the path J and L integrals, and local aspects of the criteria based on path integrals [fr

Canonical transformations and hamiltonian path integrals

International Nuclear Information System (INIS)

Prokhorov, L.V.

1982-01-01

Behaviour of the Hamiltonian path integrals under canonical transformations produced by a generator, is investigated. An exact form is determined for the kernel of the unitary operator realizing the corresponding quantum transformation. Equivalence rules are found (the Hamiltonian formalism, one-dimensional case) enabling one to exclude non-standard terms from the action. It is shown that the Hamiltonian path integral changes its form under cononical transformations: in the transformed expression besides the classical Hamiltonian function there appear some non-classical terms

Regularizing Feynman path integrals using the generalized Kontsevich-Vishik trace

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Hartung, Tobias

2017-12-01

A fully regulated definition of Feynman's path integral is presented here. The proposed re-formulation of the path integral coincides with the familiar formulation whenever the path integral is well defined. In particular, it is consistent with respect to lattice formulations and Wick rotations, i.e., it can be used in Euclidean and Minkowski space-time. The path integral regularization is introduced through the generalized Kontsevich-Vishik trace, that is, the extension of the classical trace to Fourier integral operators. Physically, we are replacing the time-evolution semi-group by a holomorphic family of operators such that the corresponding path integrals are well defined in some half space of C . The regularized path integral is, thus, defined through analytic continuation. This regularization can be performed by means of stationary phase approximation or computed analytically depending only on the Hamiltonian and the observable (i.e., known a priori). In either case, the computational effort to evaluate path integrals or expectations of observables reduces to the evaluation of integrals over spheres. Furthermore, computations can be performed directly in the continuum and applications (analytic computations and their implementations) to a number of models including the non-trivial cases of the massive Schwinger model and a φ4 theory.

Path integral solution for some time-dependent potential

International Nuclear Information System (INIS)

Storchak, S.N.

1989-12-01

The quantum-mechanical problem with a time-dependent potential is solved by the path integral method. The solution is obtained by the application of the previously derived general formula for rheonomic homogeneous point transformation and reparametrization in the path integral. (author). 4 refs

Modular invariance and stochastic quantization

International Nuclear Information System (INIS)

Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.

1989-01-01

In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed

Covariant path integrals on hyperbolic surfaces

International Nuclear Information System (INIS)

Schaefer, J.

1997-01-01

DeWitt close-quote s covariant formulation of path integration [B. De Witt, open-quotes Dynamical theory in curved spaces. I. A review of the classical and quantum action principles,close quotes Rev. Mod. Phys. 29, 377 endash 397 (1957)] has two practical advantages over the traditional methods of open-quotes lattice approximations;close quotes there is no ordering problem, and classical symmetries are manifestly preserved at the quantum level. Applying the spectral theorem for unbounded self-adjoint operators, we provide a rigorous proof of the convergence of certain path integrals on Riemann surfaces of constant curvature -1. The Pauli endash DeWitt curvature correction term arises, as in DeWitt close-quote s work. Introducing a Fuchsian group Γ of the first kind, and a continuous, bounded, Γ-automorphic potential V, we obtain a Feynman endash Kac formula for the automorphic Schroedinger equation on the Riemann surface Γ backslash H. We analyze the Wick rotation and prove the strong convergence of the so-called Feynman maps [K. D. Elworthy, Path Integration on Manifolds, Mathematical Aspects of Superspace, edited by Seifert, Clarke, and Rosenblum (Reidel, Boston, 1983), pp. 47 endash 90] on a dense set of states. Finally, we give a new proof of some results in C. Grosche and F. Steiner, open-quotes The path integral on the Poincare upper half plane and for Liouville quantum mechanics,close quotes Phys. Lett. A 123, 319 endash 328 (1987). copyright 1997 American Institute of Physics

Path optimization method for the sign problem

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Ohnishi Akira

2018-01-01

Full Text Available We propose a path optimization method (POM to evade the sign problem in the Monte-Carlo calculations for complex actions. Among many approaches to the sign problem, the Lefschetz-thimble path-integral method and the complex Langevin method are promising and extensively discussed. In these methods, real field variables are complexified and the integration manifold is determined by the flow equations or stochastically sampled. When we have singular points of the action or multiple critical points near the original integral surface, however, we have a risk to encounter the residual and global sign problems or the singular drift term problem. One of the ways to avoid the singular points is to optimize the integration path which is designed not to hit the singular points of the Boltzmann weight. By specifying the one-dimensional integration-path as z = t +if(t(f ϵ R and by optimizing f(t to enhance the average phase factor, we demonstrate that we can avoid the sign problem in a one-variable toy model for which the complex Langevin method is found to fail. In this proceedings, we propose POM and discuss how we can avoid the sign problem in a toy model. We also discuss the possibility to utilize the neural network to optimize the path.

A new type of phase-space path integral

International Nuclear Information System (INIS)

Marinov, M.S.

1991-01-01

Evolution of Wigner's quasi-distribution of a quantum system is represented by means of a path integral in phase space. Instead of the Hamiltonian action, a new functional is present in the integral, and its extrema in the functional space are also given by the classical trajectories. The phase-space paths appear in the integral with real weights, so complex integrals are not necessary. The semiclassical approximation and some applications are discussed briefly. (orig.)

Model selection for integrated pest management with stochasticity.

Science.gov (United States)

Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

2018-04-07

In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

Field theory a path integral approach

CERN Document Server

Das, Ashok

2006-01-01

This unique book describes quantum field theory completely within the context of path integrals. With its utility in a variety of fields in physics, the subject matter is primarily developed within the context of quantum mechanics before going into specialized areas.Adding new material keenly requested by readers, this second edition is an important expansion of the popular first edition. Two extra chapters cover path integral quantization of gauge theories and anomalies, and a new section extends the supersymmetry chapter, where singular potentials in supersymmetric systems are described.

Remembered landmarks enhance the precision of path integration

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Shannon O´Leary

2005-01-01

Full Text Available When navigating by path integration, knowledge of one’s position becomes increasingly uncertain as one walks from a known location. This uncertainty decreases if one perceives a known landmark location nearby. We hypothesized that remembering landmarks might serve a similar purpose for path integration as directly perceiving them. If this is true, walking near a remembered landmark location should enhance response consistency in path integration tasks. To test this, we asked participants to view a target and then attempt to walk to it without vision. Some participants saw the target plus a landmark during the preview. Compared with no-landmark trials, response consistency nearly doubled when participants passed near the remembered landmark location. Similar results were obtained when participants could audibly perceive the landmark while walking. A control experiment ruled out perceptual context effects during the preview. We conclude that remembered landmarks can enhance path integration even though they are not directly perceived.

Path integration on space times with symmetry

International Nuclear Information System (INIS)

Low, S.G.

1985-01-01

Path integration on space times with symmetry is investigated using a definition of path integration of Gaussian integrators. Gaussian integrators, systematically developed using the theory of projective distributions, may be defined in terms of a Jacobi operator Green function. This definition of the path integral yields a semiclassical expansion of the propagator which is valid on caustics. The semiclassical approximation to the free particle propagator on symmetric and reductive homogeneous spaces is computed in terms of the complete solution of the Jacobi equation. The results are used to test the validity of using the Schwinger-DeWitt transform to compute an approximation to the coincidence limit of a field theory Green function from a WKB propagator. The method is found not to be valid except for certain special cases. These cases include manifolds constructed from the direct product of flat space and group manifolds, on which the free particle WKB approximation is exact and two sphere. The multiple geodesic contribution to 2 > on Schwarzschild in the neighborhood of rho = 3M is computed using the transform

Path integral quantization of parametrized field theory

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Varadarajan, Madhavan

2004-01-01

Free scalar field theory on a flat spacetime can be cast into a generally covariant form known as parametrized field theory in which the action is a functional of the scalar field as well as the embedding variables which describe arbitrary, in general curved, foliations of the flat spacetime. We construct the path integral quantization of parametrized field theory in order to analyze issues at the interface of quantum field theory and general covariance in a path integral context. We show that the measure in the Lorentzian path integral is nontrivial and is the analog of the Fradkin-Vilkovisky measure for quantum gravity. We construct Euclidean functional integrals in the generally covariant setting of parametrized field theory using key ideas of Schleich and show that our constructions imply the existence of nonstandard 'Wick rotations' of the standard free scalar field two-point function. We develop a framework to study the problem of time through computations of scalar field two-point functions. We illustrate our ideas through explicit computation for a time independent (1+1)-dimensional foliation. Although the problem of time seems to be absent in this simple example, the general case is still open. We discuss our results in the contexts of the path integral formulation of quantum gravity and the canonical quantization of parametrized field theory

Stochastic and infinite dimensional analysis

CERN Document Server

Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José

2016-01-01

This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.

Low level constraints on dynamic contour path integration.

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Sophie Hall

Full Text Available Contour integration is a fundamental visual process. The constraints on integrating discrete contour elements and the associated neural mechanisms have typically been investigated using static contour paths. However, in our dynamic natural environment objects and scenes vary over space and time. With the aim of investigating the parameters affecting spatiotemporal contour path integration, we measured human contrast detection performance of a briefly presented foveal target embedded in dynamic collinear stimulus sequences (comprising five short 'predictor' bars appearing consecutively towards the fovea, followed by the 'target' bar in four experiments. The data showed that participants' target detection performance was relatively unchanged when individual contour elements were separated by up to 2° spatial gap or 200 ms temporal gap. Randomising the luminance contrast or colour of the predictors, on the other hand, had similar detrimental effect on grouping dynamic contour path and subsequent target detection performance. Randomising the orientation of the predictors reduced target detection performance greater than introducing misalignment relative to the contour path. The results suggest that the visual system integrates dynamic path elements to bias target detection even when the continuity of path is disrupted in terms of spatial (2°, temporal (200 ms, colour (over 10 colours and luminance (-25% to 25% information. We discuss how the findings can be largely reconciled within the functioning of V1 horizontal connections.

Stochastic quantization and topological theories

International Nuclear Information System (INIS)

Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.

1992-01-01

In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones

Path Integrals and Anomalies in Curved Space

International Nuclear Information System (INIS)

Louko, Jorma

2007-01-01

Bastianelli and van Nieuwenhuizen's monograph 'Path Integrals and Anomalies in Curved Space' collects in one volume the results of the authors' 15-year research programme on anomalies that arise in Feynman diagrams of quantum field theories on curved manifolds. The programme was spurred by the path-integral techniques introduced in Alvarez-Gaume and Witten's renowned 1983 paper on gravitational anomalies which, together with the anomaly cancellation paper by Green and Schwarz, led to the string theory explosion of the 1980s. The authors have produced a tour de force, giving a comprehensive and pedagogical exposition of material that is central to current research. The first part of the book develops from scratch a formalism for defining and evaluating quantum mechanical path integrals in nonlinear sigma models, using time slicing regularization, mode regularization and dimensional regularization. The second part applies this formalism to quantum fields of spin 0, 1/2, 1 and 3/2 and to self-dual antisymmetric tensor fields. The book concludes with a discussion of gravitational anomalies in 10-dimensional supergravities, for both classical and exceptional gauge groups. The target audience is researchers and graduate students in curved spacetime quantum field theory and string theory, and the aims, style and pedagogical level have been chosen with this audience in mind. Path integrals are treated as calculational tools, and the notation and terminology are throughout tailored to calculational convenience, rather than to mathematical rigour. The style is closer to that of an exceedingly thorough and self-contained review article than to that of a textbook. As the authors mention, the first part of the book can be used as an introduction to path integrals in quantum mechanics, although in a classroom setting perhaps more likely as supplementary reading than a primary class text. Readers outside the core audience, including this reviewer, will gain from the book a

Path integrals in curvilinear coordinates

International Nuclear Information System (INIS)

Prokhorov, L.V.

1984-01-01

Integration limits are studied for presenting the path integral curvilinear coordinates. For spherical (and topoloqically equivalent) coordinates it is shown that in formulas involving classical action in the exponent integration over all variables should be carried out within infinite limits. Another peculiarity is associated with appearance of the operator q which provides a complete definition of the wave functions out of the physical region. arguments are given upporting the validity of the cited statament in the general case

A path-integral approach to inclusive processes

International Nuclear Information System (INIS)

Sukumar, C.V.

1995-01-01

The cross section for an inclusive scattering process may be expressed in terms of a double path integral. Evaluation of the double path integral by the stationary-phase approximation yields classical equations of motion for the stationary trajectories and a classical cross section for the inclusive process which depends on the polarization of the initial state. Polarization analyzing powers are calculated from this theory and the results are compared with those obtained in an earlier paper. ((orig.))

Application of Stochastic Sensitivity Analysis to Integrated Force Method

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X. F. Wei

2012-01-01

Full Text Available As a new formulation in structural analysis, Integrated Force Method has been successfully applied to many structures for civil, mechanical, and aerospace engineering due to the accurate estimate of forces in computation. Right now, it is being further extended to the probabilistic domain. For the assessment of uncertainty effect in system optimization and identification, the probabilistic sensitivity analysis of IFM was further investigated in this study. A set of stochastic sensitivity analysis formulation of Integrated Force Method was developed using the perturbation method. Numerical examples are presented to illustrate its application. Its efficiency and accuracy were also substantiated with direct Monte Carlo simulations and the reliability-based sensitivity method. The numerical algorithm was shown to be readily adaptable to the existing program since the models of stochastic finite element and stochastic design sensitivity are almost identical.

Defect vectors and path integrals in fracture mechanics

International Nuclear Information System (INIS)

Roche, R.L.

1979-01-01

Several criteria have been proposed in Elastic Plastic Fracture Mechanics. One of the most interesting ones is the J 1 criterion where J 1 is a path integral surrounding the crack tip. Other path integrals (or surface integrals in 3D problems) can be used. But all these integrals are introduced on an elastic basis, though they are applied in plasticity. This paper shows that it is possible to introduce these integrals without any reference to the elastic behavior of the material. The method is based on the 'defect vector theory' which is an extension of the energy-momentum tensor theory. (orig.)

Integrals over products of distributions and coordinate independence of zero-temperature path integrals

International Nuclear Information System (INIS)

Kleinert, H.; Chervyakov, A.

2003-01-01

In perturbative calculations of quantum-statistical zero-temperature path integrals in curvilinear coordinates one encounters Feynman diagrams involving multiple temporal integrals over products of distributions, which are mathematically undefined. In addition, there are terms proportional to powers of Dirac δ-functions at the origin coming from the measure of path integration. We give simple rules for integrating products of distributions in such a way that the results ensure coordinate independence of the path integrals. The rules are derived by using equations of motion and partial integration, while keeping track of certain minimal features originating in the unique definition of all singular integrals in 1-ε dimensions. Our rules yield the same results as the much more cumbersome calculations in 1-ε dimensions where the limit ε→0 is taken at the end. They also agree with the rules found in an independent treatment on a finite time interval

δ'-function perturbations and Neumann boundary-conditions by path integration

International Nuclear Information System (INIS)

Grosche, C.

1994-02-01

δ'-function perturbations and Neumann boundary conditions are incorporated into the path integral formalism. The starting point is the consideration of the path integral representation for the one dimensional Dirac particle together with a relativistic point interaction. The non-relativistic limit yields either a usual δ-function or a δ'-function perturbation; making their strengths infinitely repulsive one obtains Dirichlet, respectively Neumann boundary conditions in the path integral. (orig.)

A note on relativistic Feynman-type integrals

International Nuclear Information System (INIS)

Namsrai, Kh.

1979-01-01

An attempt is made to generalize the definition of Feynman path integral to the relativistic case within the framework of the Kershaw stochastic model. The Smoluchowski type equations are used which allow one to obtain easily the Schrodinger, Klein-Gordon and Dirac equations. The interaction is introduced by using Weyl's gaude theory. In the model developed the Feynman process may formally by interpreted as a stochastic diffusion process in complex times with a real probability measure which occurs in the Euclidean space. Feynman path integrals themselves are not obtained in the model, nonetheless it represents an interest as one of possibilities of the relativistic generalization of Feynman type integrals

From path integrals to anyons

International Nuclear Information System (INIS)

Canright, G.S.

1992-01-01

I offer a pedagogical review of the homotopy arguments for fractional statistics in two dimensions. These arguments arise naturally in path-integral language since they necessarily consider the properties of paths rather than simply permutations. The braid group replaces the permutation group as the basic structure for quantum statistics; hence properties of the braid group on several surfaces are briefly discussed. Finally, the question of multiple (real-space) occupancy is addressed; I suggest that the ''traditional'' treatment of this question (ie, an assumption that many-anyon wavefunctions necessarily vanish for multiple occupancy) needs reexamination

A Key Event Path Analysis Approach for Integrated Systems

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Jingjing Liao

2012-01-01

Full Text Available By studying the key event paths of probabilistic event structure graphs (PESGs, a key event path analysis approach for integrated system models is proposed. According to translation rules concluded from integrated system architecture descriptions, the corresponding PESGs are constructed from the colored Petri Net (CPN models. Then the definitions of cycle event paths, sequence event paths, and key event paths are given. Whereafter based on the statistic results after the simulation of CPN models, key event paths are found out by the sensitive analysis approach. This approach focuses on the logic structures of CPN models, which is reliable and could be the basis of structured analysis for discrete event systems. An example of radar model is given to characterize the application of this approach, and the results are worthy of trust.

Large-deviation principles, stochastic effective actions, path entropies, and the structure and meaning of thermodynamic descriptions

International Nuclear Information System (INIS)

Smith, Eric

2011-01-01

The meaning of thermodynamic descriptions is found in large-deviations scaling (Ellis 1985 Entropy, Large Deviations, and Statistical Mechanics (New York: Springer); Touchette 2009 Phys. Rep. 478 1-69) of the probabilities for fluctuations of averaged quantities. The central function expressing large-deviations scaling is the entropy, which is the basis both for fluctuation theorems and for characterizing the thermodynamic interactions of systems. Freidlin-Wentzell theory (Freidlin and Wentzell 1998 Random Perturbations in Dynamical Systems 2nd edn (New York: Springer)) provides a quite general formulation of large-deviations scaling for non-equilibrium stochastic processes, through a remarkable representation in terms of a Hamiltonian dynamical system. A number of related methods now exist to construct the Freidlin-Wentzell Hamiltonian for many kinds of stochastic processes; one method due to Doi (1976 J. Phys. A: Math. Gen. 9 1465-78; 1976 J. Phys. A: Math. Gen. 9 1479) and Peliti (1985 J. Physique 46 1469; 1986 J. Phys. A: Math. Gen. 19 L365, appropriate to integer counting statistics, is widely used in reaction-diffusion theory. Using these tools together with a path-entropy method due to Jaynes (1980 Annu. Rev. Phys. Chem. 31 579-601), this review shows how to construct entropy functions that both express large-deviations scaling of fluctuations, and describe system-environment interactions, for discrete stochastic processes either at or away from equilibrium. A collection of variational methods familiar within quantum field theory, but less commonly applied to the Doi-Peliti construction, is used to define a 'stochastic effective action', which is the large-deviations rate function for arbitrary non-equilibrium paths. We show how common principles of entropy maximization, applied to different ensembles of states or of histories, lead to different entropy functions and different sets of thermodynamic state variables. Yet the relations among all these levels of

Rigorous time slicing approach to Feynman path integrals

CERN Document Server

Fujiwara, Daisuke

2017-01-01

This book proves that Feynman's original definition of the path integral actually converges to the fundamental solution of the Schrödinger equation at least in the short term if the potential is differentiable sufficiently many times and its derivatives of order equal to or higher than two are bounded. The semi-classical asymptotic formula up to the second term of the fundamental solution is also proved by a method different from that of Birkhoff. A bound of the remainder term is also proved. The Feynman path integral is a method of quantization using the Lagrangian function, whereas Schrödinger's quantization uses the Hamiltonian function. These two methods are believed to be equivalent. But equivalence is not fully proved mathematically, because, compared with Schrödinger's method, there is still much to be done concerning rigorous mathematical treatment of Feynman's method. Feynman himself defined a path integral as the limit of a sequence of integrals over finite-dimensional spaces which is obtained by...

Flexible integration of path-planning capabilities

Science.gov (United States)

Stobie, Iain C.; Tambe, Milind; Rosenbloom, Paul S.

1993-05-01

Robots pursuing complex goals must plan paths according to several criteria of quality, including shortness, safety, speed and planning time. Many sources and kinds of knowledge, such as maps, procedures and perception, may be available or required. Both the quality criteria and sources of knowledge may vary widely over time, and in general they will interact. One approach to address this problem is to express all criteria and goals numerically in a single weighted graph, and then to search this graph to determine a path. Since this is problematic with symbolic or uncertain data and interacting criteria, we propose that what is needed instead is an integration of many kinds of planning capabilities. We describe a hybrid approach to integration, based on experiments with building simulated mobile robots using Soar, an integrated problem-solving and learning system. For flexibility, we have implemented a combination of internal planning, reactive capabilities and specialized tools. We illustrate how these components can complement each other's limitations and produce plans which integrate geometric and task knowledge.

Path-integral computation of superfluid densities

International Nuclear Information System (INIS)

Pollock, E.L.; Ceperley, D.M.

1987-01-01

The normal and superfluid densities are defined by the response of a liquid to sample boundary motion. The free-energy change due to uniform boundary motion can be calculated by path-integral methods from the distribution of the winding number of the paths around a periodic cell. This provides a conceptually and computationally simple way of calculating the superfluid density for any Bose system. The linear-response formulation relates the superfluid density to the momentum-density correlation function, which has a short-ranged part related to the normal density and, in the case of a superfluid, a long-ranged part whose strength is proportional to the superfluid density. These facts are discussed in the context of path-integral computations and demonstrated for liquid 4 He along the saturated vapor-pressure curve. Below the experimental superfluid transition temperature the computed superfluid fractions agree with the experimental values to within the statistical uncertainties of a few percent in the computations. The computed transition is broadened by finite-sample-size effects

Some instructive examples of Mayer's interference in path integral

International Nuclear Information System (INIS)

Fiziev, P.P.

1984-01-01

A new technique of path integral evaluation by a discretization procedure is proposed. It is based on the requirement, found previously, to single out the set of classical trajectories over which the summation is performed. The notion of Mayer's interference is introduced and illustrated by a number of simple examples. The choice of the set of paths is shown to induce a corresponding quantization procedure and this line is followed to demonstrate its connection with the symmetries of the problem. The possibility of extracting information on the space of quantum states from path integrals has been reviewed. A class of paths has been found; the summation over these paths within the framework of the suggested approach produces the well known results for the motion in a homogeneous field and for the harmonic oscillator

A stochastic-programming approach to integrated asset and liability ...

African Journals Online (AJOL)

This increase in complexity has provided an impetus for the investigation into integrated asset- and liability-management frameworks that could realistically address dynamic portfolio allocation in a risk-controlled way. In this paper the authors propose a multi-stage dynamic stochastic-programming model for the integrated ...

BOOK REVIEW: Path Integrals in Field Theory: An Introduction

Science.gov (United States)

Ryder, Lewis

2004-06-01

In the 1960s Feynman was known to particle physicists as one of the people who solved the major problems of quantum electrodynamics, his contribution famously introducing what are now called Feynman diagrams. To other physicists he gained a reputation as the author of the Feynman Lectures on Physics; in addition some people were aware of his work on the path integral formulation of quantum theory, and a very few knew about his work on gravitation and Yang--Mills theories, which made use of path integral methods. Forty years later the scene is rather different. Many of the problems of high energy physics are solved; and the standard model incorporates Feynman's path integral method as a way of proving the renormalisability of the gauge (Yang--Mills) theories involved. Gravitation is proving a much harder nut to crack, but here also questions of renormalisability are couched in path-integral language. What is more, theoretical studies of condensed matter physics now also appeal to this technique for quantisation, so the path integral method is becoming part of the standard apparatus of theoretical physics. Chapters on it appear in a number of recent books, and a few books have appeared devoted to this topic alone; the book under review is a very recent one. Path integral techniques have the advantage of enormous conceptual appeal and the great disadvantage of mathematical complexity, this being partly the result of messy integrals but more fundamentally due to the notions of functional differentiation and integration which are involved in the method. All in all this subject is not such an easy ride. Mosel's book, described as an introduction, is aimed at graduate students and research workers in particle physics. It assumes a background knowledge of quantum mechanics, both non-relativistic and relativistic. After three chapters on the path integral formulation of non-relativistic quantum mechanics there are eight chapters on scalar and spinor field theory, followed

PathSys: integrating molecular interaction graphs for systems biology

Directory of Open Access Journals (Sweden)

Raval Alpan

2006-02-01

Full Text Available Abstract Background The goal of information integration in systems biology is to combine information from a number of databases and data sets, which are obtained from both high and low throughput experiments, under one data management scheme such that the cumulative information provides greater biological insight than is possible with individual information sources considered separately. Results Here we present PathSys, a graph-based system for creating a combined database of networks of interaction for generating integrated view of biological mechanisms. We used PathSys to integrate over 14 curated and publicly contributed data sources for the budding yeast (S. cerevisiae and Gene Ontology. A number of exploratory questions were formulated as a combination of relational and graph-based queries to the integrated database. Thus, PathSys is a general-purpose, scalable, graph-data warehouse of biological information, complete with a graph manipulation and a query language, a storage mechanism and a generic data-importing mechanism through schema-mapping. Conclusion Results from several test studies demonstrate the effectiveness of the approach in retrieving biologically interesting relations between genes and proteins, the networks connecting them, and of the utility of PathSys as a scalable graph-based warehouse for interaction-network integration and a hypothesis generator system. The PathSys's client software, named BiologicalNetworks, developed for navigation and analyses of molecular networks, is available as a Java Web Start application at http://brak.sdsc.edu/pub/BiologicalNetworks.

Continuous local martingales and stochastic integration in UMD Banach spaces

NARCIS (Netherlands)

Veraar, M.C.

2007-01-01

Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an

Semi-classical approximation to path integrals - phases and catastrophes

International Nuclear Information System (INIS)

Levit, S.

1977-01-01

Problems of phases and catastrophes were encountered when trying to apply the classical S-matrix theory to the scattering phenomena in nuclear physics. The path integral formulation provided a suitable basis for the treatment of these and related problems. Within conventional mathematical language it was possible to give practical prescriptions and discuss their limitations. Since the semi-classical (stationary phase) approximation is commonly used in any application of the path integral method, the results are not restricted to the scattering problems and may be of general interest. The derivation of the uniform approximations in the energy representation should use the exact path integral expression as the starting point, rather than performing Fourier transforms on the expressions derived in the present lecture. (B.G.)

Comment on "Minimum Action Path Theory Reveals the Details of Stochastic Transitions Out of Oscillatory States"

OpenAIRE

Meerson, Baruch; Smith, Naftali R.

2018-01-01

De la Cruz et al. [Phys. Rev. Lett. 120, 128102 (2018); arXiv:1705.08683] studied a noise-induced transition in an oscillating stochastic population undergoing birth- and death-type reactions. They applied the Freidlin-Wentzell WKB formalism to determine the most probable path to the noise-induced escape from a limit cycle predicted by deterministic theory, and to find the probability distribution of escape time. Here we raise a number of objections to their calculations.

Spreading paths in partially observed social networks

Science.gov (United States)

Onnela, Jukka-Pekka; Christakis, Nicholas A.

2012-03-01

Understanding how and how far information, behaviors, or pathogens spread in social networks is an important problem, having implications for both predicting the size of epidemics, as well as for planning effective interventions. There are, however, two main challenges for inferring spreading paths in real-world networks. One is the practical difficulty of observing a dynamic process on a network, and the other is the typical constraint of only partially observing a network. Using static, structurally realistic social networks as platforms for simulations, we juxtapose three distinct paths: (1) the stochastic path taken by a simulated spreading process from source to target; (2) the topologically shortest path in the fully observed network, and hence the single most likely stochastic path, between the two nodes; and (3) the topologically shortest path in a partially observed network. In a sampled network, how closely does the partially observed shortest path (3) emulate the unobserved spreading path (1)? Although partial observation inflates the length of the shortest path, the stochastic nature of the spreading process also frequently derails the dynamic path from the shortest path. We find that the partially observed shortest path does not necessarily give an inflated estimate of the length of the process path; in fact, partial observation may, counterintuitively, make the path seem shorter than it actually is.

Spreading paths in partially observed social networks.

Science.gov (United States)

Onnela, Jukka-Pekka; Christakis, Nicholas A

2012-03-01

Understanding how and how far information, behaviors, or pathogens spread in social networks is an important problem, having implications for both predicting the size of epidemics, as well as for planning effective interventions. There are, however, two main challenges for inferring spreading paths in real-world networks. One is the practical difficulty of observing a dynamic process on a network, and the other is the typical constraint of only partially observing a network. Using static, structurally realistic social networks as platforms for simulations, we juxtapose three distinct paths: (1) the stochastic path taken by a simulated spreading process from source to target; (2) the topologically shortest path in the fully observed network, and hence the single most likely stochastic path, between the two nodes; and (3) the topologically shortest path in a partially observed network. In a sampled network, how closely does the partially observed shortest path (3) emulate the unobserved spreading path (1)? Although partial observation inflates the length of the shortest path, the stochastic nature of the spreading process also frequently derails the dynamic path from the shortest path. We find that the partially observed shortest path does not necessarily give an inflated estimate of the length of the process path; in fact, partial observation may, counterintuitively, make the path seem shorter than it actually is.

Stabilizing simulations of complex stochastic representations for quantum dynamical systems

Energy Technology Data Exchange (ETDEWEB)

Perret, C; Petersen, W P, E-mail: wpp@math.ethz.ch [Seminar for Applied Mathematics, ETH, Zurich (Switzerland)

2011-03-04

Path integral representations of quantum dynamics can often be formulated as stochastic differential equations (SDEs). In a series of papers, Corney and Drummond (2004 Phys. Rev. Lett. 93 260401), Deuar and Drummond (2001 Comput. Phys. Commun. 142 442-5), Drummond and Gardnier (1980 J. Phys. A: Math. Gen. 13 2353-68), Gardiner and Zoller (2004 Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics (Springer Series in Synergetics) 3rd edn (Berlin: Springer)) and Gilchrist et al (1997 Phys. Rev. A 55 3014-32) and their collaborators have derived SDEs from coherent states representations for density matrices. Computationally, these SDEs are attractive because they seem simple to simulate. They can be quite unstable, however. In this paper, we consider some of the instabilities and propose a few remedies. Particularly, because the variances of the simulated paths typically grow exponentially, the processes become de-localized in relatively short times. Hence, the issues of boundary conditions and stable integration methods become important. We use the Bose-Einstein Hamiltonian as an example. Our results reveal that it is possible to significantly extend integration times and show the periodic structure of certain functionals.

An alternative path integral for quantum gravity

Energy Technology Data Exchange (ETDEWEB)

Krishnan, Chethan; Kumar, K.V. Pavan; Raju, Avinash [Center for High Energy Physics, Indian Institute of Science,Bangalore 560012 (India)

2016-10-10

We define a (semi-classical) path integral for gravity with Neumann boundary conditions in D dimensions, and show how to relate this new partition function to the usual picture of Euclidean quantum gravity. We also write down the action in ADM Hamiltonian formulation and use it to reproduce the entropy of black holes and cosmological horizons. A comparison between the (background-subtracted) covariant and Hamiltonian ways of semi-classically evaluating this path integral in flat space reproduces the generalized Smarr formula and the first law. This “Neumann ensemble” perspective on gravitational thermodynamics is parallel to the canonical (Dirichlet) ensemble of Gibbons-Hawking and the microcanonical approach of Brown-York.

Stochastic simulation of PWR vessel integrity for pressurized thermal shock conditions

International Nuclear Information System (INIS)

Jackson, P.S.; Moelling, D.S.

1984-01-01

A stochastic simulation methodology is presented for performing probabilistic analyses of Pressurized Water Reactor vessel integrity. Application of the methodology to vessel-specific integrity analyses is described in the context of Pressurized Thermal Shock (PTS) conditions. A Bayesian method is described for developing vessel-specific models of the density of undetected volumetric flaws from ultrasonic inservice inspection results. Uncertainty limits on the probabilistic results due to sampling errors are determined from the results of the stochastic simulation. An example is provided to illustrate the methodology

Path integral approach to eikonal and next-to-eikonal exponentiation

NARCIS (Netherlands)

Laenen, E.; Stavenga, G.; White, C.D.

2009-01-01

We approach the issue of exponentiation of soft gauge boson corrections to scattering amplitudes from a path integral point of view. We show that if one represents the amplitude as a first quantized path integral in a mixed coordinate-momentum space representation, a charged particle interacting

Stochastic Cell Fate Progression in Embryonic Stem Cells

Science.gov (United States)

Zou, Ling-Nan; Doyle, Adele; Jang, Sumin; Ramanathan, Sharad

2013-03-01

Studies on the directed differentiation of embryonic stem (ES) cells suggest that some early developmental decisions may be stochastic in nature. To identify the sources of this stochasticity, we analyzed the heterogeneous expression of key transcription factors in single ES cells as they adopt distinct germ layer fates. We find that under sufficiently stringent signaling conditions, the choice of lineage is unambiguous. ES cells flow into differentiated fates via diverging paths, defined by sequences of transitional states that exhibit characteristic co-expression of multiple transcription factors. These transitional states have distinct responses to morphogenic stimuli; by sequential exposure to multiple signaling conditions, ES cells are steered towards specific fates. However, the rate at which cells travel down a developmental path is stochastic: cells exposed to the same signaling condition for the same amount of time can populate different states along the same path. The heterogeneity of cell states seen in our experiments therefore does not reflect the stochastic selection of germ layer fates, but the stochastic rate of progression along a chosen developmental path. Supported in part by the Jane Coffin Childs Fund

Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS.

Science.gov (United States)

Zhou, Dapeng; Guo, Lei

2017-11-18

The performance of an inertial navigation system (INS) operated on a moving base greatly depends on the accuracy of rapid transfer alignment (RTA). However, in practice, the coexistence of large initial attitude errors and uncertain observation noise statistics poses a great challenge for the estimation accuracy of misalignment angles. This study aims to develop a novel robust nonlinear filter, namely the stochastic integration H ∞ filter (SIH ∞ F) for improving both the accuracy and robustness of RTA. In this new nonlinear H ∞ filter, the stochastic spherical-radial integration rule is incorporated with the framework of the derivative-free H ∞ filter for the first time, and the resulting SIH ∞ F simultaneously attenuates the negative effect in estimations caused by significant nonlinearity and large uncertainty. Comparisons between the SIH ∞ F and previously well-known methodologies are carried out by means of numerical simulation and a van test. The results demonstrate that the newly-proposed method outperforms the cubature H ∞ filter. Moreover, the SIH ∞ F inherits the benefit of the traditional stochastic integration filter, but with more robustness in the presence of uncertainty.

Integrated robust controller for vehicle path following

Energy Technology Data Exchange (ETDEWEB)

Mashadi, Behrooz; Ahmadizadeh, Pouyan, E-mail: p-ahmadizadeh@iust.ac.ir; Majidi, Majid, E-mail: m-majidi@iust.ac.ir [Iran University of Science and Technology, School of Automotive Engineering (Iran, Islamic Republic of); Mahmoodi-Kaleybar, Mehdi, E-mail: m-mahmoodi-k@iust.ac.ir [Iran University of Science and Technology, School of Mechanical Engineering (Iran, Islamic Republic of)

2015-02-15

The design of an integrated 4WS+DYC control system to guide a vehicle on a desired path is presented. The lateral dynamics of the path follower vehicle is formulated by considering important parameters. To reduce the effect of uncertainties in vehicle parameters, a robust controller is designed based on a μ-synthesis approach. Numerical simulations are performed using a nonlinear vehicle model in MATLAB environment in order to investigate the effectiveness of the designed controller. Results of simulations show that the controller has a profound ability to making the vehicle track the desired path in the presence of uncertainties.

Integrated robust controller for vehicle path following

International Nuclear Information System (INIS)

Mashadi, Behrooz; Ahmadizadeh, Pouyan; Majidi, Majid; Mahmoodi-Kaleybar, Mehdi

2015-01-01

The design of an integrated 4WS+DYC control system to guide a vehicle on a desired path is presented. The lateral dynamics of the path follower vehicle is formulated by considering important parameters. To reduce the effect of uncertainties in vehicle parameters, a robust controller is designed based on a μ-synthesis approach. Numerical simulations are performed using a nonlinear vehicle model in MATLAB environment in order to investigate the effectiveness of the designed controller. Results of simulations show that the controller has a profound ability to making the vehicle track the desired path in the presence of uncertainties

Structural factoring approach for analyzing stochastic networks

Science.gov (United States)

Hayhurst, Kelly J.; Shier, Douglas R.

1991-01-01

The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.

Geometry, Heat Equation and Path Integrals on the Poincare Upper Half-Plane

OpenAIRE

Reijiro, KUBO; Research Institute for Theoretical Physics Hiroshima University

1988-01-01

Geometry, heat equation and Feynman's path integrals are studied on the Poincare upper half-plane. The fundamental solution to the heat equation ∂f/∂t=Δ_Hf is expressed in terms of a path integral defined on the upper half-plane. It is shown that Kac's statement that Feynman's path integral satisfies the Schrodinger equation is also valid for our case.

Factorization-algebraization-path integration

International Nuclear Information System (INIS)

Inomata, A.; Wilson, R.

1986-01-01

The authors review the method of factorization proposed by Schroedinger of a quantum mechanical second-order linear differential equation into a product of two first-order differential operators, often referred to as ladder operators, as well as the modifications made to Schroedinger's method by Infeld and Hull. They then review the group theoretical treatments proposed by Miller of the Schroedinger-Infeld-Hull factorizations and go on to demonstrate the application of dynamical symmetry to path integral calculations. 30 references

Rapidly converging path integral formalism. Pt. 1

International Nuclear Information System (INIS)

Bender, I.; Gromes, D.; Marquard, U.

1990-01-01

The action to be used in the path integral formalism is expanded in a systematic way in powers of the time spacing ε in order to optimize the convergence to the continuum limit. This modifies and extends the usual formalism in a transparent way. The path integral approximation to the Green function obtained by this method approaches the continuum Green function with a higher power of ε than the usual one. The general theoretical derivations are exemplified analytically for the harmonic oscillator and by Monte Carlo methods for the anharmonic oscillator. We also show how curvilinear coordinates and curved spaces can naturally be treated within this formalism. Work on field theory is in progress. (orig.)

Power Series Expansion of Propagator for Path Integral and Its Applications

International Nuclear Information System (INIS)

Ou Yuanjin; Liang Xianting

2007-01-01

In this paper we obtain a propagator of path integral for a harmonic oscillator and a driven harmonic oscillator by using the power series expansion. It is shown that our result for the harmonic oscillator is more exact than the previous one obtained with other approximation methods. By using the same method, we obtain a propagator of path integral for the driven harmonic oscillator, which does not have any exact expansion. The more exact propagators may improve the path integral results for these systems.

Geometry, heat equation and path integrals on the Poincare upper half-plane

International Nuclear Information System (INIS)

Kubo, Reijiro.

1987-08-01

Geometry, heat equation and Feynman's path integrals are studied on the Poincare upper half-plane. The fundamental solution to the heat equation δf/δt = Δ H f is expressed in terms of a path integral defined on the upper half-plane. It is shown that Kac's proof that Feynman's path integral satisfies the Schroedinger equation is also valid for our case. (author)

Path integral for gauge theories with fermions

International Nuclear Information System (INIS)

Fujikawa, K.

1980-01-01

The Atiyah-Singer index theorem indicates that a naive unitary transformation of basis vectors for fermions interacting with gauge fields is not allowed in general. On the basis of this observation, it was previously shown that the path-integral measure of a gauge-invariant fermion theory is transformed nontrivially under the chiral transformation, and thus leads to a simple derivation of ''anomalous'' chiral Ward-Takahashi identities. We here clarify some of the technical aspects associated with the discussion. It is shown that the Jacobian factor in the path-integral measure, which corresponds to the Adler-Bell-Jackiw anomaly, is independent of any smooth regularization procedure of large eigenvalues of D in Euclidean theory; this property holds in any even-dimensional space-time and also for the gravitational anomaly. The appearance of the anomaly and its connection with the index theorem are thus related to the fact that the primary importance is attached to the Lorentz-covariant ''energy'' operator D and that D and γ 5 do not commute. The abnormal behavior of the path-integral measure at the zero-frequency sector in the presence of instantons and its connection with spontaneous symmetry breaking is also clarified. We comment on several other problems associated with the anomaly and on the Pauli-Villars regularization method

Stochastic programming problems with generalized integrated chance constraints

Czech Academy of Sciences Publication Activity Database

Branda, Martin

2012-01-01

Roč. 61, č. 8 (2012), s. 949-968 ISSN 0233-1934 R&D Projects: GA ČR GAP402/10/1610 Grant - others:SVV(CZ) 261315/2010 Institutional support: RVO:67985556 Keywords : chance constraints * integrated chance constraints * penalty functions * sample approximations * blending problem Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.707, year: 2012 http://library.utia.cas.cz/separaty/2012/E/branda-stochastic programming problems with generalized integrated.pdf

The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

Directory of Open Access Journals (Sweden)

Shaolin Ji

2013-01-01

Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.

An alternative derivation of the Faddeev-Popov path integral

International Nuclear Information System (INIS)

Cabo, A.; Martinez, D.L.; Chaichian, M.; Presnajder, P.

1991-01-01

A new derivation of the Faddeev-Popov path integral is presented. The use of gauge invariant transformations and gauge fixing conditions in the phase space allows to introduce straightforwardly Lorentz invariant gauge conditions into the path integral, thus avoiding the necessity of going first through a Coulomb-like gauge as it is usually done. The case of systems with finite degrees of freedom and the abelian (QED) one are also presented for illustration. (orig.)

An Anatomically Constrained Model for Path Integration in the Bee Brain.

Science.gov (United States)

Stone, Thomas; Webb, Barbara; Adden, Andrea; Weddig, Nicolai Ben; Honkanen, Anna; Templin, Rachel; Wcislo, William; Scimeca, Luca; Warrant, Eric; Heinze, Stanley

2017-10-23

Path integration is a widespread navigational strategy in which directional changes and distance covered are continuously integrated on an outward journey, enabling a straight-line return to home. Bees use vision for this task-a celestial-cue-based visual compass and an optic-flow-based visual odometer-but the underlying neural integration mechanisms are unknown. Using intracellular electrophysiology, we show that polarized-light-based compass neurons and optic-flow-based speed-encoding neurons converge in the central complex of the bee brain, and through block-face electron microscopy, we identify potential integrator cells. Based on plausible output targets for these cells, we propose a complete circuit for path integration and steering in the central complex, with anatomically identified neurons suggested for each processing step. The resulting model circuit is thus fully constrained biologically and provides a functional interpretation for many previously unexplained architectural features of the central complex. Moreover, we show that the receptive fields of the newly discovered speed neurons can support path integration for the holonomic motion (i.e., a ground velocity that is not precisely aligned with body orientation) typical of bee flight, a feature not captured in any previously proposed model of path integration. In a broader context, the model circuit presented provides a general mechanism for producing steering signals by comparing current and desired headings-suggesting a more basic function for central complex connectivity, from which path integration may have evolved. Copyright © 2017 Elsevier Ltd. All rights reserved.

Spatial Updating Strategy Affects the Reference Frame in Path Integration.

Science.gov (United States)

He, Qiliang; McNamara, Timothy P

2018-06-01

This study investigated how spatial updating strategies affected the selection of reference frames in path integration. Participants walked an outbound path consisting of three successive waypoints in a featureless environment and then pointed to the first waypoint. We manipulated the alignment of participants' final heading at the end of the outbound path with their initial heading to examine the adopted reference frame. We assumed that the initial heading defined the principal reference direction in an allocentric reference frame. In Experiment 1, participants were instructed to use a configural updating strategy and to monitor the shape of the outbound path while they walked it. Pointing performance was best when the final heading was aligned with the initial heading, indicating the use of an allocentric reference frame. In Experiment 2, participants were instructed to use a continuous updating strategy and to keep track of the location of the first waypoint while walking the outbound path. Pointing performance was equivalent regardless of the alignment between the final and the initial headings, indicating the use of an egocentric reference frame. These results confirmed that people could employ different spatial updating strategies in path integration (Wiener, Berthoz, & Wolbers Experimental Brain Research 208(1) 61-71, 2011), and suggested that these strategies could affect the selection of the reference frame for path integration.

Stochastic integration in Banach spaces theory and applications

CERN Document Server

Mandrekar, Vidyadhar

2015-01-01

Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region. It studies properties of the solutions of the stochastic equations, observing the long-term behavior and the sensitivity of the solutions to changes in the initial data. The authors consider an integration theory of measurable and adapted processes in appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literature only focuses on predictable settings in Hilbert spaces. The book is intended for graduate students and researchers in stochastic (partial) differential equations, mathematical finance and non-linear filtering and assumes a knowledge of the required integrati...

Nonlinear filtering and smoothing an introduction to martingales, stochastic integrals and estimation

CERN Document Server

Krishnan, Venkatarama

2005-01-01

Most useful for graduate students in engineering and finance who have a basic knowledge of probability theory, this volume is designed to give a concise understanding of martingales, stochastic integrals, and estimation. It emphasizes applications. Many theorems feature heuristic proofs; others include rigorous proofs to reinforce physical understanding. Numerous end-of-chapter problems enhance the book's practical value.After introducing the basic measure-theoretic concepts of probability and stochastic processes, the text examines martingales, square integrable martingales, and stopping time

Definition of path integrals and rules for non-linear transformations

International Nuclear Information System (INIS)

Kerler, W.

1978-01-01

Functional integrals are defined as the limit of multidimensional integrals based on fundamental generating distributions. The 'lattice choice' is put into a suitable functional form. The independence of the particular choice and the necessity of this fact are shown. Various forms of the path integrals are derived and discussed. The relation to the traditional ordering problem is pointed out. The mechanism of non-linear transformations of variables is investigated and rules are given. In the case of fields it turns out that the path integrals can also be considered for space translations. (Auth.)

Self-organizing path integration using a linked continuous attractor and competitive network: path integration of head direction.

Science.gov (United States)

Stringer, Simon M; Rolls, Edmund T

2006-12-01

A key issue is how networks in the brain learn to perform path integration, that is update a represented position using a velocity signal. Using head direction cells as an example, we show that a competitive network could self-organize to learn to respond to combinations of head direction and angular head rotation velocity. These combination cells can then be used to drive a continuous attractor network to the next head direction based on the incoming rotation signal. An associative synaptic modification rule with a short term memory trace enables preceding combination cell activity during training to be associated with the next position in the continuous attractor network. The network accounts for the presence of neurons found in the brain that respond to combinations of head direction and angular head rotation velocity. Analogous networks in the hippocampal system could self-organize to perform path integration of place and spatial view representations.

Rotational error in path integration: encoding and execution errors in angle reproduction.

Science.gov (United States)

Chrastil, Elizabeth R; Warren, William H

2017-06-01

Path integration is fundamental to human navigation. When a navigator leaves home on a complex outbound path, they are able to keep track of their approximate position and orientation and return to their starting location on a direct homebound path. However, there are several sources of error during path integration. Previous research has focused almost exclusively on encoding error-the error in registering the outbound path in memory. Here, we also consider execution error-the error in the response, such as turning and walking a homebound trajectory. In two experiments conducted in ambulatory virtual environments, we examined the contribution of execution error to the rotational component of path integration using angle reproduction tasks. In the reproduction tasks, participants rotated once and then rotated again to face the original direction, either reproducing the initial turn or turning through the supplementary angle. One outstanding difficulty in disentangling encoding and execution error during a typical angle reproduction task is that as the encoding angle increases, so does the required response angle. In Experiment 1, we dissociated these two variables by asking participants to report each encoding angle using two different responses: by turning to walk on a path parallel to the initial facing direction in the same (reproduction) or opposite (supplementary angle) direction. In Experiment 2, participants reported the encoding angle by turning both rightward and leftward onto a path parallel to the initial facing direction, over a larger range of angles. The results suggest that execution error, not encoding error, is the predominant source of error in angular path integration. These findings also imply that the path integrator uses an intrinsic (action-scaled) rather than an extrinsic (objective) metric.

Path integral for a relativistic-particle theory

International Nuclear Information System (INIS)

Fradkin, E.S.; Gitman, D.M.; Shvartsman, S.M.

1991-01-01

An action of a relativistic spinning particle written in reparametrization and local super-invariant form is consistently determined by using the path integral representation for the Green's function of the spinor field. It is shown that, to obtain the causal propagator, the integration over the null mode of the onebein variable must be performed in the (0, + ∞ limits

Variational nature, integration, and properties of Newton reaction path.

Science.gov (United States)

Bofill, Josep Maria; Quapp, Wolfgang

2011-02-21

The distinguished coordinate path and the reduced gradient following path or its equivalent formulation, the Newton trajectory, are analyzed and unified using the theory of calculus of variations. It is shown that their minimum character is related to the fact that the curve is located in a valley region. In this case, we say that the Newton trajectory is a reaction path with the category of minimum energy path. In addition to these findings a Runge-Kutta-Fehlberg algorithm to integrate these curves is also proposed.

Variational nature, integration, and properties of Newton reaction path

Science.gov (United States)

Bofill, Josep Maria; Quapp, Wolfgang

2011-02-01

The distinguished coordinate path and the reduced gradient following path or its equivalent formulation, the Newton trajectory, are analyzed and unified using the theory of calculus of variations. It is shown that their minimum character is related to the fact that the curve is located in a valley region. In this case, we say that the Newton trajectory is a reaction path with the category of minimum energy path. In addition to these findings a Runge-Kutta-Fehlberg algorithm to integrate these curves is also proposed.

Optimal sensor locations for the backward Lagrangian stochastic technique in measuring lagoon gas emission

Science.gov (United States)

This study evaluated the impact of gas concentration and wind sensor locations on the accuracy of the backward Lagrangian stochastic inverse-dispersion technique (bLS) for measuring gas emission rates from a typical lagoon environment. Path-integrated concentrations (PICs) and 3-dimensional (3D) wi...

The phenotypic equilibrium of cancer cells: From average-level stability to path-wise convergence.

Science.gov (United States)

Niu, Yuanling; Wang, Yue; Zhou, Da

2015-12-07

The phenotypic equilibrium, i.e. heterogeneous population of cancer cells tending to a fixed equilibrium of phenotypic proportions, has received much attention in cancer biology very recently. In the previous literature, some theoretical models were used to predict the experimental phenomena of the phenotypic equilibrium, which were often explained by different concepts of stabilities of the models. Here we present a stochastic multi-phenotype branching model by integrating conventional cellular hierarchy with phenotypic plasticity mechanisms of cancer cells. Based on our model, it is shown that: (i) our model can serve as a framework to unify the previous models for the phenotypic equilibrium, and then harmonizes the different kinds of average-level stabilities proposed in these models; and (ii) path-wise convergence of our model provides a deeper understanding to the phenotypic equilibrium from stochastic point of view. That is, the emergence of the phenotypic equilibrium is rooted in the stochastic nature of (almost) every sample path, the average-level stability just follows from it by averaging stochastic samples. Copyright © 2015 Elsevier Ltd. All rights reserved.

Path integrals in quantum mechanics, statistics, polymer physics, and financial markets

CERN Document Server

Kleinert, Hagen

2009-01-01

This is the fifth, expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have been made possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's time-sliced formula to include singular attractive 1/r- and 1/r2-potentials. The second is a new nonholonomic mapping principle carrying p

Double path-integral migration velocity analysis: a real data example

International Nuclear Information System (INIS)

Costa, Jessé C; Schleicher, Jörg

2011-01-01

Path-integral imaging forms an image with no knowledge of the velocity model by summing over the migrated images obtained for a set of migration velocity models. Double path-integral imaging migration extracts the stationary velocities, i.e. those velocities at which common-image gathers align horizontally, as a byproduct. An application of the technique to a real data set demonstrates that quantitative information about the time migration velocity model can be determined by double path-integral migration velocity analysis. Migrated images using interpolations with different regularizations of the extracted velocities prove the high quality of the resulting time-migration velocity information. The so-obtained velocity model can then be used as a starting model for subsequent velocity analysis tools like migration tomography or other tomographic methods

An analysis of 3D particle path integration algorithms

International Nuclear Information System (INIS)

Darmofal, D.L.; Haimes, R.

1996-01-01

Several techniques for the numerical integration of particle paths in steady and unsteady vector (velocity) fields are analyzed. Most of the analysis applies to unsteady vector fields, however, some results apply to steady vector field integration. Multistep, multistage, and some hybrid schemes are considered. It is shown that due to initialization errors, many unsteady particle path integration schemes are limited to third-order accuracy in time. Multistage schemes require at least three times more internal data storage than multistep schemes of equal order. However, for timesteps within the stability bounds, multistage schemes are generally more accurate. A linearized analysis shows that the stability of these integration algorithms are determined by the eigenvalues of the local velocity tensor. Thus, the accuracy and stability of the methods are interpreted with concepts typically used in critical point theory. This paper shows how integration schemes can lead to erroneous classification of critical points when the timestep is finite and fixed. For steady velocity fields, we demonstrate that timesteps outside of the relative stability region can lead to similar integration errors. From this analysis, guidelines for accurate timestep sizing are suggested for both steady and unsteady flows. In particular, using simulation data for the unsteady flow around a tapered cylinder, we show that accurate particle path integration requires timesteps which are at most on the order of the physical timescale of the flow

A taxonomy of integral reaction path analysis

Energy Technology Data Exchange (ETDEWEB)

Grcar, Joseph F.; Day, Marcus S.; Bell, John B.

2004-12-23

W. C. Gardiner observed that achieving understanding through combustion modeling is limited by the ability to recognize the implications of what has been computed and to draw conclusions about the elementary steps underlying the reaction mechanism. This difficulty can be overcome in part by making better use of reaction path analysis in the context of multidimensional flame simulations. Following a survey of current practice, an integral reaction flux is formulated in terms of conserved scalars that can be calculated in a fully automated way. Conditional analyses are then introduced, and a taxonomy for bidirectional path analysis is explored. Many examples illustrate the resulting path analysis and uncover some new results about nonpremixed methane-air laminar jets.

Path-integral invariants in abelian Chern–Simons theory

International Nuclear Information System (INIS)

Guadagnini, E.; Thuillier, F.

2014-01-01

We consider the U(1) Chern–Simons gauge theory defined in a general closed oriented 3-manifold M; the functional integration is used to compute the normalized partition function and the expectation values of the link holonomies. The non-perturbative path-integral is defined in the space of the gauge orbits of the connections which belong to the various inequivalent U(1) principal bundles over M; the different sectors of configuration space are labelled by the elements of the first homology group of M and are characterized by appropriate background connections. The gauge orbits of flat connections, whose classification is also based on the homology group, control the non-perturbative contributions to the mean values. The functional integration is carried out in any 3-manifold M, and the corresponding path-integral invariants turn out to be strictly related with the abelian Reshetikhin–Turaev surgery invariants

Some illustrative examples of Mayer's interference in the path integral

International Nuclear Information System (INIS)

Fizichev, P.P.

1983-01-01

A new technique is proposed for evaluation of path integrals by means of a discretization procedure. It is based on the previously established necessity to single out the set of classical trajectories along which the summation is performed. The notion of Mayer interference is introduced and is illustrated on a number of simple examples. It is shown that the choice of the set of paths induced a corresponding quantization prosymmetries of the problem. The possibility is shown of extracting information about the space of quantum states from the path integral. A class of paths is established the summation over which in the framework of the suggested approach leads to the well-known results for the motion is a homogeneous field and for the harmonic oscillator

Path Integration Applied to Structural Systems with Uncertain Properties

DEFF Research Database (Denmark)

Nielsen, Søren R.K.; Köylüoglu, H. Ugur

Path integration (cell-to-cell mapping) method is applied to evaluate the joint probability density function (jpdf) of the response of the structural systems, with uncertain properties, subject to white noise excitation. A general methodology to deal with uncertainties is outlined and applied...... to the friction controlled slip of a structure on a foundation where the friction coefficient is modelled as a random variable. Exact results derived using the total probability theorem are compared to the ones obtained via path integration....

Computational Acoustics: Computational PDEs, Pseudodifferential Equations, Path Integrals, and All That Jazz

Science.gov (United States)

Fishman, Louis

2000-11-01

The role of mathematical modeling in the physical sciences will be briefly addressed. Examples will focus on computational acoustics, with applications to underwater sound propagation, electromagnetic modeling, optics, and seismic inversion. Direct and inverse wave propagation problems in both the time and frequency domains will be considered. Focusing on fixed-frequency (elliptic) wave propagation problems, the usual, two-way, partial differential equation formulation will be exactly reformulated, in a well-posed manner, as a one-way (marching) problem. This is advantageous for both direct and inverse considerations, as well as stochastic modeling problems. The reformulation will require the introduction of pseudodifferential operators and their accompanying phase space analysis (calculus), in addition to path integral representations for the fundamental solutions and their subsequent computational algorithms. Unlike the more traditional, purely numerical applications of, for example, finite-difference and finite-element methods, this approach, in effect, writes the exact, or, more generally, the asymptotically correct, answer as a functional integral and, subsequently, computes it directly. The overall computational philosophy is to combine analysis, asymptotics, and numerical methods to attack complicated, real-world problems. Exact and asymptotic analysis will stress the complementary nature of the direct and inverse formulations, as well as indicating the explicit structural connections between the time- and frequency-domain solutions.

Path integral for a relativistic-particle theory

Energy Technology Data Exchange (ETDEWEB)

Fradkin, E.S. (AN SSSR, Moscow (SU)); Gitman, D.M. (Moskovskij Inst. Radiotekhniki, Ehlektroniki i Automatiki, Moscow (SU)); Shvartsman, S.M. (Tomskij Pedagogicheskij Inst., Tomsk (SU))

1991-06-01

An action of a relativistic spinning particle written in reparametrization and local super-invariant form is consistently determined by using the path integral representation for the Green's function of the spinor field. It is shown that, to obtain the causal propagator, the integration over the null mode of the onebein variable must be performed in the (0, + {infinity}) limits.

Path integral formulation and Feynman rules for phylogenetic branching models

Energy Technology Data Exchange (ETDEWEB)

Jarvis, P D; Bashford, J D; Sumner, J G [School of Mathematics and Physics, University of Tasmania, GPO Box 252C, 7001 Hobart, TAS (Australia)

2005-11-04

A dynamical picture of phylogenetic evolution is given in terms of Markov models on a state space, comprising joint probability distributions for character types of taxonomic classes. Phylogenetic branching is a process which augments the number of taxa under consideration, and hence the rank of the underlying joint probability state tensor. We point out the combinatorial necessity for a second-quantized, or Fock space setting, incorporating discrete counting labels for taxa and character types, to allow for a description in the number basis. Rate operators describing both time evolution without branching, and also phylogenetic branching events, are identified. A detailed development of these ideas is given, using standard transcriptions from the microscopic formulation of non-equilibrium reaction-diffusion or birth-death processes. These give the relations between stochastic rate matrices, the matrix elements of the corresponding evolution operators representing them, and the integral kernels needed to implement these as path integrals. The 'free' theory (without branching) is solved, and the correct trilinear 'interaction' terms (representing branching events) are presented. The full model is developed in perturbation theory via the derivation of explicit Feynman rules which establish that the probabilities (pattern frequencies of leaf colourations) arising as matrix elements of the time evolution operator are identical with those computed via the standard analysis. Simple examples (phylogenetic trees with two or three leaves), are discussed in detail. Further implications for the work are briefly considered including the role of time reparametrization covariance.

Path integral formulation and Feynman rules for phylogenetic branching models

International Nuclear Information System (INIS)

Jarvis, P D; Bashford, J D; Sumner, J G

2005-01-01

A dynamical picture of phylogenetic evolution is given in terms of Markov models on a state space, comprising joint probability distributions for character types of taxonomic classes. Phylogenetic branching is a process which augments the number of taxa under consideration, and hence the rank of the underlying joint probability state tensor. We point out the combinatorial necessity for a second-quantized, or Fock space setting, incorporating discrete counting labels for taxa and character types, to allow for a description in the number basis. Rate operators describing both time evolution without branching, and also phylogenetic branching events, are identified. A detailed development of these ideas is given, using standard transcriptions from the microscopic formulation of non-equilibrium reaction-diffusion or birth-death processes. These give the relations between stochastic rate matrices, the matrix elements of the corresponding evolution operators representing them, and the integral kernels needed to implement these as path integrals. The 'free' theory (without branching) is solved, and the correct trilinear 'interaction' terms (representing branching events) are presented. The full model is developed in perturbation theory via the derivation of explicit Feynman rules which establish that the probabilities (pattern frequencies of leaf colourations) arising as matrix elements of the time evolution operator are identical with those computed via the standard analysis. Simple examples (phylogenetic trees with two or three leaves), are discussed in detail. Further implications for the work are briefly considered including the role of time reparametrization covariance

Path integral representation of the symmetric Rosen-Morse potential

International Nuclear Information System (INIS)

Duru, I.H.

1983-09-01

An integral formula for the Green's function of symmetric Rosen-Morse potential is obtained by solving path integrals. The correctly normalized wave functions and bound state energy spectrum are derived. (author)

Recent developments in the path integral approach to anomalies

International Nuclear Information System (INIS)

Fujikawa, Kazuo.

1986-08-01

After a brief summary of the path integral approach to anomalous identities, some of the recent developments in this approach are discussed. The topics discussed include (i) Construction of the effective action by means of the covariant current, (ii) Gauss law constraint in anomalous gauge theories, (iii) Path integral approach to anomalies in superconformal transformations, (iv) Conformal and ghost number anomalies in string theory in analogy with the instanton calculation, (v) Covariant local Lorentz anomaly and its connection with the mathematical construction of the consistent anomaly. (author)

Path integral theory and deep inelastic scattering of nuclei

International Nuclear Information System (INIS)

Neto, J.L.

1981-10-01

A formalism, based on Feynman's path integral, is developed and used in the theory of deep inelastic collisions of nuclei. Having shown how to express the propagator of the Wigner function of an isolated system as a (double) path integral in phase space, random processes are considered and the influence functional in interacting systems is discussed. A semi-classical description for the reduced Wigner and a generalized Langevin equation are given. Finally, the formalism is used in a random matrix model for deep inelastic collisions. (U.K.)

Conditionally solvable path integral problems

International Nuclear Information System (INIS)

Grosche, C.

1995-05-01

Some specific conditionally exactly solvable potentials are discussed within the path integral formalism. They generalize the usually known potentials by the incorporation of a fractional power behaviour and strongly anharmonic terms. We find four different kinds of such potentials, the first is related to the Coulomb potential, the second is an anharmonic confinement potential, and the third and the fourth are related to the Manning-Rosen potential. (orig.)

Age differences in virtual environment and real world path integration

Directory of Open Access Journals (Sweden)

Diane E Adamo

2012-09-01

Full Text Available Accurate path integration requires the integration of visual, proprioceptive, and vestibular self-motion cues and age effects associated with alterations in processing information from these systems may contribute to declines in path integration abilities. The present study investigated age-related differences in path integration in conditions that varied as a function of available sources of sensory information. Twenty-two healthy, young (23.8 ± 3.0 yrs. and 16 older (70.1 ± 6.4 yrs. adults participated in distance reproduction and triangle completion tasks performed in a virtual environment and two real world conditions: guided walking and wheelchair propulsion. For walking and wheelchair propulsion conditions, participants wore a blindfold and wore noise-blocking headphones and were guided through the workspace by the experimenter. For the virtual environment (VE condition, participants viewed self-motion information on a computer monitor and used a joystick to navigate through the environment. For triangle completion tasks, older compared to younger individuals showed greater errors in rotation estimations performed in the wheelchair condition; and for rotation and distance estimations in the VE condition. Distance reproduction tasks, in contrast, did not show any age effects. These findings demonstrate that age differences in path integration vary as a function of the available sources of information and by the complexity of outbound pathway.

A transformed path integral approach for solution of the Fokker-Planck equation

Science.gov (United States)

Subramaniam, Gnana M.; Vedula, Prakash

2017-10-01

A novel path integral (PI) based method for solution of the Fokker-Planck equation is presented. The proposed method, termed the transformed path integral (TPI) method, utilizes a new formulation for the underlying short-time propagator to perform the evolution of the probability density function (PDF) in a transformed computational domain where a more accurate representation of the PDF can be ensured. The new formulation, based on a dynamic transformation of the original state space with the statistics of the PDF as parameters, preserves the non-negativity of the PDF and incorporates short-time properties of the underlying stochastic process. New update equations for the state PDF in a transformed space and the parameters of the transformation (including mean and covariance) that better accommodate nonlinearities in drift and non-Gaussian behavior in distributions are proposed (based on properties of the SDE). Owing to the choice of transformation considered, the proposed method maps a fixed grid in transformed space to a dynamically adaptive grid in the original state space. The TPI method, in contrast to conventional methods such as Monte Carlo simulations and fixed grid approaches, is able to better represent the distributions (especially the tail information) and better address challenges in processes with large diffusion, large drift and large concentration of PDF. Additionally, in the proposed TPI method, error bounds on the probability in the computational domain can be obtained using the Chebyshev's inequality. The benefits of the TPI method over conventional methods are illustrated through simulations of linear and nonlinear drift processes in one-dimensional and multidimensional state spaces. The effects of spatial and temporal grid resolutions as well as that of the diffusion coefficient on the error in the PDF are also characterized.

A Dynamic Bayesian Observer Model Reveals Origins of Bias in Visual Path Integration.

Science.gov (United States)

Lakshminarasimhan, Kaushik J; Petsalis, Marina; Park, Hyeshin; DeAngelis, Gregory C; Pitkow, Xaq; Angelaki, Dora E

2018-06-20

Path integration is a strategy by which animals track their position by integrating their self-motion velocity. To identify the computational origins of bias in visual path integration, we asked human subjects to navigate in a virtual environment using optic flow and found that they generally traveled beyond the goal location. Such a behavior could stem from leaky integration of unbiased self-motion velocity estimates or from a prior expectation favoring slower speeds that causes velocity underestimation. Testing both alternatives using a probabilistic framework that maximizes expected reward, we found that subjects' biases were better explained by a slow-speed prior than imperfect integration. When subjects integrate paths over long periods, this framework intriguingly predicts a distance-dependent bias reversal due to buildup of uncertainty, which we also confirmed experimentally. These results suggest that visual path integration in noisy environments is limited largely by biases in processing optic flow rather than by leaky integration. Copyright © 2018 Elsevier Inc. All rights reserved.

Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition

Directory of Open Access Journals (Sweden)

Malinowski Marek T.

2015-01-01

Full Text Available We analyze the set-valued stochastic integral equations driven by continuous semimartingales and prove the existence and uniqueness of solutions to such equations in the framework of the hyperspace of nonempty, bounded, convex and closed subsets of the Hilbert space L2 (consisting of square integrable random vectors. The coefficients of the equations are assumed to satisfy the Osgood type condition that is a generalization of the Lipschitz condition. Continuous dependence of solutions with respect to data of the equation is also presented. We consider equations driven by semimartingale Z and equations driven by processes A;M from decomposition of Z, where A is a process of finite variation and M is a local martingale. These equations are not equivalent. Finally, we show that the analysis of the set-valued stochastic integral equations can be extended to a case of fuzzy stochastic integral equations driven by semimartingales under Osgood type condition. To obtain our results we use the set-valued and fuzzy Maruyama type approximations and Bihari’s inequality.

Path integrals and coherent states of SU(2) and SU(1,1)

CERN Document Server

Inomata, Akira; Kuratsuji, Hiroshi

1992-01-01

The authors examine several topical subjects, commencing with a general introduction to path integrals in quantum mechanics and the group theoretical backgrounds for path integrals. Applications of harmonic analysis, polar coordinate formulation, various techniques and path integrals on SU(2) and SU(1, 1) are discussed. Soluble examples presented include particle-flux system, a pulsed oscillator, magnetic monopole, the Coulomb problem in curved space and others.The second part deals with the SU(2) coherent states and their applications. Construction and generalization of the SU(2) coherent sta

Path integrals over phase space, their definition and simple properties

International Nuclear Information System (INIS)

Tarski, J.; Technische Univ. Clausthal, Clausthal-Zellerfeld

1981-10-01

Path integrals over phase space are defined in two ways. Some properties of these integrals are established. These properties concern the technique of integration and the quantization rule isup(-I)deltasub(q) p. (author)

Path-integral method for the source apportionment of photochemical pollutants

Science.gov (United States)

Dunker, A. M.

2015-06-01

A new, path-integral method is presented for apportioning the concentrations of pollutants predicted by a photochemical model to emissions from different sources. A novel feature of the method is that it can apportion the difference in a species concentration between two simulations. For example, the anthropogenic ozone increment, which is the difference between a simulation with all emissions present and another simulation with only the background (e.g., biogenic) emissions included, can be allocated to the anthropogenic emission sources. The method is based on an existing, exact mathematical equation. This equation is applied to relate the concentration difference between simulations to line or path integrals of first-order sensitivity coefficients. The sensitivities describe the effects of changing the emissions and are accurately calculated by the decoupled direct method. The path represents a continuous variation of emissions between the two simulations, and each path can be viewed as a separate emission-control strategy. The method does not require auxiliary assumptions, e.g., whether ozone formation is limited by the availability of volatile organic compounds (VOCs) or nitrogen oxides (NOx), and can be used for all the species predicted by the model. A simplified configuration of the Comprehensive Air Quality Model with Extensions (CAMx) is used to evaluate the accuracy of different numerical integration procedures and the dependence of the source contributions on the path. A Gauss-Legendre formula using three or four points along the path gives good accuracy for apportioning the anthropogenic increments of ozone, nitrogen dioxide, formaldehyde, and nitric acid. Source contributions to these increments were obtained for paths representing proportional control of all anthropogenic emissions together, control of NOx emissions before VOC emissions, and control of VOC emissions before NOx emissions. There are similarities in the source contributions from the

User's guide to Monte Carlo methods for evaluating path integrals

Science.gov (United States)

Westbroek, Marise J. E.; King, Peter R.; Vvedensky, Dimitri D.; Dürr, Stephan

2018-04-01

We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular attention to the existence of autocorrelations and the calculation of reliable errors. The over-relaxation technique is presented as a way to counter strong autocorrelations. The simulation methods can be extended to compute observables for path integrals in other settings.

Non-Gaussian path integration in self-interacting scalar field theories

International Nuclear Information System (INIS)

Kaya, Ali

2004-01-01

In self-interacting scalar field theories kinetic expansion is an alternative way of calculating the generating functional for Green's functions where the zeroth order non-Gaussian path integral becomes diagonal in x-space and reduces to the product of an ordinary integral at each point which can be evaluated exactly. We discuss how to deal with such functional integrals and propose a new perturbative expansion scheme which combines the elements of the kinetic expansion with the usual perturbation theory techniques. It is then shown that, when the cutoff dependences of the bare parameters in the potential are chosen to have a well defined non-Gaussian path integral without the kinetic term, the theory becomes trivial in the continuum limit

Weak-noise limit of a piecewise-smooth stochastic differential equation.

Science.gov (United States)

Chen, Yaming; Baule, Adrian; Touchette, Hugo; Just, Wolfram

2013-11-01

We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a simple model of Brownian motion with solid friction. For this model, we show that the weak-noise approximation of the path integral correctly reproduces the known propagator of the SDE at lowest order in the noise power, as well as the main features of the exact propagator with higher-order corrections, provided the singularity of the path integral associated with the nonsmooth SDE is treated with some heuristics. We also show that, as in the case of smooth SDEs, the deterministic paths of the noiseless system correctly describe the behavior of the nonsmooth SDE in the low-noise limit. Finally, we consider a smooth regularization of the piecewise-constant SDE and study to what extent this regularization can rectify some of the problems encountered when dealing with discontinuous drifts and singularities in SDEs.

Path integral quantization in the temporal gauge

International Nuclear Information System (INIS)

Scholz, B.; Steiner, F.

1983-06-01

The quantization of non-Abelian gauge theories in the temporal gauge is studied within Feynman's path integral approach. The standard asymptotic boundary conditions are only imposed on the transverse gauge fields. The fictituous longitudinal gauge quanta are eliminated asymptotically by modified boundary conditions. This abolishes the residual time-independent gauge transformations and leads to a unique fixing of the temporal gauge. The resulting path integral for the generating functional respects automatically Gauss's law. The correct gauge field propagator is derived. It does not suffer from gauge singularities at n x k = 0 present in the usual treatment of axial gauges. The standard principal value prescription does not work. As a check, the Wilson loop in temporal gauge is calculated with the new propagator. To second order (and to all orders in the Abelian case) the result agrees with the one obtained in the Feynman and Coulomb gauge. (orig.)

A new path-integral representation of the T-matrix in potential scattering

International Nuclear Information System (INIS)

Carron, J.; Rosenfelder, R.

2011-01-01

We employ the method used by Barbashov and collaborators in Quantum Field Theory to derive a path-integral representation of the T-matrix in nonrelativistic potential scattering which is free of functional integration over fictitious variables as was necessary before. The resulting expression serves as a starting point for a variational approximation applied to high-energy scattering from a Gaussian potential. Good agreement with exact partial-wave calculations is found even at large scattering angles. A novel path-integral representation of the scattering length is obtained in the low-energy limit. -- Highlights: → We derive a new path-integral representation for the T-matrix in quantum scattering from a potential. → The method is based on a technique used by Barbashov and collaborators in Quantum Field Theory. → Unlike previous approaches no unphysical degrees of freedom in the path integral are needed. → The new representation is used for a variational approximation of the T-matrix at high energies. → A new expression for the scattering length at low energy is derived.

Derivation of exact master equation with stochastic description: dissipative harmonic oscillator.

Science.gov (United States)

Li, Haifeng; Shao, Jiushu; Wang, Shikuan

2011-11-01

A systematic procedure for deriving the master equation of a dissipative system is reported in the framework of stochastic description. For the Caldeira-Leggett model of the harmonic-oscillator bath, a detailed and elementary derivation of the bath-induced stochastic field is presented. The dynamics of the system is thereby fully described by a stochastic differential equation, and the desired master equation would be acquired with statistical averaging. It is shown that the existence of a closed-form master equation depends on the specificity of the system as well as the feature of the dissipation characterized by the spectral density function. For a dissipative harmonic oscillator it is observed that the correlation between the stochastic field due to the bath and the system can be decoupled, and the master equation naturally results. Such an equation possesses the Lindblad form in which time-dependent coefficients are determined by a set of integral equations. It is proved that the obtained master equation is equivalent to the well-known Hu-Paz-Zhang equation based on the path-integral technique. The procedure is also used to obtain the master equation of a dissipative harmonic oscillator in time-dependent fields.

Reformulation of a stochastic action principle for irregular dynamics

International Nuclear Information System (INIS)

Wang, Q.A.; Bangoup, S.; Dzangue, F.; Jeatsa, A.; Tsobnang, F.; Le Mehaute, A.

2009-01-01

A stochastic action principle for random dynamics is revisited. Numerical diffusion experiments are carried out to show that the diffusion path probability depends exponentially on the Lagrangian action A=∫ a b Ldt. This result is then used to derive the Shannon measure for path uncertainty. It is shown that the maximum entropy principle and the least action principle of classical mechanics can be unified into δA-bar=0 where the average is calculated over all possible paths of the stochastic motion between two configuration points a and b. It is argued that this action principle and the maximum entropy principle are a consequence of the mechanical equilibrium condition extended to the case of stochastic dynamics.

Simplified path integral for supersymmetric quantum mechanics and type-A trace anomalies

Science.gov (United States)

Bastianelli, Fiorenzo; Corradini, Olindo; Iacconi, Laura

2018-05-01

Particles in a curved space are classically described by a nonlinear sigma model action that can be quantized through path integrals. The latter require a precise regularization to deal with the derivative interactions arising from the nonlinear kinetic term. Recently, for maximally symmetric spaces, simplified path integrals have been developed: they allow to trade the nonlinear kinetic term with a purely quadratic kinetic term (linear sigma model). This happens at the expense of introducing a suitable effective scalar potential, which contains the information on the curvature of the space. The simplified path integral provides a sensible gain in the efficiency of perturbative calculations. Here we extend the construction to models with N = 1 supersymmetry on the worldline, which are applicable to the first quantized description of a Dirac fermion. As an application we use the simplified worldline path integral to compute the type-A trace anomaly of a Dirac fermion in d dimensions up to d = 16.

Chiral symmetry in the path-integral approach

International Nuclear Information System (INIS)

Schaposnik, F.A.

1987-01-01

The derivation of anomalous Ward-Takahashi identities related to chiral symmetries in the path-integral framework is presented. Some two-dimensional models in both abelian and non-abelian cases are discussed. The quantization of such theories using Weyl fermions is also presented. (L.C.) [pt

Noncausal stochastic calculus

CERN Document Server

Ogawa, Shigeyoshi

2017-01-01

This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...

On the path integral representation of the Wigner function and the Barker–Murray ansatz

International Nuclear Information System (INIS)

Sels, Dries; Brosens, Fons; Magnus, Wim

2012-01-01

The propagator of the Wigner function is constructed from the Wigner–Liouville equation as a phase space path integral over a new effective Lagrangian. In contrast to a paper by Barker and Murray (1983) , we show that the path integral can in general not be written as a linear superposition of classical phase space trajectories over a family of non-local forces. Instead, we adopt a saddle point expansion to show that the semiclassical Wigner function is a linear superposition of classical solutions for a different set of non-local time dependent forces. As shown by a simple example the specific form of the path integral makes the formulation ideal for Monte Carlo simulation. -- Highlights: ► We derive the quantum mechanical propagator of the Wigner function in the path integral representation. ► We show that the Barker–Murray ansatz is incomplete, explain the error and provide an alternative. ► An example of a Monte Carlo simulation of the semiclassical path integral is included.

Entropic sampling in the path integral Monte Carlo method

International Nuclear Information System (INIS)

Vorontsov-Velyaminov, P N; Lyubartsev, A P

2003-01-01

We have extended the entropic sampling Monte Carlo method to the case of path integral representation of a quantum system. A two-dimensional density of states is introduced into path integral form of the quantum canonical partition function. Entropic sampling technique within the algorithm suggested recently by Wang and Landau (Wang F and Landau D P 2001 Phys. Rev. Lett. 86 2050) is then applied to calculate the corresponding entropy distribution. A three-dimensional quantum oscillator is considered as an example. Canonical distributions for a wide range of temperatures are obtained in a single simulation run, and exact data for the energy are reproduced

Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games

KAUST Repository

Jaleel, Hassan; Shamma, Jeff S.

2018-01-01

dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through

A unified approach to stochastic integration on the real line

DEFF Research Database (Denmark)

Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan

Stochastic integration on the predictable σ-field with respect to σ-finite L0-valued measures, also known as formal semimartingales, is studied. In particular, the triplet of such measures is introduced and used to characterize the set of integrable processes. Special attention is given to Lévy...... processes indexed by the real line. Surprisingly, many of the basic properties break down in this situation compared to the usual R+ case....

Path integral measure for gravitational interactions

Directory of Open Access Journals (Sweden)

Kazuo Fujikawa

1983-10-01

Full Text Available It is pointed out that the path-integral variables as well as the local measure for gravitational interactions are uniquely specified if one imposes the anomaly-free condition on the Becchi-Rouet-Stora supersymmetry associated with general coordinate transformations. This prescription is briefly illustrated for the Einstein gravity and supergravity in four space-time dimensions and the relativistic string theory in two dimensions.

Anomaly extraction from the path integral

International Nuclear Information System (INIS)

Christos, G.A.

1983-01-01

Fujikawa's recently proposed derivation of the anomaly from the path integral is examined. It is attempted to give a better understanding of his work. In particular, evasions of his result are discussed; for example it is shown how chiral U(1) axial invariance can be maintained by employing a gauge variant regularization prescription. A brief connection with the point-splitting method is also made. (orig.)

The Global Optimal Algorithm of Reliable Path Finding Problem Based on Backtracking Method

Directory of Open Access Journals (Sweden)

Liang Shen

2017-01-01

Full Text Available There is a growing interest in finding a global optimal path in transportation networks particularly when the network suffers from unexpected disturbance. This paper studies the problem of finding a global optimal path to guarantee a given probability of arriving on time in a network with uncertainty, in which the travel time is stochastic instead of deterministic. Traditional path finding methods based on least expected travel time cannot capture the network user’s risk-taking behaviors in path finding. To overcome such limitation, the reliable path finding algorithms have been proposed but the convergence of global optimum is seldom addressed in the literature. This paper integrates the K-shortest path algorithm into Backtracking method to propose a new path finding algorithm under uncertainty. The global optimum of the proposed method can be guaranteed. Numerical examples are conducted to demonstrate the correctness and efficiency of the proposed algorithm.

Stochastic Stability of Endogenous Growth: Theory and Applications

OpenAIRE

Boucekkine, Raouf; Pintus, Patrick; Zou, Benteng

2015-01-01

We examine the issue of stability of stochastic endogenous growth. First, stochastic stability concepts are introduced and applied to stochastic linear homogenous differen- tial equations to which several stochastic endogenous growth models reduce. Second, we apply the mathematical theory to two models, starting with the stochastic AK model. It’s shown that in this case exponential balanced paths, which characterize optimal trajectories in the absence of uncertainty, are not robust to uncerta...

Functional approach without path integrals to finite temperature free fermions

International Nuclear Information System (INIS)

Souza, S.M. de; Santos, O. Rojas; Thomaz, M.T.

1999-01-01

Charret et al applied the properties of Grassmann generators to develop a new method to calculate the coefficients of the high temperature expansion of the grand canonical partition function of self-interacting fermionic models on d-dimensions (d ≥1). The methodology explores the anti-commuting nature of fermionic fields and avoids the calculation of the fermionic path integral. we apply this new method to the relativistic free Dirac fermions and recover the known results in the literature without the β-independent and μindependent infinities that plague the continuum path integral formulation. (author)

Calculation of quantum-mechanical system energy spectra using path integrals

International Nuclear Information System (INIS)

Evseev, A.M.; Dmitriev, V.P.

1977-01-01

A solution of the Feynman quantum-mechanical integral connecting a wave function (psi (x, t)) at a moment t+tau (tau → 0) with the wave function at the moment t is provided by complex variable substitution and subsequent path integration. Time dependence of the wave function is calculated by the Monte Carlo method. The Fourier inverse transformation of the wave function by path integration calculated has been applied to determine the energy spectra. Energy spectra are presented of a hydrogen atom derived from wave function psi (x, t) at different x, as well as boson energy spectra of He, Li, and Be atoms obtained from psi (x, t) at X = O

The 1+1 SU(2) Yang-Mills path integral

International Nuclear Information System (INIS)

Swanson, Mark S

2004-01-01

The path integral for SU(2) invariant two-dimensional Yang-Mills theory is recast in terms of the chromoelectric field strength by integrating the gauge fields from the theory. Implementing Gauss's law as a constraint in this process induces a topological term in the action that is no longer invariant under large gauge transformations. For the case that the partition function is considered over a circular spatial degree of freedom, it is shown that the effective action of the path integral is quantum mechanically WKB exact and localizes onto a set of chromoelectric zero modes satisfying antiperiodic boundary conditions. Summing over the zero modes yields a partition function that can be reexpressed using the Poisson resummation technique, allowing an easy determination of the energy spectrum, which is found to be identical to that given by other approaches

Integrated assignment and path planning

Science.gov (United States)

Murphey, Robert A.

2005-11-01

A surge of interest in unmanned systems has exposed many new and challenging research problems across many fields of engineering and mathematics. These systems have the potential of transforming our society by replacing dangerous and dirty jobs with networks of moving machines. This vision is fundamentally separate from the modern view of robotics in that sophisticated behavior is realizable not by increasing individual vehicle complexity, but instead through collaborative teaming that relies on collective perception, abstraction, decision making, and manipulation. Obvious examples where collective robotics will make an impact include planetary exploration, space structure assembly, remote and undersea mining, hazardous material handling and clean-up, and search and rescue. Nonetheless, the phenomenon driving this technology trend is the increasing reliance of the US military on unmanned vehicles, specifically, aircraft. Only a few years ago, following years of resistance to the use of unmanned systems, the military and civilian leadership in the United States reversed itself and have recently demonstrated surprisingly broad acceptance of increasingly pervasive use of unmanned platforms in defense surveillance, and even attack. However, as rapidly as unmanned systems have gained acceptance, the defense research community has discovered the technical pitfalls that lie ahead, especially for operating collective groups of unmanned platforms. A great deal of talent and energy has been devoted to solving these technical problems, which tend to fall into two categories: resource allocation of vehicles to objectives, and path planning of vehicle trajectories. An extensive amount of research has been conducted in each direction, yet, surprisingly, very little work has considered the integrated problem of assignment and path planning. This dissertation presents a framework for studying integrated assignment and path planning and then moves on to suggest an exact

Electricity price modeling with stochastic time change

International Nuclear Information System (INIS)

Borovkova, Svetlana; Schmeck, Maren Diane

2017-01-01

In this paper, we develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. This technique allows us to incorporate the characteristic features of electricity prices (such as seasonal volatility, time varying mean reversion and seasonally occurring price spikes) into the model in an elegant and economically justifiable way. The stochastic time change introduces stochastic as well as deterministic (e.g., seasonal) features in the price process' volatility and in the jump component. We specify the base process as a mean reverting jump diffusion and the time change as an absolutely continuous stochastic process with seasonal component. The activity rate of the stochastic time change can be related to the factors that influence supply and demand. Here we use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change, and show that this choice leads to realistic price paths. We derive properties of the resulting price process and develop the model calibration procedure. We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths by Monte Carlo simulations. We show that the simulated price process matches the distributional characteristics of the observed electricity prices in periods of both high and low demand. - Highlights: • We develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. • We incorporate the characteristic features of electricity prices, such as seasonal volatility and spikes into the model. • We use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change • We derive properties of the resulting price process and develop the model calibration procedure. • We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths.

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

International Nuclear Information System (INIS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-01-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevin equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O(N) non-linear σ model and it is shown that singular terms appearing in the improved Langevin equation cancel out the δ n (0) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of independent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalism. (orig.)

Path integral quantization of the Symplectic Leaves of the SU(2)*Poisson-Lie Group

International Nuclear Information System (INIS)

Morariu, B.

1997-01-01

The Feynman path integral is used to quantize the symplectic leaves of the Poisson-Lie group SU(2)*. In this way we obtain the unitary representations of Uq(su(2)). This is achieved by finding explicit Darboux coordinates and then using a phase space path integral. I discuss the *-structure of SU(2)* and give a detailed description of its leaves using various parameterizations and also compare the results with the path integral quantization of spin

On the path integral in imaginary Lobachevsky space

International Nuclear Information System (INIS)

Grosche, C.

1993-10-01

The path integral on the single-sheeted hyperboloid, i.e. in D-dimensional imaginary Lobachevsky space, is evaluated. A potential problem which we call 'Kepler-problem', and the case of a constant magnetic field are also discussed. (orig.)

Stochastic Neural Field Theory and the System-Size Expansion

KAUST Repository

Bressloff, Paul C.

2010-01-01

We analyze a master equation formulation of stochastic neurodynamics for a network of synaptically coupled homogeneous neuronal populations each consisting of N identical neurons. The state of the network is specified by the fraction of active or spiking neurons in each population, and transition rates are chosen so that in the thermodynamic or deterministic limit (N → ∞) we recover standard activity-based or voltage-based rate models. We derive the lowest order corrections to these rate equations for large but finite N using two different approximation schemes, one based on the Van Kampen system-size expansion and the other based on path integral methods. Both methods yield the same series expansion of the moment equations, which at O(1/N) can be truncated to form a closed system of equations for the first-and second-order moments. Taking a continuum limit of the moment equations while keeping the system size N fixed generates a system of integrodifferential equations for the mean and covariance of the corresponding stochastic neural field model. We also show how the path integral approach can be used to study large deviation or rare event statistics underlying escape from the basin of attraction of a stable fixed point of the mean-field dynamics; such an analysis is not possible using the system-size expansion since the latter cannot accurately determine exponentially small transitions. © by SIAM.

An operator expansion technique for path integral analysis

International Nuclear Information System (INIS)

Tsvetkov, I.V.

1995-01-01

A new method of path integral analysis in the framework of a power series technique is presented. The method is based on the operator expansion of an exponential. A regular procedure to calculate the correction terms is found. (orig.)

A Neural Path Integration Mechanism for Adaptive Vector Navigation in Autonomous Agents

DEFF Research Database (Denmark)

Goldschmidt, Dennis; Dasgupta, Sakyasingha; Wörgötter, Florentin

2015-01-01

Animals show remarkable capabilities in navigating their habitat in a fully autonomous and energy-efficient way. In many species, these capabilities rely on a process called path integration, which enables them to estimate their current location and to find their way back home after long-distance...... of autonomous agent navigation, but it also reproduces various aspects of animal navigation. Finally, we discuss how the proposed path integration mechanism may be used as a scaffold for spatial learning in terms of vector navigation.......Animals show remarkable capabilities in navigating their habitat in a fully autonomous and energy-efficient way. In many species, these capabilities rely on a process called path integration, which enables them to estimate their current location and to find their way back home after long...

Classical and quantum dynamics from classical paths to path integrals

CERN Document Server

Dittrich, Walter

2016-01-01

Graduate students who want to become familiar with advanced computational strategies in classical and quantum dynamics will find here both the fundamentals of a standard course and a detailed treatment of the time-dependent oscillator, Chern-Simons mechanics, the Maslov anomaly and the Berry phase, to name a few. Well-chosen and detailed examples illustrate the perturbation theory, canonical transformations, the action principle and demonstrate the usage of path integrals. This new edition has been revised and enlarged with chapters on quantum electrodynamics, high energy physics, Green’s functions and strong interaction.

Feynman path integrals - from the prodistribution definition to the calculation of glory scattering

International Nuclear Information System (INIS)

DeWitt-Morette, C.

1984-01-01

In these lectures I present a path integral calculation, starting from a global definition of Feynman path integrals and ending at a scattering cross section formula. Along the way I discuss some basic issues which had to be resolved to exploit the computational power of the proposed definition of Feynman integrals. I propose to compute the glory scattering of gravitational waves by black holes. (orig./HSI)

Spatial effect on stochastic dynamics of bistable evolutionary games

International Nuclear Information System (INIS)

So, Kohaku H Z; Ohtsuki, Hisashi; Kato, Takeo

2014-01-01

We consider the lifetimes of metastable states in bistable evolutionary games (coordination games), and examine how they are affected by spatial structure. A semiclassical approximation based on a path integral method is applied to stochastic evolutionary game dynamics with and without spatial structure, and the lifetimes of the metastable states are evaluated. It is shown that the population dependence of the lifetimes is qualitatively different in these two models. Our result indicates that spatial structure can accelerate the transitions between metastable states. (paper)

Feynman path integral formulation of quantum mechanics

International Nuclear Information System (INIS)

Mizrahi, M.M.

1975-01-01

The subject of this investigation is Feynman's path integral quantization scheme, which is a powerful global formalism with great intuitive appeal. It stems from the simple idea that a probability amplitude for a system to make a transition between two states is the ''sum'' of the amplitudes for all the possible ways the transition can take place

Fourier path-integral Monte Carlo methods: Partial averaging

International Nuclear Information System (INIS)

Doll, J.D.; Coalson, R.D.; Freeman, D.L.

1985-01-01

Monte Carlo Fourier path-integral techniques are explored. It is shown that fluctuation renormalization techniques provide an effective means for treating the effects of high-order Fourier contributions. The resulting formalism is rapidly convergent, is computationally convenient, and has potentially useful variational aspects

The path dependency theory: analytical framework to study institutional integration. The case of France.

Science.gov (United States)

Trouvé, Hélène; Couturier, Yves; Etheridge, Francis; Saint-Jean, Olivier; Somme, Dominique

2010-06-30

The literature on integration indicates the need for an enhanced theorization of institutional integration. This article proposes path dependence as an analytical framework to study the systems in which integration takes place. PRISMA proposes a model for integrating health and social care services for older adults. This model was initially tested in Quebec. The PRISMA France study gave us an opportunity to analyze institutional integration in France. A qualitative approach was used. Analyses were based on semi-structured interviews with actors of all levels of decision-making, observations of advisory board meetings, and administrative documents. Our analyses revealed the complexity and fragmentation of institutional integration. The path dependency theory, which analyzes the change capacity of institutions by taking into account their historic structures, allows analysis of this situation. The path dependency to the Bismarckian system and the incomplete reforms of gerontological policies generate the coexistence and juxtaposition of institutional systems. In such a context, no institution has sufficient ability to determine gerontology policy and build institutional integration by itself. Using path dependence as an analytical framework helps to understand the reasons why institutional integration is critical to organizational and clinical integration, and the complex construction of institutional integration in France.

High-density amorphous ice: A path-integral simulation

Science.gov (United States)

Herrero, Carlos P.; Ramírez, Rafael

2012-09-01

Structural and thermodynamic properties of high-density amorphous (HDA) ice have been studied by path-integral molecular dynamics simulations in the isothermal-isobaric ensemble. Interatomic interactions were modeled by using the effective q-TIP4P/F potential for flexible water. Quantum nuclear motion is found to affect several observable properties of the amorphous solid. At low temperature (T = 50 K) the molar volume of HDA ice is found to increase by 6%, and the intramolecular O-H distance rises by 1.4% due to quantum motion. Peaks in the radial distribution function of HDA ice are broadened with respect to their classical expectancy. The bulk modulus, B, is found to rise linearly with the pressure, with a slope ∂B/∂P = 7.1. Our results are compared with those derived earlier from classical and path-integral simulations of HDA ice. We discuss similarities and discrepancies with those earlier simulations.

Propagators and path integrals

Energy Technology Data Exchange (ETDEWEB)

Holten, J.W. van

1995-08-22

Path-integral expressions for one-particle propagators in scalar and fermionic field theories are derived, for arbitrary mass. This establishes a direct connection between field theory and specific classical point-particle models. The role of world-line reparametrization invariance of the classical action and the implementation of the corresponding BRST-symmetry in the quantum theory are discussed. The presence of classical world-line supersymmetry is shown to lead to an unwanted doubling of states for massive spin-1/2 particles. The origin of this phenomenon is traced to a `hidden` topological fermionic excitation. A different formulation of the pseudo-classical mechanics using a bosonic representation of {gamma}{sub 5} is shown to remove these extra states at the expense of losing manifest supersymmetry. (orig.).

Workshop on quantum stochastic differential equations for the quantum simulation of physical systems

Science.gov (United States)

2016-09-22

that would be complimentary to the efforts at ARL. One the other hand, topological quantum field theories have a dual application to topological...Witten provided a path-integral definition of the Jones polynomial using a three-dimensional Chern-Simons quantum field theory (QFT) based on a non...topology, quantum field theory , quantum stochastic differential equations, quantum computing REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT

General new time formalism in the path integral

International Nuclear Information System (INIS)

Pak, N.K.; Sokmen, I.

1983-08-01

We describe a general method of applying point canonical transformations to the path integral followed by the corresponding new time transformations aimed at reducing an arbitrary one-dimensional problem into an exactly solvable form. Our result is independent of operator ordering ambiguities by construction. (author)

A discrete history of the Lorentzian path integral

NARCIS (Netherlands)

Loll, R.

2003-01-01

In these lecture notes, I describe the motivation behind a recent formulation of a non-perturbative gravitational path integral for Lorentzian (instead of the usual Euclidean) space-times, and give a pedagogical introduction to its main features. At the regularized, discrete level this approach

Representation of the three-body Coulomb Green's function in parabolic coordinates: paths of integration

International Nuclear Information System (INIS)

Zaytsev, S A

2010-01-01

The possibility of using straight-line paths of integration in computing the integral representation of the three-body Coulomb Green's function is discussed. In our numerical examples two different kinds of integration contours in the complex energy planes are considered. It is demonstrated that straight-line paths, which cross the positive real axis, are suitable for numerical computation.

A novel integrated approach for path following and directional stability control of road vehicles after a tire blow-out

Science.gov (United States)

Wang, Fei; Chen, Hong; Guo, Konghui; Cao, Dongpu

2017-09-01

The path following and directional stability are two crucial problems when a road vehicle experiences a tire blow-out or sudden tire failure. Considering the requirement of rapid road vehicle motion control during a tire blow-out, this article proposes a novel linearized decoupling control procedure with three design steps for a class of second order multi-input-multi-output non-affine system. The evaluating indicators for controller performance are presented and a performance related control parameter distribution map is obtained based on the stochastic algorithm which is an innovation for non-blind parameter adjustment in engineering implementation. The analysis on the robustness of the proposed integrated controller is also performed. The simulation studies for a range of driving conditions are conducted, to demonstrate the effectiveness of the proposed controller.

PathJam: a new service for integrating biological pathway information

Directory of Open Access Journals (Sweden)

Glez-Peña Daniel

2010-03-01

Full Text Available Biological pathways are crucial to much of the scientific research today including the study of specific biological processes related with human diseases. PathJam is a new comprehensive and freely accessible web-server application integrating scattered human pathway annotation from several public sources. The tool has been designed for both (i being intuitive for wet-lab users providing statistical enrichment analysis of pathway annotations and (ii giving support to the development of new integrative pathway applications. PathJam’s unique features and advantages include interactive graphs linking pathways and genes of interest, downloadable results in fully compatible formats, GSEA compatible output files and a standardized RESTful API.

The Role of Spatial Memory and Frames of Reference in the Precision of Angular Path Integration

OpenAIRE

Arthur, Joeanna C.; Philbeck, John W.; Kleene, Nicholas J.; Chichka, David

2012-01-01

Angular path integration refers to the ability to maintain an estimate of self-location after a rotational displacement by integrating internally-generated (idiothetic) self-motion signals over time. Previous work has found that non-sensory inputs, namely spatial memory, can play a powerful role in angular path integration (Arthur et al., 2007, 2009). Here we investigated the conditions under which spatial memory facilitates angular path integration. We hypothesized that the benefit of spatia...

Integrated flight path planning system and flight control system for unmanned helicopters.

Science.gov (United States)

Jan, Shau Shiun; Lin, Yu Hsiang

2011-01-01

This paper focuses on the design of an integrated navigation and guidance system for unmanned helicopters. The integrated navigation system comprises two systems: the Flight Path Planning System (FPPS) and the Flight Control System (FCS). The FPPS finds the shortest flight path by the A-Star (A*) algorithm in an adaptive manner for different flight conditions, and the FPPS can add a forbidden zone to stop the unmanned helicopter from crossing over into dangerous areas. In this paper, the FPPS computation time is reduced by the multi-resolution scheme, and the flight path quality is improved by the path smoothing methods. Meanwhile, the FCS includes the fuzzy inference systems (FISs) based on the fuzzy logic. By using expert knowledge and experience to train the FIS, the controller can operate the unmanned helicopter without dynamic models. The integrated system of the FPPS and the FCS is aimed at providing navigation and guidance to the mission destination and it is implemented by coupling the flight simulation software, X-Plane, and the computing software, MATLAB. Simulations are performed and shown in real time three-dimensional animations. Finally, the integrated system is demonstrated to work successfully in controlling the unmanned helicopter to operate in various terrains of a digital elevation model (DEM).

Integrated Flight Path Planning System and Flight Control System for Unmanned Helicopters

Science.gov (United States)

Jan, Shau Shiun; Lin, Yu Hsiang

2011-01-01

This paper focuses on the design of an integrated navigation and guidance system for unmanned helicopters. The integrated navigation system comprises two systems: the Flight Path Planning System (FPPS) and the Flight Control System (FCS). The FPPS finds the shortest flight path by the A-Star (A*) algorithm in an adaptive manner for different flight conditions, and the FPPS can add a forbidden zone to stop the unmanned helicopter from crossing over into dangerous areas. In this paper, the FPPS computation time is reduced by the multi-resolution scheme, and the flight path quality is improved by the path smoothing methods. Meanwhile, the FCS includes the fuzzy inference systems (FISs) based on the fuzzy logic. By using expert knowledge and experience to train the FIS, the controller can operate the unmanned helicopter without dynamic models. The integrated system of the FPPS and the FCS is aimed at providing navigation and guidance to the mission destination and it is implemented by coupling the flight simulation software, X-Plane, and the computing software, MATLAB. Simulations are performed and shown in real time three-dimensional animations. Finally, the integrated system is demonstrated to work successfully in controlling the unmanned helicopter to operate in various terrains of a digital elevation model (DEM). PMID:22164029

Optimal Integration of Intermittent Renewables: A System LCOE Stochastic Approach

Directory of Open Access Journals (Sweden)

Carlo Lucheroni

2018-03-01

Full Text Available We propose a system level approach to value the impact on costs of the integration of intermittent renewable generation in a power system, based on expected breakeven cost and breakeven cost risk. To do this, we carefully reconsider the definition of Levelized Cost of Electricity (LCOE when extended to non-dispatchable generation, by examining extra costs and gains originated by the costly management of random power injections. We are thus lead to define a ‘system LCOE’ as a system dependent LCOE that takes properly into account intermittent generation. In order to include breakeven cost risk we further extend this deterministic approach to a stochastic setting, by introducing a ‘stochastic system LCOE’. This extension allows us to discuss the optimal integration of intermittent renewables from a broad, system level point of view. This paper thus aims to provide power producers and policy makers with a new methodological scheme, still based on the LCOE but which updates this valuation technique to current energy system configurations characterized by a large share of non-dispatchable production. Quantifying and optimizing the impact of intermittent renewables integration on power system costs, risk and CO 2 emissions, the proposed methodology can be used as powerful tool of analysis for assessing environmental and energy policies.

Mathematical theory of Feynman path integrals an introduction

CERN Document Server

Albeverio, Sergio A; Mazzucchi, Sonia

2008-01-01

Feynman path integrals, suggested heuristically by Feynman in the 40s, have become the basis of much of contemporary physics, from non-relativistic quantum mechanics to quantum fields, including gauge fields, gravitation, cosmology. Recently ideas based on Feynman path integrals have also played an important role in areas of mathematics like low-dimensional topology and differential geometry, algebraic geometry, infinite-dimensional analysis and geometry, and number theory. The 2nd edition of LNM 523 is based on the two first authors' mathematical approach of this theory presented in its 1st edition in 1976. To take care of the many developments since then, an entire new chapter on the current forefront of research has been added. Except for this new chapter and the correction of a few misprints, the basic material and presentation of the first edition has been maintained. At the end of each chapter the reader will also find notes with further bibliographical information.

A stochastic approach for quantifying immigrant integration: the Spanish test case

Science.gov (United States)

Agliari, Elena; Barra, Adriano; Contucci, Pierluigi; Sandell, Richard; Vernia, Cecilia

2014-10-01

We apply stochastic process theory to the analysis of immigrant integration. Using a unique and detailed data set from Spain, we study the relationship between local immigrant density and two social and two economic immigration quantifiers for the period 1999-2010. As opposed to the classic time-series approach, by letting immigrant density play the role of ‘time’ and the quantifier the role of ‘space,’ it becomes possible to analyse the behavior of the quantifiers by means of continuous time random walks. Two classes of results are then obtained. First, we show that social integration quantifiers evolve following diffusion law, while the evolution of economic quantifiers exhibits ballistic dynamics. Second, we make predictions of best- and worst-case scenarios taking into account large local fluctuations. Our stochastic process approach to integration lends itself to interesting forecasting scenarios which, in the hands of policy makers, have the potential to improve political responses to integration problems. For instance, estimating the standard first-passage time and maximum-span walk reveals local differences in integration performance for different immigration scenarios. Thus, by recognizing the importance of local fluctuations around national means, this research constitutes an important tool to assess the impact of immigration phenomena on municipal budgets and to set up solid multi-ethnic plans at the municipal level as immigration pressures build.

A stochastic approach for quantifying immigrant integration: the Spanish test case

International Nuclear Information System (INIS)

Agliari, Elena; Barra, Adriano; Contucci, Pierluigi; Sandell, Richard; Vernia, Cecilia

2014-01-01

We apply stochastic process theory to the analysis of immigrant integration. Using a unique and detailed data set from Spain, we study the relationship between local immigrant density and two social and two economic immigration quantifiers for the period 1999–2010. As opposed to the classic time-series approach, by letting immigrant density play the role of ‘time’ and the quantifier the role of ‘space,’ it becomes possible to analyse the behavior of the quantifiers by means of continuous time random walks. Two classes of results are then obtained. First, we show that social integration quantifiers evolve following diffusion law, while the evolution of economic quantifiers exhibits ballistic dynamics. Second, we make predictions of best- and worst-case scenarios taking into account large local fluctuations. Our stochastic process approach to integration lends itself to interesting forecasting scenarios which, in the hands of policy makers, have the potential to improve political responses to integration problems. For instance, estimating the standard first-passage time and maximum-span walk reveals local differences in integration performance for different immigration scenarios. Thus, by recognizing the importance of local fluctuations around national means, this research constitutes an important tool to assess the impact of immigration phenomena on municipal budgets and to set up solid multi-ethnic plans at the municipal level as immigration pressures build. (paper)

Relation between the Polyakov and the Fradkin-Vilkoviski path integrals for the bosonic string

Energy Technology Data Exchange (ETDEWEB)

Jaskolski, Z.; Rytel, L.; Klimek, M.

1988-07-21

The relation between Polyakov's path integral and the Fradkin-Vilkoviski integral in extended phase space is analyzed on an example of a free closed bosonic string. It is shown in D=26 that locally, in every Teichmueller sector, both methods provide the same result. Beyond D=26 the Fradkin-Vilkoviski path integral appears to be depending on the gauge fixing.

Polymer density functional approach to efficient evaluation of path integrals

DEFF Research Database (Denmark)

Brukhno, Andrey; Vorontsov-Velyaminov, Pavel N.; Bohr, Henrik

2005-01-01

A polymer density functional theory (P-DFT) has been extended to the case of quantum statistics within the framework of Feynman path integrals. We start with the exact P-DFT formalism for an ideal open chain and adapt its efficient numerical solution to the case of a ring. We show that, similarly......, the path integral problem can, in principle, be solved exactly by making use of the two-particle pair correlation function (2p-PCF) for the ends of an open polymer, half of the original. This way the exact data for one-dimensional quantum harmonic oscillator are reproduced in a wide range of temperatures....... The exact solution is not, though, reachable in three dimensions (3D) because of a vast amount of storage required for 2p-PCF. In order to treat closed paths in 3D, we introduce a so-called "open ring" approximation which proves to be rather accurate in the limit of long chains. We also employ a simple self...

Approximation of itô integrals arising in stochastic time-delayed systems

NARCIS (Netherlands)

Bagchi, Arunabha

1984-01-01

Likelihood functional for stochastic linear time-delayed systems involve Itô integrals with respect to the observed data. Since the Wiener process appearing in the standard observation process model for such systems is not realizable and the physically observed process is smooth, one needs to study

Numerical calculations in elementary quantum mechanics using Feynman path integrals

International Nuclear Information System (INIS)

Scher, G.; Smith, M.; Baranger, M.

1980-01-01

We show that it is possible to do numerical calculations in elementary quantum mechanics using Feynman path integrals. Our method involves discretizing both time and space, and summing paths through matrix multiplication. We give numerical results for various one-dimensional potentials. The calculations of energy levels and wavefunctions take approximately 100 times longer than with standard methods, but there are other problems for which such an approach should be more efficient

Integrating out the standard Higgs field in the path integral

International Nuclear Information System (INIS)

Dittmaier, S.

1996-01-01

We integrate out the Higgs boson in the electroweak standard model at one loop and construct a low-energy effective Lagrangian assuming that the Higgs mass is much larger than the gauge-boson masses. Instead of applying diagrammatical techniques, we integrate out the Higgs boson directly in the path integral, which turns out to be much simpler. By using the background-field method and the Stueckelberg formalism, we directly find a manifestly gauge-invariant result. The heavy-Higgs effects on fermionic couplings are derived, too. At one loop the log M H terms of the heavy-Higgs limit of the electroweak standard model coincide with the UV-divergent terms in the gauged non-linear σ-model, but vertex functions differ in addition by finite constant terms. Finally, the leading Higgs effects to some physical processes are calculated from the effective Lagrangian. (orig.)

Quantum mechanical path integrals in curved spaces and the type-A trace anomaly

Energy Technology Data Exchange (ETDEWEB)

Bastianelli, Fiorenzo [Dipartimento di Fisica ed Astronomia, Università di Bologna,via Irnerio 46, I-40126 Bologna (Italy); INFN, Sezione di Bologna,via Irnerio 46, I-40126 Bologna (Italy); Corradini, Olindo [Dipartimento di Scienze Fisiche, Informatiche e Matematiche,Università di Modena e Reggio Emilia,Via Campi 213/A, I-41125 Modena (Italy); INFN, Sezione di Bologna,via Irnerio 46, I-40126 Bologna (Italy); Vassura, Edoardo [Dipartimento di Fisica ed Astronomia, Università di Bologna,via Irnerio 46, I-40126 Bologna (Italy); INFN, Sezione di Bologna,via Irnerio 46, I-40126 Bologna (Italy)

2017-04-10

Path integrals for particles in curved spaces can be used to compute trace anomalies in quantum field theories, and more generally to study properties of quantum fields coupled to gravity in first quantization. While their construction in arbitrary coordinates is well understood, and known to require the use of a regularization scheme, in this article we take up an old proposal of constructing the path integral by using Riemann normal coordinates. The method assumes that curvature effects are taken care of by a scalar effective potential, so that the particle lagrangian is reduced to that of a linear sigma model interacting with the effective potential. After fixing the correct effective potential, we test the construction on spaces of maximal symmetry and use it to compute heat kernel coefficients and type-A trace anomalies for a scalar field in arbitrary dimensions up to d=12. The results agree with expected ones, which are reproduced with great efficiency and extended to higher orders. We prove explicitly the validity of the simplified path integral on maximally symmetric spaces. This simplified path integral might be of further use in worldline applications, though its application on spaces of arbitrary geometry remains unclear.

Mnemonic discrimination relates to perforant path integrity: An ultra-high resolution diffusion tensor imaging study.

Science.gov (United States)

Bennett, Ilana J; Stark, Craig E L

2016-03-01

Pattern separation describes the orthogonalization of similar inputs into unique, non-overlapping representations. This computational process is thought to serve memory by reducing interference and to be mediated by the dentate gyrus of the hippocampus. Using ultra-high in-plane resolution diffusion tensor imaging (hrDTI) in older adults, we previously demonstrated that integrity of the perforant path, which provides input to the dentate gyrus from entorhinal cortex, was associated with mnemonic discrimination, a behavioral outcome designed to load on pattern separation. The current hrDTI study assessed the specificity of this perforant path integrity-mnemonic discrimination relationship relative to other cognitive constructs (identified using a factor analysis) and white matter tracts (hippocampal cingulum, fornix, corpus callosum) in 112 healthy adults (20-87 years). Results revealed age-related declines in integrity of the perforant path and other medial temporal lobe (MTL) tracts (hippocampal cingulum, fornix). Controlling for global effects of brain aging, perforant path integrity related only to the factor that captured mnemonic discrimination performance. Comparable integrity-mnemonic discrimination relationships were also observed for the hippocampal cingulum and fornix. Thus, whereas perforant path integrity specifically relates to mnemonic discrimination, mnemonic discrimination may be mediated by a broader MTL network. Copyright © 2015 Elsevier Inc. All rights reserved.

On the use of stochastic approximation Monte Carlo for Monte Carlo integration

KAUST Repository

Liang, Faming

2009-01-01

The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration

The relation between Polyakov's and Fradkin's path integrals for bosonic string

International Nuclear Information System (INIS)

Jaskolski, Z.; Rytel, L.; Klimek, M.

1987-04-01

The relation between Polyakov's path integral and Fradkin's integral in extended phase space is analyzed on an example of a free closed bosonic string. It is shown in D=26 that locally, in every Teichmueller sector, both methods provide the same result. Beyond D=26 Fradkin's integral appears to be depending on the gauge fixing. (author). 12 refs

The use of a path independent integral in non-linear fracture mechanics

International Nuclear Information System (INIS)

Hellen, T.K.

1977-01-01

The use of the Rice J-intergral to assess conditions at a crack tip in an elastic or non-linear elastic body is well known. The integral equals the energy release rate and is path independent for any contour surrounding the crack tip provided no other singularities are encompassed. The path independence propertiy breaks down, however, in more general situations such as in three dimensional stress systems, plasticity unloading, thermal or creep states. Hence the required crack tip characteristics represented by the value of the integral round a contour whose radius about the tip tends to zero, is not reproduced along contours away from the tip. Consequently, an alternative integral, designated J*, has been proposed which equals J for elastic cases and in the other cases cited above remains path independent. A computer program for calculating the J and J* integrals has been developed as an extension to the BERSAFE finite element system. A full analysis of the cracked structure including plasticity, creep and thermal strains is conducted and the results are stored on a permanent data set. The integral values may then be calculated using the post-processor program for any number of contours and load or time steps, without recourse to further expensive computations. (Auth. )

Path integration of head direction: updating a packet of neural activity at the correct speed using axonal conduction delays.

Science.gov (United States)

Walters, Daniel; Stringer, Simon; Rolls, Edmund

2013-01-01

The head direction cell system is capable of accurately updating its current representation of head direction in the absence of visual input. This is known as the path integration of head direction. An important question is how the head direction cell system learns to perform accurate path integration of head direction. In this paper we propose a model of velocity path integration of head direction in which the natural time delay of axonal transmission between a linked continuous attractor network and competitive network acts as a timing mechanism to facilitate the correct speed of path integration. The model effectively learns a "look-up" table for the correct speed of path integration. In simulation, we show that the model is able to successfully learn two different speeds of path integration across two different axonal conduction delays, and without the need to alter any other model parameters. An implication of this model is that, by learning look-up tables for each speed of path integration, the model should exhibit a degree of robustness to damage. In simulations, we show that the speed of path integration is not significantly affected by degrading the network through removing a proportion of the cells that signal rotational velocity.

Stochastic Reachability Analysis of Hybrid Systems

CERN Document Server

Bujorianu, Luminita Manuela

2012-01-01

Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...

Shortest Path Problems in a Stochastic and Dynamic Environment

National Research Council Canada - National Science Library

Cho, Jae

2003-01-01

.... Particularly, we develop a variety of algorithms to solve the expected shortest path problem in addition to techniques for computing the total travel time distribution along a path in the network...

Reflected stochastic differential equation models for constrained animal movement

Science.gov (United States)

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

Path integral solution of linear second order partial differential equations I: the general construction

International Nuclear Information System (INIS)

LaChapelle, J.

2004-01-01

A path integral is presented that solves a general class of linear second order partial differential equations with Dirichlet/Neumann boundary conditions. Elementary kernels are constructed for both Dirichlet and Neumann boundary conditions. The general solution can be specialized to solve elliptic, parabolic, and hyperbolic partial differential equations with boundary conditions. This extends the well-known path integral solution of the Schroedinger/diffusion equation in unbounded space. The construction is based on a framework for functional integration introduced by Cartier/DeWitt-Morette

The product form for path integrals on curved manifolds

Science.gov (United States)

Grosche, C.

1988-03-01

A general and simple framework for treating path integrals on curved manifolds is presented. The crucial point will be a product ansatz for the metric tensor and the quantum hamiltonian, i.e. we shall write g αβ = h αγh βγ and H = (1/2m)h αγp αp βh βγ + V + ΔV , respectively, a prescription which we shall call “product form” definition. The p α are hermitian momenta and Δ V is a well-defined quantum correction. We shall show that this ansatz, which looks quite special, is in fact - under reasonable assumptions in quantum mechanics - a very general one. We shall derive the lagrangian path integral in the “product form” definition and shall also prove that the Schro¨dinger equation can be derived from the corresponding short-time kernel. We shall discuss briefly an application of this prescription to the problem of free quantum motion on the Poincare´upper half-plane.

Worldline path integrals for fermions with general couplings

International Nuclear Information System (INIS)

D'Hoker, E.; Gagne, D.G.

1996-01-01

We derive a worldline path integral representation for the effective action of a multiplet of Dirac fermions coupled to the most general set of matrix-valued scalar, pseudoscalar, vector, axial vector and antisymmetric tensor background fields. By representing internal degrees of freedom in terms of worldline fermions as well, we obtain a formulation which manifestly exhibits chiral gauge invariance. (orig.)

An open-chain imaginary-time path-integral sampling approach to the calculation of approximate symmetrized quantum time correlation functions

Science.gov (United States)

Cendagorta, Joseph R.; Bačić, Zlatko; Tuckerman, Mark E.

2018-03-01

We introduce a scheme for approximating quantum time correlation functions numerically within the Feynman path integral formulation. Starting with the symmetrized version of the correlation function expressed as a discretized path integral, we introduce a change of integration variables often used in the derivation of trajectory-based semiclassical methods. In particular, we transform to sum and difference variables between forward and backward complex-time propagation paths. Once the transformation is performed, the potential energy is expanded in powers of the difference variables, which allows us to perform the integrals over these variables analytically. The manner in which this procedure is carried out results in an open-chain path integral (in the remaining sum variables) with a modified potential that is evaluated using imaginary-time path-integral sampling rather than requiring the generation of a large ensemble of trajectories. Consequently, any number of path integral sampling schemes can be employed to compute the remaining path integral, including Monte Carlo, path-integral molecular dynamics, or enhanced path-integral molecular dynamics. We believe that this approach constitutes a different perspective in semiclassical-type approximations to quantum time correlation functions. Importantly, we argue that our approximation can be systematically improved within a cumulant expansion formalism. We test this approximation on a set of one-dimensional problems that are commonly used to benchmark approximate quantum dynamical schemes. We show that the method is at least as accurate as the popular ring-polymer molecular dynamics technique and linearized semiclassical initial value representation for correlation functions of linear operators in most of these examples and improves the accuracy of correlation functions of nonlinear operators.

An open-chain imaginary-time path-integral sampling approach to the calculation of approximate symmetrized quantum time correlation functions.

Science.gov (United States)

Cendagorta, Joseph R; Bačić, Zlatko; Tuckerman, Mark E

2018-03-14

We introduce a scheme for approximating quantum time correlation functions numerically within the Feynman path integral formulation. Starting with the symmetrized version of the correlation function expressed as a discretized path integral, we introduce a change of integration variables often used in the derivation of trajectory-based semiclassical methods. In particular, we transform to sum and difference variables between forward and backward complex-time propagation paths. Once the transformation is performed, the potential energy is expanded in powers of the difference variables, which allows us to perform the integrals over these variables analytically. The manner in which this procedure is carried out results in an open-chain path integral (in the remaining sum variables) with a modified potential that is evaluated using imaginary-time path-integral sampling rather than requiring the generation of a large ensemble of trajectories. Consequently, any number of path integral sampling schemes can be employed to compute the remaining path integral, including Monte Carlo, path-integral molecular dynamics, or enhanced path-integral molecular dynamics. We believe that this approach constitutes a different perspective in semiclassical-type approximations to quantum time correlation functions. Importantly, we argue that our approximation can be systematically improved within a cumulant expansion formalism. We test this approximation on a set of one-dimensional problems that are commonly used to benchmark approximate quantum dynamical schemes. We show that the method is at least as accurate as the popular ring-polymer molecular dynamics technique and linearized semiclassical initial value representation for correlation functions of linear operators in most of these examples and improves the accuracy of correlation functions of nonlinear operators.

A minimax stochastic optimal semi-active control strategy for uncertain quasi-integrable Hamiltonian systems using magneto-rheological dampers

DEFF Research Database (Denmark)

Feng, Ju; Ying, Zu-Guang; Zhu, Wei-Qiu

2012-01-01

A minimax stochastic optimal semi-active control strategy for stochastically excited quasi-integrable Hamiltonian systems with parametric uncertainty by using magneto-rheological (MR) dampers is proposed. Firstly, the control problem is formulated as an n-degree-of-freedom (DOF) controlled, uncer...

Canonical path integral measures for Holst and Plebanski gravity: I. Reduced phase space derivation

International Nuclear Information System (INIS)

Engle, Jonathan; Han Muxin; Thiemann, Thomas

2010-01-01

An important aspect in defining a path integral quantum theory is the determination of the correct measure. For interacting theories and theories with constraints, this is non-trivial, and is normally not the heuristic 'Lebesgue measure' usually used. There have been many determinations of a measure for gravity in the literature, but none for the Palatini or Holst formulations of gravity. Furthermore, the relations between different resulting measures for different formulations of gravity are usually not discussed. In this paper we use the reduced phase technique in order to derive the path-integral measure for the Palatini and Holst formulation of gravity, which is different from the Lebesgue measure up to local measure factors which depend on the spacetime volume element and spatial volume element. From this path integral for the Holst formulation of general relativity we can also give a new derivation of the Plebanski path integral and discover a discrepancy with the result due to Buffenoir, Henneaux, Noui and Roche whose origin we resolve. This paper is the first in a series that aims at better understanding the relation between canonical loop quantum gravity and the spin-foam approach.

Data assimilation using a GPU accelerated path integral Monte Carlo approach

Science.gov (United States)

Quinn, John C.; Abarbanel, Henry D. I.

2011-09-01

The answers to data assimilation questions can be expressed as path integrals over all possible state and parameter histories. We show how these path integrals can be evaluated numerically using a Markov Chain Monte Carlo method designed to run in parallel on a graphics processing unit (GPU). We demonstrate the application of the method to an example with a transmembrane voltage time series of a simulated neuron as an input, and using a Hodgkin-Huxley neuron model. By taking advantage of GPU computing, we gain a parallel speedup factor of up to about 300, compared to an equivalent serial computation on a CPU, with performance increasing as the length of the observation time used for data assimilation increases.

Quantum gravitation. The Feynman path integral approach

International Nuclear Information System (INIS)

Hamber, Herbert W.

2009-01-01

The book covers the theory of Quantum Gravitation from the point of view of Feynman path integrals. These provide a manifestly covariant approach in which fundamental quantum aspects of the theory such as radiative corrections and the renormalization group can be systematically and consistently addressed. The path integral method is suitable for both perturbative as well as non-perturbative studies, and is known to already provide a framework of choice for the theoretical investigation of non-abelian gauge theories, the basis for three of the four known fundamental forces in nature. The book thus provides a coherent outline of the present status of the theory gravity based on Feynman's formulation, with an emphasis on quantitative results. Topics are organized in such a way that the correspondence to similar methods and results in modern gauge theories becomes apparent. Covariant perturbation theory are developed using the full machinery of Feynman rules, gauge fixing, background methods and ghosts. The renormalization group for gravity and the existence of non-trivial ultraviolet fixed points are investigated, stressing a close correspondence with well understood statistical field theory models. Later the lattice formulation of gravity is presented as an essential tool towards an understanding of key features of the non-perturbative vacuum. The book ends with a discussion of contemporary issues in quantum cosmology such as scale dependent gravitational constants and quantum effects in the early universe. (orig.)

Ray optics for diffraction: a useful paradox in a path integral context

International Nuclear Information System (INIS)

Schulman, L.S.

1984-01-01

Geometrical diffraction theory uses ray tracing techniques to calculate diffraction and other properties of the electromagnetic field generally considered characteristically wave like. The author studies this dualism of the classical electromagnetic field so as to distinguish those aspects of quantum dualism that arise simply as properties of oscillatory integrals and those that may have deeper origins. By a series of transformations the solutions of certain optics problems are reduced to the evaluation of a Feynman path integral and the known semiclassical approximations for the path integral provide a justification for the geometrical diffraction theory. Particular attention is paid to the problem of edge diffraction and for a half plane barrier a closed form solution is obtained. A classical variational principle for barrier penetration is also presented. (Auth.)

Feynman path integral and the interaction picture

International Nuclear Information System (INIS)

Pugh, R.E.

1986-01-01

The role of interaction-picture fields in the construction of coherent states and in the derivation of the Feynman path integral for interacting scalar quantum fields is examined. Special attention is paid to the dependence of the integrand on the intermediate times and it is shown that the Feynman rules are valid prior to taking the limit wherein the number of intermediate times goes to infinity; thus, this number does not act as a cutoff in divergent amplitudes. Specific normalization factors are determined

Path integral analysis of Jarzynski's equality: Analytical results

Science.gov (United States)

Minh, David D. L.; Adib, Artur B.

2009-02-01

We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases of a moving harmonic potential and a harmonic oscillator with a time-dependent natural frequency, we find such trajectories, evaluate the work-weighted propagators, and validate Jarzynski’s equality.

Tunnel splitting in biaxial spin models investigated with spin-coherent-state path integrals

International Nuclear Information System (INIS)

Chen Zhide; Liang, J.-Q.; Pu, F.-C.

2003-01-01

Tunnel splitting in biaxial spin models is investigated with a full evaluation of the fluctuation functional integrals of the Euclidean kernel in the framework of spin-coherent-state path integrals which leads to a magnitude of tunnel splitting quantitatively comparable with the numerical results in terms of diagonalization of the Hamilton operator. An additional factor resulted from a global time transformation converting the position-dependent mass to a constant one seems to be equivalent to the semiclassical correction of the Lagrangian proposed by Enz and Schilling. A long standing question whether the spin-coherent-state representation of path integrals can result in an accurate tunnel splitting is therefore resolved

Path integral for multi-field inflation

Energy Technology Data Exchange (ETDEWEB)

Gong, Jinn-Ouk [Asia Pacific Center for Theoretical Physics, Pohang 37673 (Korea, Republic of); Department of Physics, Postech, Pohang 37673 (Korea, Republic of); Seo, Min-Seok [Center for Theoretical Physics of the Universe, Institute for Basic Science, 34051 Daejeon (Korea, Republic of); Shiu, Gary [Department of Physics, University of Wisconsin-Madison, Madison, WI 53706 (United States); Department of Physics & Institute for Advanced Study, Hong Kong University of Science and Technology, Clear Water Bay (Hong Kong)

2016-07-20

We develop the path integral formalism for studying cosmological perturbations in multi-field inflation, which is particularly well suited to study quantum theories with gauge symmetries such as diffeomorphism invariance. We formulate the gauge fixing conditions based on the Poisson brackets of the constraints, from which we derive two convenient gauges that are appropriate for multi-field inflation. We then adopt the in-in formalism to derive the most general expression for the power spectrum of the curvature perturbation including the corrections from the interactions of the curvature mode with other light degrees of freedom. We also discuss the contributions of the interactions to the bispectrum.

Integration of renewable generation uncertainties into stochastic unit commitment considering reserve and risk: A comparative study

International Nuclear Information System (INIS)

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2016-01-01

The uncertainties of renewable energy have brought great challenges to power system commitment, dispatches and reserve requirement. This paper presents a comparative study on integration of renewable generation uncertainties into SCUC (stochastic security-constrained unit commitment) considering reserve and risk. Renewable forecast uncertainties are captured by a list of PIs (prediction intervals). A new scenario generation method is proposed to generate scenarios from these PIs. Different system uncertainties are considered as scenarios in the stochastic SCUC problem formulation. Two comparative simulations with single (E1: wind only) and multiple sources of uncertainty (E2: load, wind, solar and generation outages) are investigated. Five deterministic and four stochastic case studies are performed. Different generation costs, reserve strategies and associated risks are compared under various scenarios. Demonstrated results indicate the overall costs of E2 is lower than E1 due to penetration of solar power and the associated risk in deterministic cases of E2 is higher than E1. It implies the superimposed effect of uncertainties during uncertainty integration. The results also demonstrate that power systems run a higher level of risk during peak load hours, and that stochastic models are more robust than deterministic ones. - Highlights: • An extensive comparative study for renewable integration is presented. • A novel scenario generation method is proposed. • Wind and solar uncertainties are represented by a list of prediction intervals. • Unit commitment and dispatch costs are discussed considering reserve and risk.

Preregularization and the path integral approach to the chiral anomaly

International Nuclear Information System (INIS)

Elias, V.; McKeon, G.; Steele, T.; Mann, R.B.; Treml, T.F.; Sherry, T.N.

1987-01-01

We explore the connection between perturbative and non-perturbative (path-integral) approaches to the axial anomaly. In particular, we show how the Jacobian associated with the fermionic measure corresponding to local axial transformations may be calculated directly from shift-of-integration-variable surface terms in four Euclidean dimensions. No regularization (explicit parametrization of UV infinities) is required in this approach, but invariance of the Jacobian under vector gauge transformations (i.e. preregularization) is required to remove a variable-of-integration ambiguity within the expression for the Jacobian of the fermionic measure. (orig.)

Coarse-graining stochastic biochemical networks: adiabaticity and fast simulations

Energy Technology Data Exchange (ETDEWEB)

Nemenman, Ilya [Los Alamos National Laboratory; Sinitsyn, Nikolai [Los Alamos National Laboratory; Hengartner, Nick [Los Alamos National Laboratory

2008-01-01

We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscoplc, non-Poissonian fluctuations of the slow ones. Our approach, which is similar to the Born-Oppenhelmer approximation in quantum mechanics, follows from the stochastic path Integral representation of the cumulant generating function of reaction events. In applications with a small number of chemIcal reactions, It produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, Interpretable representation and can be used for coarse-grained numerical simulation schemes with a small computational complexity and yet high accuracy. As an example, we derive the coarse-grained description for a chain of biochemical reactions, and show that the coarse-grained and the microscopic simulations are in an agreement, but the coarse-gralned simulations are three orders of magnitude faster.

Path integral for coherent states of the dynamical U2 group and U2/1 supergroup

International Nuclear Information System (INIS)

Kochetov, E.A.

1992-01-01

A part-integral formulation in the representation of coherent states for the unitary U 2 group and U 2/1 supergroup is introduced. U 2 and U 2/1 path integrals are shown to be defined on the coset spaces U 2 /U 1 xU 1 and U 2/1 /U 1/1 xU 1 , respectively. These coset appears as curved classical phase spaces. Partition functions are expressed as path integrals over these spaces. In the case when U 2 and U 2/1 are the dynamical groups, the corresponding path integrals are evaluated with the help of linear fractional transformations that appear as the group (supergroup) action in the coset space (superspace). Possible applications for quantum models are discussed. 9 refs

The path integral formulation of fractional Brownian motion for the general Hurst exponent

International Nuclear Information System (INIS)

Calvo, I; Sanchez, R

2008-01-01

In 1995, Sebastian (1995 J. Phys. A: Math. Gen. 28 4305) gave a path integral computation of the propagator of subdiffusive fractional Brownian motion (fBm), i.e. fBm with a Hurst or self-similarity exponent H element of (0, 1/2). The extension of Sebastian's calculation to superdiffusion, H element of (1/2, 1], becomes however quite involved due to the appearance of additional boundary conditions on fractional derivatives of the path. In this communication, we address the construction of the path integral representation in a different fashion, which allows us to treat both subdiffusion and superdiffusion on an equal footing. The derivation of the propagator of fBm for the general Hurst exponent is then performed in a neat and unified way. (fast track communication)

Accelerated sampling by infinite swapping of path integral molecular dynamics with surface hopping

Science.gov (United States)

Lu, Jianfeng; Zhou, Zhennan

2018-02-01

To accelerate the thermal equilibrium sampling of multi-level quantum systems, the infinite swapping limit of a recently proposed multi-level ring polymer representation is investigated. In the infinite swapping limit, the ring polymer evolves according to an averaged Hamiltonian with respect to all possible surface index configurations of the ring polymer and thus connects the surface hopping approach to the mean-field path-integral molecular dynamics. A multiscale integrator for the infinite swapping limit is also proposed to enable efficient sampling based on the limiting dynamics. Numerical results demonstrate the huge improvement of sampling efficiency of the infinite swapping compared with the direct simulation of path-integral molecular dynamics with surface hopping.

On some mathematical problems in the definition of Feynman path integral

International Nuclear Information System (INIS)

Combe, P.; Rodriguez, R.; Sirugue-Collin, M.

1976-07-01

It is shown how integration on a Hilbert space of paths can be performed to get exact evolution of non relativistic quantum systems for a rather large class of potentials including polynomial interaction

Noncommutative quantum electrodynamics in path integral framework

International Nuclear Information System (INIS)

Bourouaine, S; Benslama, A

2005-01-01

In this paper, the dynamics of a relativistic particle of spin 1/2, interacting with an external electromagnetic field in noncommutative space, is studied in the path integral framework. By adopting the Fradkin-Gitman formulation, the exact Green's function in noncommutative space (NCGF) for the quadratic case of a constant electromagnetic field is computed, and it is shown that its form is similar to its counterpart given in commutative space. In addition, it is deduced that the effect of noncommutativity has the same effect as an additional constant field depending on a noncommutative θ matrix

Convergence of Sample Path Optimal Policies for Stochastic Dynamic Programming

National Research Council Canada - National Science Library

Fu, Michael C; Jin, Xing

2005-01-01

.... These results have practical implications for Monte Carlo simulation-based solution approaches to stochastic dynamic programming problems where it is impractical to extract the explicit transition...

Dynamics of non-holonomic systems with stochastic transport

Science.gov (United States)

Holm, D. D.; Putkaradze, V.

2018-01-01

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

Dynamics on the group manifolds and path integral

International Nuclear Information System (INIS)

Marinov, M.S.; Terentyev, M.V.

1979-01-01

Classical and quantum dynamics onn the compact simple Lie group and on the sphere of arbitrary dimensionality are considered. The accuracy of the semiclassical approximation for Green functions is discussed. Various path integral representations of the Green functions are presented. The special features of these representations due to the compactness and curvature are analysed. Basic results of the theory of Lie algebras and Lie groups used in the main text are presented

Derivation of the Schroedinger equation from stochastic mechanics

International Nuclear Information System (INIS)

Wallstrom, T.C.

1988-01-01

The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schroedinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time-integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p t (x,y) > cp(y), and this result is applied to show that the set of spin-1/2 diffusions is uniformly ergodic. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp-Haag-Dankel diffusions onto IR 3 converge to a Markovian limit process. This conjecture is proved for the spin-1/2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schroedinger equation

Stochastic tools in turbulence

CERN Document Server

Lumey, John L

2012-01-01

Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

The relation between operator and path integral covariant quantizations of the Green-Schwarz superstring

International Nuclear Information System (INIS)

Nissimov, E.; Pacheva, S.; Solomon, S.

1989-02-01

By further study of the geometry of the harmonic superspace constraints, we make explicit the relation between the operator and path integral approaches to the manifestly covariant harmonic superstring. In particular we find the correct complete set of functionally independent gauge symmetries for the auxiliary variables and identify the ones corresponding to the harmonic superfield postulate in the operator formalism. Then, we deduce in a systematic way the lagrangian path integral from the well defined covariant hamiltonian formulation of the GS superstring. (authors)

Introduction to functional and path integral methods in quantum field theory

International Nuclear Information System (INIS)

Strathdee, J.

1991-11-01

The following aspects concerning the use of functional and path integral methods in quantum field theory are discussed: generating functionals and the effective action, perturbation series, Yang-Mills theory and BRST symmetry. 10 refs, 3 figs

Classical and quantum dynamics from classical paths to path integrals

CERN Document Server

Dittrich, Walter

2017-01-01

Graduate students who wish to become familiar with advanced computational strategies in classical and quantum dynamics will find in this book both the fundamentals of a standard course and a detailed treatment of the time-dependent oscillator, Chern-Simons mechanics, the Maslov anomaly and the Berry phase, to name just a few topics. Well-chosen and detailed examples illustrate perturbation theory, canonical transformations and the action principle, and demonstrate the usage of path integrals. The fifth edition has been revised and enlarged to include chapters on quantum electrodynamics, in particular, Schwinger’s proper time method and the treatment of classical and quantum mechanics with Lie brackets and pseudocanonical transformations. It is shown that operator quantum electrodynamics can be equivalently described with c-numbers, as demonstrated by calculating the propagation function for an electron in a prescribed classical electromagnetic field.

Path integral methods via the use of the central limit theorem and application

International Nuclear Information System (INIS)

Thrapsaniotis, E G

2008-01-01

We consider a path integral in the phase space possibly with an influence functional in it and we use a method based on the use of the central limit theorem on the phase of the path integral representation to extract an equivalent expression which can be used in numerical calculations. Moreover we give conditions under which we can extract closed analytical results. As a specific application we consider a general system of two coupled and forced harmonic oscillators with coupling of the form x 1 x α 2 and we derive the relevant sign solved propagator

Self-Gravitating Stellar Collapse: Explicit Geodesics and Path Integration

Energy Technology Data Exchange (ETDEWEB)

Balakrishna, Jayashree [Department of Mathematics and Natural Sciences, College of Arts and Sciences, Harris-Stowe State University, St. Louis, MO (United States); Bondarescu, Ruxandra [Department of Physics, University of Zurich, Zurich (Switzerland); Moran, Christine C., E-mail: corbett@tapir.caltech.edu [TAPIR, Department of Theoretical Astrophysics, California Institute of Technology, Pasadena, CA (United States)

2016-11-25

We extend the work of Oppenheimer and Synder to model the gravitational collapse of a star to a black hole by including quantum mechanical effects. We first derive closed-form solutions for classical paths followed by a particle on the surface of the collapsing star in Schwarzschild and Kruskal coordinates for space-like, time-like, and light-like geodesics. We next present an application of these paths to model the collapse of ultra-light dark matter particles, which necessitates incorporating quantum effects. To do so we treat a particle on the surface of the star as a wavepacket and integrate over all possible paths taken by the particle. The waveform is computed in Schwarzschild coordinates and found to exhibit an ingoing and an outgoing component, where the former contains the probability of collapse, while the latter contains the probability that the star will disperse. These calculations pave the way for investigating the possibility of quantum collapse that does not lead to black hole formation as well as for exploring the nature of the wavefunction inside r = 2M.

Self-Gravitating Stellar Collapse: Explicit Geodesics and Path Integration

International Nuclear Information System (INIS)

Balakrishna, Jayashree; Bondarescu, Ruxandra; Moran, Christine C.

2016-01-01

We extend the work of Oppenheimer and Synder to model the gravitational collapse of a star to a black hole by including quantum mechanical effects. We first derive closed-form solutions for classical paths followed by a particle on the surface of the collapsing star in Schwarzschild and Kruskal coordinates for space-like, time-like, and light-like geodesics. We next present an application of these paths to model the collapse of ultra-light dark matter particles, which necessitates incorporating quantum effects. To do so we treat a particle on the surface of the star as a wavepacket and integrate over all possible paths taken by the particle. The waveform is computed in Schwarzschild coordinates and found to exhibit an ingoing and an outgoing component, where the former contains the probability of collapse, while the latter contains the probability that the star will disperse. These calculations pave the way for investigating the possibility of quantum collapse that does not lead to black hole formation as well as for exploring the nature of the wavefunction inside r = 2M.

The stochastic dance of circling sperm cells: sperm chemotaxis in the plane

Energy Technology Data Exchange (ETDEWEB)

Friedrich, B M; Juelicher, F [Max Planck Institute for the Physics of Complex Systems, Noethnitzer Strasse 38, 01187 Dresden (Germany)], E-mail: ben@pks.mpg.de, E-mail: julicher@pks.mpg.de

2008-12-15

Biological systems such as single cells must function in the presence of fluctuations. It has been shown in a two-dimensional experimental setup that sea urchin sperm cells move toward a source of chemoattractant along planar trochoidal swimming paths, i.e. drifting circles. In these experiments, a pronounced variability of the swimming paths is observed. We present a theoretical description of sperm chemotaxis in two dimensions which takes fluctuations into account. We derive a coarse-grained theory of stochastic sperm swimming paths in a concentration field of chemoattractant. Fluctuations enter as multiplicative noise in the equations for the sperm swimming path. We discuss the stochastic properties of sperm swimming and predict a concentration-dependence of the effective diffusion constant of sperm swimming which could be tested in experiments.

The stochastic dance of circling sperm cells: sperm chemotaxis in the plane

International Nuclear Information System (INIS)

Friedrich, B M; Juelicher, F

2008-01-01

Biological systems such as single cells must function in the presence of fluctuations. It has been shown in a two-dimensional experimental setup that sea urchin sperm cells move toward a source of chemoattractant along planar trochoidal swimming paths, i.e. drifting circles. In these experiments, a pronounced variability of the swimming paths is observed. We present a theoretical description of sperm chemotaxis in two dimensions which takes fluctuations into account. We derive a coarse-grained theory of stochastic sperm swimming paths in a concentration field of chemoattractant. Fluctuations enter as multiplicative noise in the equations for the sperm swimming path. We discuss the stochastic properties of sperm swimming and predict a concentration-dependence of the effective diffusion constant of sperm swimming which could be tested in experiments.

Integrating cell on chip—Novel waveguide platform employing ultra-long optical paths

Directory of Open Access Journals (Sweden)

Lena Simone Fohrmann

2017-09-01

Full Text Available Optical waveguides are the most fundamental building blocks of integrated optical circuits. They are extremely well understood, yet there is still room for surprises. Here, we introduce a novel 2D waveguide platform which affords a strong interaction of the evanescent tail of a guided optical wave with an external medium while only employing a very small geometrical footprint. The key feature of the platform is its ability to integrate the ultra-long path lengths by combining low propagation losses in a silicon slab with multiple reflections of the guided wave from photonic crystal (PhC mirrors. With a reflectivity of 99.1% of our tailored PhC-mirrors, we achieve interaction paths of 25 cm within an area of less than 10 mm2. This corresponds to 0.17 dB/cm effective propagation which is much lower than the state-of-the-art loss of approximately 1 dB/cm of single mode silicon channel waveguides. In contrast to conventional waveguides, our 2D-approach leads to a decay of the guided wave power only inversely proportional to the optical path length. This entirely different characteristic is the major advantage of the 2D integrating cell waveguide platform over the conventional channel waveguide concepts that obey the Beer-Lambert law.

Integrating cell on chip—Novel waveguide platform employing ultra-long optical paths

Science.gov (United States)

Fohrmann, Lena Simone; Sommer, Gerrit; Pitruzzello, Giampaolo; Krauss, Thomas F.; Petrov, Alexander Yu.; Eich, Manfred

2017-09-01

Optical waveguides are the most fundamental building blocks of integrated optical circuits. They are extremely well understood, yet there is still room for surprises. Here, we introduce a novel 2D waveguide platform which affords a strong interaction of the evanescent tail of a guided optical wave with an external medium while only employing a very small geometrical footprint. The key feature of the platform is its ability to integrate the ultra-long path lengths by combining low propagation losses in a silicon slab with multiple reflections of the guided wave from photonic crystal (PhC) mirrors. With a reflectivity of 99.1% of our tailored PhC-mirrors, we achieve interaction paths of 25 cm within an area of less than 10 mm2. This corresponds to 0.17 dB/cm effective propagation which is much lower than the state-of-the-art loss of approximately 1 dB/cm of single mode silicon channel waveguides. In contrast to conventional waveguides, our 2D-approach leads to a decay of the guided wave power only inversely proportional to the optical path length. This entirely different characteristic is the major advantage of the 2D integrating cell waveguide platform over the conventional channel waveguide concepts that obey the Beer-Lambert law.

On the coordinate (in)dependence of the formal path integral

DEFF Research Database (Denmark)

Johnson-Freyd, Theo

. In this short note, aimed primarily at mathematicians, we first briefly recall the notions of Lagrangian classical and quantum field theory and the standard coordinate-full definition of the “formal” or “Feynman-diagrammatic” path integral construction. We then outline a proof of the following claim: the formal...

Potential theory, path integrals and the Laplacian of the indicator

NARCIS (Netherlands)

R.-J. Lange (Rutger-Jan)

2012-01-01

markdownabstractThis paper links the field of potential theory — i.e. the Dirichlet and Neumann problems for the heat and Laplace equation — to that of the Feynman path integral, by postulating the some seemingly ill-defined potential. The Laplacian of the indicator can be interpreted using the

Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

Energy Technology Data Exchange (ETDEWEB)

Cotter, Simon L., E-mail: simon.cotter@manchester.ac.uk

2016-10-15

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allows us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.

Stochastic Analysis : A Series of Lectures

CERN Document Server

Dozzi, Marco; Flandoli, Franco; Russo, Francesco

2015-01-01

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...

The path integral model of D-pairing for HTSC, heavy fermion superconductors, and superfluids

International Nuclear Information System (INIS)

Brusov, P.N.; Brusova, N.P.

1996-01-01

A model of d-pairing for superconducting and superfluid Fermi-systems has been formulated within the path integration technique. By path integration over open-quote fastclose quotes and open-quotes slowclose quotes Fermi-fields, the action functional (which determines all properties of model system) has been obtained. This functional could be used for the determination of different superconducting (superfluid) states, for calculation of the transition temperatures for these states, and for the calculation of the collective mode spectrum for HTSC, as well as for heavy fermion superconductors

On the simplified path integral on spheres

Energy Technology Data Exchange (ETDEWEB)

Bastianelli, Fiorenzo [Universita di Bologna, Dipartimento di Fisica ed Astronomia, Bologna (Italy); INFN, Sezione di Bologna, Bologna (Italy); Albert-Einstein-Institut, Max-Planck-Institut fuer Gravitationsphysik, Golm (Germany); Corradini, Olindo [Universita degli Studi di Modena e Reggio Emilia, Dipartimento di Scienze Fisiche, Informatiche e Matematiche, Modena (Italy); INFN, Sezione di Bologna, Bologna (Italy); Albert-Einstein-Institut, Max-Planck-Institut fuer Gravitationsphysik, Golm (Germany)

2017-11-15

We have recently studied a simplified version of the path integral for a particle on a sphere, and more generally on maximally symmetric spaces, and proved that Riemann normal coordinates allow the use of a quadratic kinetic term in the particle action. The emerging linear sigma model contains a scalar effective potential that reproduces the effects of the curvature. We present here further details of the construction, and extend its perturbative evaluation to orders high enough to read off the type-A trace anomalies of a conformal scalar in dimensions d = 14 and d = 16. (orig.)

Noncommutative quantum electrodynamics in path integral framework

Energy Technology Data Exchange (ETDEWEB)

Bourouaine, S; Benslama, A [Departement de Physique, Faculte des Sciences, Universite Mentouri, Constantine (Algeria)

2005-08-19

In this paper, the dynamics of a relativistic particle of spin 1/2, interacting with an external electromagnetic field in noncommutative space, is studied in the path integral framework. By adopting the Fradkin-Gitman formulation, the exact Green's function in noncommutative space (NCGF) for the quadratic case of a constant electromagnetic field is computed, and it is shown that its form is similar to its counterpart given in commutative space. In addition, it is deduced that the effect of noncommutativity has the same effect as an additional constant field depending on a noncommutative {theta} matrix.

IntPath--an integrated pathway gene relationship database for model organisms and important pathogens.

Science.gov (United States)

Zhou, Hufeng; Jin, Jingjing; Zhang, Haojun; Yi, Bo; Wozniak, Michal; Wong, Limsoon

2012-01-01

Pathway data are important for understanding the relationship between genes, proteins and many other molecules in living organisms. Pathway gene relationships are crucial information for guidance, prediction, reference and assessment in biochemistry, computational biology, and medicine. Many well-established databases--e.g., KEGG, WikiPathways, and BioCyc--are dedicated to collecting pathway data for public access. However, the effectiveness of these databases is hindered by issues such as incompatible data formats, inconsistent molecular representations, inconsistent molecular relationship representations, inconsistent referrals to pathway names, and incomprehensive data from different databases. In this paper, we overcome these issues through extraction, normalization and integration of pathway data from several major public databases (KEGG, WikiPathways, BioCyc, etc). We build a database that not only hosts our integrated pathway gene relationship data for public access but also maintains the necessary updates in the long run. This public repository is named IntPath (Integrated Pathway gene relationship database for model organisms and important pathogens). Four organisms--S. cerevisiae, M. tuberculosis H37Rv, H. Sapiens and M. musculus--are included in this version (V2.0) of IntPath. IntPath uses the "full unification" approach to ensure no deletion and no introduced noise in this process. Therefore, IntPath contains much richer pathway-gene and pathway-gene pair relationships and much larger number of non-redundant genes and gene pairs than any of the single-source databases. The gene relationships of each gene (measured by average node degree) per pathway are significantly richer. The gene relationships in each pathway (measured by average number of gene pairs per pathway) are also considerably richer in the integrated pathways. Moderate manual curation are involved to get rid of errors and noises from source data (e.g., the gene ID errors in WikiPathways and

Perturbation expansions of stochastic wavefunctions for open quantum systems

Science.gov (United States)

Ke, Yaling; Zhao, Yi

2017-11-01

Based on the stochastic unravelling of the reduced density operator in the Feynman path integral formalism for an open quantum system in touch with harmonic environments, a new non-Markovian stochastic Schrödinger equation (NMSSE) has been established that allows for the systematic perturbation expansion in the system-bath coupling to arbitrary order. This NMSSE can be transformed in a facile manner into the other two NMSSEs, i.e., non-Markovian quantum state diffusion and time-dependent wavepacket diffusion method. Benchmarked by numerically exact results, we have conducted a comparative study of the proposed method in its lowest order approximation, with perturbative quantum master equations in the symmetric spin-boson model and the realistic Fenna-Matthews-Olson complex. It is found that our method outperforms the second-order time-convolutionless quantum master equation in the whole parameter regime and even far better than the fourth-order in the slow bath and high temperature cases. Besides, the method is applicable on an equal footing for any kind of spectral density function and is expected to be a powerful tool to explore the quantum dynamics of large-scale systems, benefiting from the wavefunction framework and the time-local appearance within a single stochastic trajectory.

Expressing Solutions of the Dirac Equation in Terms of Feynman Path Integral

CERN Document Server

Hose, R D

2006-01-01

Using the separation of the variables technique, the free particle solutions of the Dirac equation in the momentum space are shown to be actually providing the definition of Delta function for the Schr dinger picture. Further, the said solution is shown to be derivable on the sole strength of geometrical argument that the Dirac equation for free particle is an equation of a plane in momentum space. During the evolution of time in the Schr dinger picture, the normal to the said Dirac equation plane is shown to be constantly changing in direction due to the uncertainty principle and thereby, leading to a zigzag path for the Dirac particle in the momentum space. Further, the time evolution of the said Delta function solutions of the Dirac equation is shown to provide Feynman integral of all such zigzag paths in the momentum space. Towards the end of the paper, Feynman path integral between two fixed spatial points in the co-ordinate space during a certain time interv! al is shown to be composed, in time sequence...

The use of a path independent integral in non-linear fracture mechanics

International Nuclear Information System (INIS)

Hellen, T.K.

1977-01-01

A computer program for calculating the J and J* integrals has been developed as an extension to the BERSAFE finite element system. A full analysis of the cracked structure including plasticity, creep and thermal strains is conducted and the results are stored on a permanent data set. The integral values may then be calculated using the post-processor program for any number of contours and load or time steps, without recourse to further expensive computations. Numerical examples are presented comparing the J and J* integrals for a number of cracked plates under thermal, plastic and creep environments. To demonstrate the accuracy for a simple thermo-elastic case, a centre cracked plate subject to a symmetric quadratic gradient is included. Here, the J integral is shown to be path dependent whereas good independence is seen for the J* integral. The case of an elastic-plastic plate is invetigated to demonstrate path independence for both integrals in non-linear elasticity, and the effects of unloading are discussed. An alternative method for obtaining the change of potential energy over a small crack extension is briefly mentioned and compared to the J and J* results in this case. An axisymmetric bar with an internal penny-shaped crack subjected to tension is discussed under elastic-plastic materials behavior

Path integrals for electronic densities, reactivity indices, and localization functions in quantum systems.

Science.gov (United States)

Putz, Mihai V

2009-11-10

The density matrix theory, the ancestor of density functional theory, provides the immediate framework for Path Integral (PI) development, allowing the canonical density be extended for the many-electronic systems through the density functional closure relationship. Yet, the use of path integral formalism for electronic density prescription presents several advantages: assures the inner quantum mechanical description of the system by parameterized paths; averages the quantum fluctuations; behaves as the propagator for time-space evolution of quantum information; resembles Schrödinger equation; allows quantum statistical description of the system through partition function computing. In this framework, four levels of path integral formalism were presented: the Feynman quantum mechanical, the semiclassical, the Feynman-Kleinert effective classical, and the Fokker-Planck non-equilibrium ones. In each case the density matrix or/and the canonical density were rigorously defined and presented. The practical specializations for quantum free and harmonic motions, for statistical high and low temperature limits, the smearing justification for the Bohr's quantum stability postulate with the paradigmatic Hydrogen atomic excursion, along the quantum chemical calculation of semiclassical electronegativity and hardness, of chemical action and Mulliken electronegativity, as well as by the Markovian generalizations of Becke-Edgecombe electronic focalization functions - all advocate for the reliability of assuming PI formalism of quantum mechanics as a versatile one, suited for analytically and/or computationally modeling of a variety of fundamental physical and chemical reactivity concepts characterizing the (density driving) many-electronic systems.

Path Integrals for Electronic Densities, Reactivity Indices, and Localization Functions in Quantum Systems

Directory of Open Access Journals (Sweden)

Mihai V. Putz

2009-11-01

Full Text Available The density matrix theory, the ancestor of density functional theory, provides the immediate framework for Path Integral (PI development, allowing the canonical density be extended for the many-electronic systems through the density functional closure relationship. Yet, the use of path integral formalism for electronic density prescription presents several advantages: assures the inner quantum mechanical description of the system by parameterized paths; averages the quantum fluctuations; behaves as the propagator for time-space evolution of quantum information; resembles Schrödinger equation; allows quantum statistical description of the system through partition function computing. In this framework, four levels of path integral formalism were presented: the Feynman quantum mechanical, the semiclassical, the Feynman-Kleinert effective classical, and the Fokker-Planck non-equilibrium ones. In each case the density matrix or/and the canonical density were rigorously defined and presented. The practical specializations for quantum free and harmonic motions, for statistical high and low temperature limits, the smearing justification for the Bohr’s quantum stability postulate with the paradigmatic Hydrogen atomic excursion, along the quantum chemical calculation of semiclassical electronegativity and hardness, of chemical action and Mulliken electronegativity, as well as by the Markovian generalizations of Becke-Edgecombe electronic focalization functions – all advocate for the reliability of assuming PI formalism of quantum mechanics as a versatile one, suited for analytically and/or computationally modeling of a variety of fundamental physical and chemical reactivity concepts characterizing the (density driving many-electronic systems.

Introduction to quantum mechanics Schrödinger equation and path integral

CERN Document Server

Müller-Kirsten, H J W

2012-01-01

This text on quantum mechanics begins by covering all the main topics of an introduction to the subject. It then concentrates on newer developments. In particular it continues with the perturbative solution of the Schrodinger equation for various potentials and thereafter with the introduction and evaluation of their path integral counterparts. Considerations of the large order behavior of the perturbation expansions show that in most applications these are asymptotic expansions. The parallel consideration of path integrals requires the evaluation of these around periodic classical configurations, the fluctuation equations about which lead back to specific wave equations. The period of the classical configurations is related to temperature, and permits transitions to the thermal domain to be classified as phase transitions. In this second edition of the text important applications and numerous examples have been added. In particular, the chapter on the Coulomb potential has been extended to include an introdu...

A path integral for heavy-quarks in a hot plasma

CERN Document Server

Beraudo, A.; Faccioli, P.; Garberoglio, G.; 10.1016/j.nuclphysa.2010.06.007

2010-01-01

We propose a model for the propagation of a heavy-quark in a hot plasma, to be viewed as a first step towards a full description of the dynamics of heavy quark systems in a quark-gluon plasma, including bound state formation. The heavy quark is treated as a non relativistic particle interacting with a fluctuating field, whose correlator is determined by a hard thermal loop approximation. This approximation, which concerns only the medium in which the heavy quark propagates, is the only one that is made, and it can be improved. The dynamics of the heavy quark is given exactly by a quantum mechanical path integral that is calculated in this paper in the Euclidean space-time using numerical Monte Carlo techniques. The spectral function of the heavy quark in the medium is then reconstructed using a Maximum Entropy Method. The path integral is also evaluated exactly in the case where the mass of the heavy quark is infinite; one then recovers known results concerning the complex optical potential that controls the ...

Introduction to stochastic calculus

CERN Document Server

Karandikar, Rajeeva L

2018-01-01

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...

Unit commitment with wind power generation: integrating wind forecast uncertainty and stochastic programming.

Energy Technology Data Exchange (ETDEWEB)

Constantinescu, E. M.; Zavala, V. M.; Rocklin, M.; Lee, S.; Anitescu, M. (Mathematics and Computer Science); (Univ. of Chicago); (New York Univ.)

2009-10-09

We present a computational framework for integrating the state-of-the-art Weather Research and Forecasting (WRF) model in stochastic unit commitment/energy dispatch formulations that account for wind power uncertainty. We first enhance the WRF model with adjoint sensitivity analysis capabilities and a sampling technique implemented in a distributed-memory parallel computing architecture. We use these capabilities through an ensemble approach to model the uncertainty of the forecast errors. The wind power realizations are exploited through a closed-loop stochastic unit commitment/energy dispatch formulation. We discuss computational issues arising in the implementation of the framework. In addition, we validate the framework using real wind speed data obtained from a set of meteorological stations. We also build a simulated power system to demonstrate the developments.

Quantum Ito's formula and stochastic evolutions

International Nuclear Information System (INIS)

Hudson, R.L.; Parthasarathy, K.R.

1984-01-01

Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)

The Polyakov path integral over bordered surfaces 3 (The BRST extended closed string off-shell amplitudes)

International Nuclear Information System (INIS)

Jaskolski, Z.

1991-05-01

The geometrical approach to the functional integral over Faddeev-Popov ghost fields is developed and applied to construct the BRST extension of the off-shell closed string amplitudes in the constant curvature gauge. In this gauge the overlap path integral for off-shell amplitudes is evaluated. It leads to the nonlocal sewing procedure generating all off-shell amplitudes from the cubic interaction vertex. The general scheme of the reconstruction of a covariant closed string field theory from the off-shell amplitudes is discussed within the path integral framework. (author). 30 refs

Monte Carlo evaluation of path integral for the nuclear shell model

International Nuclear Information System (INIS)

Lang, G.H.

1993-01-01

The authors present a path-integral formulation of the nuclear shell model using auxillary fields; the path-integral is evaluated by Monte Carlo methods. The method scales favorably with valence-nucleon number and shell-model basis: full-basis calculations are demonstrated up to the rare-earth region, which cannot be treated by other methods. Observables are calculated for the ground state and in a thermal ensemble. Dynamical correlations are obtained, from which strength functions are extracted through the Maximum Entropy method. Examples in the s-d shell, where exact diagonalization can be carried out, compared well with exact results. The open-quotes sign problemclose quotes generic to quantum Monte Carlo calculations is found to be absent in the attractive pairing-plus-multipole interactions. The formulation is general for interacting fermion systems and is well suited for parallel computation. The authors have implemented it on the Intel Touchstone Delta System, achieving better than 99% parallelization

Functional integration of vertical flight path and speed control using energy principles

Science.gov (United States)

Lambregts, A. A.

1984-01-01

A generalized automatic flight control system was developed which integrates all longitudinal flight path and speed control functions previously provided by a pitch autopilot and autothrottle. In this design, a net thrust command is computed based on total energy demand arising from both flight path and speed targets. The elevator command is computed based on the energy distribution error between flight path and speed. The engine control is configured to produce the commanded net thrust. The design incorporates control strategies and hierarchy to deal systematically and effectively with all aircraft operational requirements, control nonlinearities, and performance limits. Consistent decoupled maneuver control is achieved for all modes and flight conditions without outer loop gain schedules, control law submodes, or control function duplication.

Path integration and separation of variables in spaces of constant curvature in two and three dimensions

International Nuclear Information System (INIS)

Grosche, C.

1993-10-01

In this paper path integration in two- and three-dimensional spaces of constant curvature is discussed: i.e. the flat spaces R 2 and R 3 , the two- and three-dimensional sphere and the two- and three dimensional pseudosphere. The Laplace operator in these spaces admits separation of variables in various coordinate systems. In all these coordinate systems the path integral formulation will be stated, however in most of them an explicit solution in terms of the spectral expansion can be given only on a formal level. What can be stated in all cases, are the propagator and the corresponding Green function, respectively, depending on the invariant distance which is a coordinate independent quantity. This property gives rise to numerous identities connecting the corresponding path integral representations and propagators in various coordinate systems with each other. (orig.)

Dynamic response characteristics of dual flow-path integrally bladed rotors

Science.gov (United States)

Beck, Joseph A.; Brown, Jeffrey M.; Scott-Emuakpor, Onome E.; Cross, Charles J.; Slater, Joseph C.

2015-02-01

New turbine engine designs requiring secondary flow compression often look to dual flow-path integrally bladed rotors (DFIBRs) since these stages have the ability to perform work on the secondary, or bypassed, flow-field. While analogous to traditional integrally bladed rotor stages, DFIBR designs have many differences that result in unique dynamic response characteristics that must be understood to avoid fatigue. This work investigates these characteristics using reduced-order models (ROMs) that incorporate mistuning through perturbations to blade frequencies. This work provides an alternative to computationally intensive geometric-mistuning approaches for DFIBRs by utilizing tuned blade mode reductions and substructure coupling in cyclic coordinates. Free and forced response results are compared to full finite element model (FEM) solutions to determine if any errors are related to the reduced-order model formulation reduction methods. It is shown that DFIBRs have many more frequency veering regions than their single flow-path integrally blade rotor (IBR) counterparts. Modal families are shown to transition between system, inner-blade, and outer-blade motion. Furthermore, findings illustrate that while mode localization of traditional IBRs is limited to a single or small subset of blades, DFIBRs can have modal energy localized to either an inner- or outer-blade set resulting in many blades responding above tuned levels. Lastly, ROM forced response predictions compare well to full FEM predictions for the two test cases shown.

Accurate path integration in continuous attractor network models of grid cells.

Science.gov (United States)

Burak, Yoram; Fiete, Ila R

2009-02-01

Grid cells in the rat entorhinal cortex display strikingly regular firing responses to the animal's position in 2-D space and have been hypothesized to form the neural substrate for dead-reckoning. However, errors accumulate rapidly when velocity inputs are integrated in existing models of grid cell activity. To produce grid-cell-like responses, these models would require frequent resets triggered by external sensory cues. Such inadequacies, shared by various models, cast doubt on the dead-reckoning potential of the grid cell system. Here we focus on the question of accurate path integration, specifically in continuous attractor models of grid cell activity. We show, in contrast to previous models, that continuous attractor models can generate regular triangular grid responses, based on inputs that encode only the rat's velocity and heading direction. We consider the role of the network boundary in the integration performance of the network and show that both periodic and aperiodic networks are capable of accurate path integration, despite important differences in their attractor manifolds. We quantify the rate at which errors in the velocity integration accumulate as a function of network size and intrinsic noise within the network. With a plausible range of parameters and the inclusion of spike variability, our model networks can accurately integrate velocity inputs over a maximum of approximately 10-100 meters and approximately 1-10 minutes. These findings form a proof-of-concept that continuous attractor dynamics may underlie velocity integration in the dorsolateral medial entorhinal cortex. The simulations also generate pertinent upper bounds on the accuracy of integration that may be achieved by continuous attractor dynamics in the grid cell network. We suggest experiments to test the continuous attractor model and differentiate it from models in which single cells establish their responses independently of each other.

A sum-over-paths algorithm for third-order impulse-response moment extraction within RC IC-interconnect networks

Science.gov (United States)

Wojcik, E. A.; Ni, D.; Lam, T. M.; Le Coz, Y. L.

2015-07-01

We have created the first stochastic SoP (Sum-over-Paths) algorithm to extract third-order impulse-response (IR) moment within RC IC interconnects. It employs a newly discovered Feynman SoP Postulate. Importantly, our algorithm maintains computational efficiency and full parallelism. Our approach begins with generation of s-domain nodal-voltage equations. We then perform a Taylor-series expansion of the circuit transfer function. These expansions yield transition diagrams involving mathematical coupling constants, or weight factors, in integral powers of complex frequency s. Our SoP Postulate enables stochastic evaluation of path sums within the circuit transition diagram to order s3-corresponding to the order of IR moment (m3) we seek here. We furnish, for the first time, an informal algebraic proof independently validating our SoP Postulate and algorithm. We list, as well, detailed procedural steps, suitable for coding, that define an efficient stochastic algorithm for m3 IR extraction. Origins of the algorithm's statistical "capacitor-number cubed" correction and "double-counting" weight factors are explained, for completeness. Our algorithm was coded and successfully tested against exact analytical solutions for 3-, 5-, and 10-stage RC lines. We achieved better than 0.65% 1-σ error convergence, after only 10K statistical samples, in less than 1 s of 2-GHz Pentium® execution time. These results continue to suggest that stochastic SoP algorithms may find useful application in circuit analysis of massively coupled networks, such as those encountered in high-end digital IC-interconnect CAD.

Double diffusivity model under stochastic forcing

Science.gov (United States)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into

Non-uniqueness of quantum transition state theory and general dividing surfaces in the path integral space.

Science.gov (United States)

Jang, Seogjoo; Voth, Gregory A

2017-05-07

Despite the fact that quantum mechanical principles do not allow the establishment of an exact quantum analogue of the classical transition state theory (TST), the development of a quantum TST (QTST) with a proper dynamical justification, while recovering the TST in the classical limit, has been a long standing theoretical challenge in chemical physics. One of the most recent efforts of this kind was put forth by Hele and Althorpe (HA) [J. Chem. Phys. 138, 084108 (2013)], which can be specified for any cyclically invariant dividing surface defined in the space of the imaginary time path integral. The present work revisits the issue of the non-uniqueness of QTST and provides a detailed theoretical analysis of HA-QTST for a general class of such path integral dividing surfaces. While we confirm that HA-QTST reproduces the result based on the ring polymer molecular dynamics (RPMD) rate theory for dividing surfaces containing only a quadratic form of low frequency Fourier modes, we find that it produces different results for those containing higher frequency imaginary time paths which accommodate greater quantum fluctuations. This result confirms the assessment made in our previous work [Jang and Voth, J. Chem. Phys. 144, 084110 (2016)] that HA-QTST does not provide a derivation of RPMD-TST in general and points to a new ambiguity of HA-QTST with respect to its justification for general cyclically invariant dividing surfaces defined in the space of imaginary time path integrals. Our analysis also offers new insights into similar path integral based QTST approaches.

The mapping approach in the path integral formalism applied to curve-crossing systems

International Nuclear Information System (INIS)

Novikov, Alexey; Kleinekathoefer, Ulrich; Schreiber, Michael

2004-01-01

The path integral formalism in a combined phase-space and coherent-state representation is applied to the problem of curve-crossing dynamics. The system of interest is described by two coupled one-dimensional harmonic potential energy surfaces interacting with a heat bath consisting of harmonic oscillators. The mapping approach is used to rewrite the Lagrangian function of the electronic part of the system. Using the Feynman-Vernon influence-functional method the bath is eliminated whereas the non-Gaussian part of the path integral is treated using the generating functional for the electronic trajectories. The dynamics of a Gaussian wave packet is analyzed along a one-dimensional reaction coordinate within a perturbative treatment for a small coordinate shift between the potential energy surfaces

The imaginary-time path integral and non-time-reversal-invariant saddle points of the Euclidean action

International Nuclear Information System (INIS)

Dasgupta, I.

1998-01-01

We discuss new bounce-like (but non-time-reversal-invariant) solutions to Euclidean equations of motion, which we dub boomerons. In the Euclidean path integral approach to quantum theories, boomerons make an imaginary contribution to the vacuum energy. The fake vacuum instability can be removed by cancelling boomeron contributions against contributions from time reversed boomerons (anti-boomerons). The cancellation rests on a sign choice whose significance is not completely understood in the path integral method. (orig.)

Path integration of head direction: updating a packet of neural activity at the correct speed using neuronal time constants.

Science.gov (United States)

Walters, D M; Stringer, S M

2010-07-01

A key question in understanding the neural basis of path integration is how individual, spatially responsive, neurons may self-organize into networks that can, through learning, integrate velocity signals to update a continuous representation of location within an environment. It is of vital importance that this internal representation of position is updated at the correct speed, and in real time, to accurately reflect the motion of the animal. In this article, we present a biologically plausible model of velocity path integration of head direction that can solve this problem using neuronal time constants to effect natural time delays, over which associations can be learned through associative Hebbian learning rules. The model comprises a linked continuous attractor network and competitive network. In simulation, we show that the same model is able to learn two different speeds of rotation when implemented with two different values for the time constant, and without the need to alter any other model parameters. The proposed model could be extended to path integration of place in the environment, and path integration of spatial view.

Stochastic Still Water Response Model

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2002-01-01

In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...

Mixed time slicing in path integral simulations

International Nuclear Information System (INIS)

Steele, Ryan P.; Zwickl, Jill; Shushkov, Philip; Tully, John C.

2011-01-01

A simple and efficient scheme is presented for using different time slices for different degrees of freedom in path integral calculations. This method bridges the gap between full quantization and the standard mixed quantum-classical (MQC) scheme and, therefore, still provides quantum mechanical effects in the less-quantized variables. Underlying the algorithm is the notion that time slices (beads) may be 'collapsed' in a manner that preserves quantization in the less quantum mechanical degrees of freedom. The method is shown to be analogous to multiple-time step integration techniques in classical molecular dynamics. The algorithm and its associated error are demonstrated on model systems containing coupled high- and low-frequency modes; results indicate that convergence of quantum mechanical observables can be achieved with disparate bead numbers in the different modes. Cost estimates indicate that this procedure, much like the MQC method, is most efficient for only a relatively few quantum mechanical degrees of freedom, such as proton transfer. In this regime, however, the cost of a fully quantum mechanical simulation is determined by the quantization of the least quantum mechanical degrees of freedom.

Stochastic Models for Laser Propagation in Atmospheric Turbulence.

Science.gov (United States)

Leland, Robert Patton

In this dissertation, stochastic models for laser propagation in atmospheric turbulence are considered. A review of the existing literature on laser propagation in the atmosphere and white noise theory is presented, with a view toward relating the white noise integral and Ito integral approaches. The laser beam intensity is considered as the solution to a random Schroedinger equation, or forward scattering equation. This model is formulated in a Hilbert space context as an abstract bilinear system with a multiplicative white noise input, as in the literature. The model is also modeled in the Banach space of Fresnel class functions to allow the plane wave case and the application of path integrals. Approximate solutions to the Schroedinger equation of the Trotter-Kato product form are shown to converge for each white noise sample path. The product forms are shown to be physical random variables, allowing an Ito integral representation. The corresponding Ito integrals are shown to converge in mean square, providing a white noise basis for the Stratonovich correction term associated with this equation. Product form solutions for Ornstein -Uhlenbeck process inputs were shown to converge in mean square as the input bandwidth was expanded. A digital simulation of laser propagation in strong turbulence was used to study properties of the beam. Empirical distributions for the irradiance function were estimated from simulated data, and the log-normal and Rice-Nakagami distributions predicted by the classical perturbation methods were seen to be inadequate. A gamma distribution fit the simulated irradiance distribution well in the vicinity of the boresight. Statistics of the beam were seen to converge rapidly as the bandwidth of an Ornstein-Uhlenbeck process was expanded to its white noise limit. Individual trajectories of the beam were presented to illustrate the distortion and bending of the beam due to turbulence. Feynman path integrals were used to calculate an

Path Integral Treatment of Proton Transport Processes in BaZrO3

DEFF Research Database (Denmark)

Zhang, Qianfan; Wahnstrom, Goran; Björketun, Mårten

2008-01-01

Nuclear quantum effects on proton transfer and reorientation in BaZrO3 is investigated theoretically using the ab initio path-integral molecular-dynamics simulation technique. The result demonstrates that adding quantum fluctuations has a large effect on, in particular, the transfer barrier...

A quantum generalization of intrinsic reaction coordinate using path integral centroid coordinates

International Nuclear Information System (INIS)

Shiga, Motoyuki; Fujisaki, Hiroshi

2012-01-01

We propose a generalization of the intrinsic reaction coordinate (IRC) for quantum many-body systems described in terms of the mass-weighted ring polymer centroids in the imaginary-time path integral theory. This novel kind of reaction coordinate, which may be called the ''centroid IRC,'' corresponds to the minimum free energy path connecting reactant and product states with a least amount of reversible work applied to the center of masses of the quantum nuclei, i.e., the centroids. We provide a numerical procedure to obtain the centroid IRC based on first principles by combining ab initio path integral simulation with the string method. This approach is applied to NH 3 molecule and N 2 H 5 - ion as well as their deuterated isotopomers to study the importance of nuclear quantum effects in the intramolecular and intermolecular proton transfer reactions. We find that, in the intramolecular proton transfer (inversion) of NH 3 , the free energy barrier for the centroid variables decreases with an amount of about 20% compared to the classical one at the room temperature. In the intermolecular proton transfer of N 2 H 5 - , the centroid IRC is largely deviated from the ''classical'' IRC, and the free energy barrier is reduced by the quantum effects even more drastically.

Integrated multiperiod power generation and transmission expansion planning with sustainability aspects in a stochastic environment

International Nuclear Information System (INIS)

Seddighi, Amir Hossein; Ahmadi-Javid, Amir

2015-01-01

This paper presents a multistage stochastic programming model to address sustainable power generation and transmission expansion planning. The model incorporates uncertainties about future electricity demand, fuel prices, greenhouse gas emissions, as well as possible disruptions to which the power system is subject. A number of sustainability regulations and policies are considered to establish a framework for the social responsibility of the power system. The proposed model is applied to a real-world case, and several sensitivity analyses are carried out to provide managerial insights into different aspects of the model. The results emphasize the important role played by sustainability policies on the configuration of the power grid. - Highlights: • This paper considers integrated power generation and transmission expansion planning. • Sustainability aspects are incorporated into a multiperiod stochastic setting. • A stochastic mathematical programming model is developed to address the problem. • The model is applied to a real-world case and numerical studies are carried out

Assessing flow paths in a karst aquifer based on multiple dye tracing tests using stochastic simulation and the MODFLOW-CFP code

Science.gov (United States)

Assari, Amin; Mohammadi, Zargham

2017-09-01

Karst systems show high spatial variability of hydraulic parameters over small distances and this makes their modeling a difficult task with several uncertainties. Interconnections of fractures have a major role on the transport of groundwater, but many of the stochastic methods in use do not have the capability to reproduce these complex structures. A methodology is presented for the quantification of tortuosity using the single normal equation simulation (SNESIM) algorithm and a groundwater flow model. A training image was produced based on the statistical parameters of fractures and then used in the simulation process. The SNESIM algorithm was used to generate 75 realizations of the four classes of fractures in a karst aquifer in Iran. The results from six dye tracing tests were used to assign hydraulic conductivity values to each class of fractures. In the next step, the MODFLOW-CFP and MODPATH codes were consecutively implemented to compute the groundwater flow paths. The 9,000 flow paths obtained from the MODPATH code were further analyzed to calculate the tortuosity factor. Finally, the hydraulic conductivity values calculated from the dye tracing experiments were refined using the actual flow paths of groundwater. The key outcomes of this research are: (1) a methodology for the quantification of tortuosity; (2) hydraulic conductivities, that are incorrectly estimated (biased low) with empirical equations that assume Darcian (laminar) flow with parallel rather than tortuous streamlines; and (3) an understanding of the scale-dependence and non-normal distributions of tortuosity.

Path integrals and pseudoclassical description for spinning particles in arbitrary dimensions

Energy Technology Data Exchange (ETDEWEB)

Gitman, D.M. [Sao Paulo Univ. (Brazil). Inst. de Fisica

1997-03-17

The propagator of a spinning particle in an external Abelian field and in arbitrary dimensions is presented by means of a path integral. The problem has distinct solutions in even and odd dimensions. In even dimensions the representation is just a generalization of the one in four dimensions (which is already known). In this case the gauge invariant part of the effective action in the path integral has the form of the standard (Berezin-Marinov) pseudoclassical action. In odd dimensions the solution is presented for the first time and, in particular, it turns out that the gauge invariant part of the effective action differs from the standard one. We propose this new action as a candidate to describe spinning particles in odd dimensions. Studying the Hamiltonization of the pseudoclassical theory with the new action we show that the operator quantization leads to an adequate minimal quantum theory of spinning particles in odd dimensions. Finally the consideration is generalized for the case of a particle with an anomalous magnetic moment. (orig.).

Path integral approach for electron transport in disturbed magnetic field lines

Energy Technology Data Exchange (ETDEWEB)

Kanno, Ryutaro; Nakajima, Noriyoshi; Takamaru, Hisanori

2002-05-01

A path integral method is developed to investigate statistical property of an electron transport described as a Langevin equation in a statically disturbed magnetic field line structure; especially a transition probability of electrons strongly tied to field lines is considered. The path integral method has advantages that 1) it does not include intrinsically a growing numerical error of an orbit, which is caused by evolution of the Langevin equation under a finite calculation accuracy in a chaotic field line structure, and 2) it gives a method of understanding the qualitative content of the Langevin equation and assists to expect statistical property of the transport. Monte Carlo calculations of the electron distributions under both effects of chaotic field lines and collisions are demonstrated to comprehend above advantages through some examples. The mathematical techniques are useful to study statistical properties of various phenomena described as Langevin equations in general. By using parallel generators of random numbers, the Monte Carlo scheme to calculate a transition probability can be suitable for a parallel computation. (author)

Constant external fields in gauge theory and the spin 0, 1/2, 1 path integrals

International Nuclear Information System (INIS)

Reuter, M.; Schmidt, M.G.

1996-10-01

We investigate the usefulness of the ''string-inspired technique'' for gauge theory calculations in a constant external field background. Our approach is based on Strassler's worldline path integral approach to the Bern-Kosower formalism, and on the construction of worldline (super-) Green's functions incorporating external fields as well as internal propagators. The worldline path integral representation of the gluon loop is reexamined in detail. We calculate the two-loop effective actions induced for a constant external field by a scalar and spinor loop, and the corresponding one-loop effective action in the gluon loop case. (orig.)

High-order Path Integral Monte Carlo methods for solving strongly correlated fermion problems

Science.gov (United States)

Chin, Siu A.

2015-03-01

In solving for the ground state of a strongly correlated many-fermion system, the conventional second-order Path Integral Monte Carlo method is plagued with the sign problem. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the square of the ground state wave function at large imaginary time. In this work, I show that optimized fourth-order Path Integral Monte Carlo methods, which uses no more than 5 free-fermion propagators, in conjunction with the use of the Hamiltonian energy estimator, can yield accurate ground state energies for quantum dots with up to 20 polarized electrons. The correlations are directly built-in and no explicit wave functions are needed. This work is supported by the Qatar National Research Fund NPRP GRANT #5-674-1-114.

Path integral measure and the fermion-boson equivalence in the Schwinger model

International Nuclear Information System (INIS)

Maiella, G.

1980-02-01

I perform a change of field variables in the Schwinger model using the non-invariance of path integral measure under γ 5 transformations. The known equivalence of the model with a bosonic field theory and the Kogut-Susskind dipole mechanism is then derived. (author)

An estimator for the relative entropy rate of path measures for stochastic differential equations

Energy Technology Data Exchange (ETDEWEB)

Opper, Manfred, E-mail: manfred.opper@tu-berlin.de

2017-02-01

We address the problem of estimating the relative entropy rate (RER) for two stochastic processes described by stochastic differential equations. For the case where the drift of one process is known analytically, but one has only observations from the second process, we use a variational bound on the RER to construct an estimator.

Path-integral and Ornstein-Zernike study of quantum fluid structures on the crystallization line

International Nuclear Information System (INIS)

Sesé, Luis M.

2016-01-01

Liquid neon, liquid para-hydrogen, and the quantum hard-sphere fluid are studied with path integral Monte Carlo simulations and the Ornstein-Zernike pair equation on their respective crystallization lines. The results cover the whole sets of structures in the r-space and the k-space and, for completeness, the internal energies, pressures and isothermal compressibilities. Comparison with experiment is made wherever possible, and the possibilities of establishing k-space criteria for quantum crystallization based on the path-integral centroids are discussed. In this regard, the results show that the centroid structure factor contains two significant parameters related to its main peak features (amplitude and shape) that can be useful to characterize freezing.

Path-integral and Ornstein-Zernike study of quantum fluid structures on the crystallization line

Energy Technology Data Exchange (ETDEWEB)

Sesé, Luis M., E-mail: msese@ccia.uned.es [Departamento de Ciencias y Técnicas Fisicoquímicas, Universidad Nacional de Educación a Distancia, Paseo Senda del Rey 9, 28040 Madrid (Spain)

2016-03-07

Liquid neon, liquid para-hydrogen, and the quantum hard-sphere fluid are studied with path integral Monte Carlo simulations and the Ornstein-Zernike pair equation on their respective crystallization lines. The results cover the whole sets of structures in the r-space and the k-space and, for completeness, the internal energies, pressures and isothermal compressibilities. Comparison with experiment is made wherever possible, and the possibilities of establishing k-space criteria for quantum crystallization based on the path-integral centroids are discussed. In this regard, the results show that the centroid structure factor contains two significant parameters related to its main peak features (amplitude and shape) that can be useful to characterize freezing.

Electrical crosstalk in integrated Mach-Zehnder modulators caused by a shared ground path

NARCIS (Netherlands)

Yao, W.; Gilardi, G.; Smit, M.K.; Wale, M.J.

2015-01-01

We show that the majority of electrical crosstalk between integrated Mach-Zehnder modulators can be caused by a shared ground path and demonstrate that in its absence crosstalk and related transmission penalty is greatly reduced.

Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions

Energy Technology Data Exchange (ETDEWEB)

Butko, Yana A., E-mail: yanabutko@yandex.ru, E-mail: kinderknecht@math.uni-sb.de [Bauman Moscow State Technical University, 2nd Baumanskaya street, 5, Moscow 105005, Russia and University of Saarland, Postfach 151150, D-66041 Saarbrücken (Germany); Grothaus, Martin, E-mail: grothaus@mathematik.uni-kl.de [University of Kaiserslautern, 67653 Kaiserslautern (Germany); Smolyanov, Oleg G., E-mail: Smolyanov@yandex.ru [Lomonosov Moscow State University, Vorob’evy gory 1, Moscow 119992 (Russian Federation)

2016-02-15

Evolution semigroups generated by pseudo-differential operators are considered. These operators are obtained by different (parameterized by a number τ) procedures of quantization from a certain class of functions (or symbols) defined on the phase space. This class contains Hamilton functions of particles with variable mass in magnetic and potential fields and more general symbols given by the Lévy-Khintchine formula. The considered semigroups are represented as limits of n-fold iterated integrals when n tends to infinity. Such representations are called Feynman formulae. Some of these representations are constructed with the help of another pseudo-differential operator, obtained by the same procedure of quantization; such representations are called Hamiltonian Feynman formulae. Some representations are based on integral operators with elementary kernels; these are called Lagrangian Feynman formulae. Langrangian Feynman formulae provide approximations of evolution semigroups, suitable for direct computations and numerical modeling of the corresponding dynamics. Hamiltonian Feynman formulae allow to represent the considered semigroups by means of Feynman path integrals. In the article, a family of phase space Feynman pseudomeasures corresponding to different procedures of quantization is introduced. The considered evolution semigroups are represented as phase space Feynman path integrals with respect to these Feynman pseudomeasures, i.e., different quantizations correspond to Feynman path integrals with the same integrand but with respect to different pseudomeasures. This answers Berezin’s problem of distinguishing a procedure of quantization on the language of Feynman path integrals. Moreover, the obtained Lagrangian Feynman formulae allow also to calculate these phase space Feynman path integrals and to connect them with some functional integrals with respect to probability measures.

Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions

International Nuclear Information System (INIS)

Butko, Yana A.; Grothaus, Martin; Smolyanov, Oleg G.

2016-01-01

Evolution semigroups generated by pseudo-differential operators are considered. These operators are obtained by different (parameterized by a number τ) procedures of quantization from a certain class of functions (or symbols) defined on the phase space. This class contains Hamilton functions of particles with variable mass in magnetic and potential fields and more general symbols given by the Lévy-Khintchine formula. The considered semigroups are represented as limits of n-fold iterated integrals when n tends to infinity. Such representations are called Feynman formulae. Some of these representations are constructed with the help of another pseudo-differential operator, obtained by the same procedure of quantization; such representations are called Hamiltonian Feynman formulae. Some representations are based on integral operators with elementary kernels; these are called Lagrangian Feynman formulae. Langrangian Feynman formulae provide approximations of evolution semigroups, suitable for direct computations and numerical modeling of the corresponding dynamics. Hamiltonian Feynman formulae allow to represent the considered semigroups by means of Feynman path integrals. In the article, a family of phase space Feynman pseudomeasures corresponding to different procedures of quantization is introduced. The considered evolution semigroups are represented as phase space Feynman path integrals with respect to these Feynman pseudomeasures, i.e., different quantizations correspond to Feynman path integrals with the same integrand but with respect to different pseudomeasures. This answers Berezin’s problem of distinguishing a procedure of quantization on the language of Feynman path integrals. Moreover, the obtained Lagrangian Feynman formulae allow also to calculate these phase space Feynman path integrals and to connect them with some functional integrals with respect to probability measures

Geometro-stochastic quantization of gauge fields in curved space-time

International Nuclear Information System (INIS)

Prugovecki, E.

1988-01-01

It is shown that the geometro-stochastic method of quantization of massive fields in curved space-time can be extended to the massless cases of electromagnetic fields and general Yang-Mills fields. The Fock fibres of the massive case are replaced in the present context by fibres with indefinite inner products, such as Gupta-Bleuler fibres in the electromagnetic case. The quantum space-time form factor used in the massive case gives rise in the present case to quantum gauge frames whose elements are generalized coherent states corresponding to pseudounitary spin-one representations of direct products of the Poincare group with the U(1), SU(N) or other internal gauge groups. Quantum connections are introduced on bundles of second-quantized frames, and the corresponding parallel transport is expressed in terms of path integrals for quantum frame propagators. In the Yang-Mills case, these path integral make use of Faddeev-Popov quantum frames. It is shown, however, that in the present framework the ghost fields that give rise to these frames possess a geometric interpretation related to the presence of a super-gauge group that, in addition to the external Poincare and Yang-Mills gauge degrees of freedom, involves also the internal ones related to choices of gauge bases within the quantum fibres

Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

DEFF Research Database (Denmark)

Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

2010-01-01

This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

Long-time correlations in the stochastic regime

International Nuclear Information System (INIS)

Karney, C.F.F.

1982-11-01

The phase space for Hamiltonians of two degrees of freedom is usually divided into stochastic and integrable components. Even when well into the stochastic regime, integrable orbits may surround small stable regions or islands. The effect of these islands on the correlation function for the stochastic trajectories is examined. Depending on the value of the parameter describing the rotation number for the elliptic fixed point at the center of the island, the long-time correlation function may decay as t -5 or exponentially, but more commonly it decays much more slowly (roughly as t -1 ). As a consequence these small islands may have a profound effect on the properties such as the diffusion coefficient, of the stochastic orbits

Backward stochastic differential equations from linear to fully nonlinear theory

CERN Document Server

Zhang, Jianfeng

2017-01-01

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.

Transport coefficients for deeply inelastic scattering from the Feynman path integral method

International Nuclear Information System (INIS)

Brink, D.M.; Neto, J.; Weidenmueller, H.A.

1979-01-01

Friction and diffusion coefficients can be derived simply by combining statistical arguments with the Feynman path integral method. A transport equation for Feynman's influence functional is obtained, and transport coefficients are deduced from it. The expressions are discussed in the limits of weak, and of strong coupling. (Auth.)

Symplectic Integrators to Stochastic Hamiltonian Dynamical Systems Derived from Composition Methods

Directory of Open Access Journals (Sweden)

Tetsuya Misawa

2010-01-01

Full Text Available “Symplectic” schemes for stochastic Hamiltonian dynamical systems are formulated through “composition methods (or operator splitting methods” proposed by Misawa (2001. In the proposed methods, a symplectic map, which is given by the solution of a stochastic Hamiltonian system, is approximated by composition of the stochastic flows derived from simpler Hamiltonian vector fields. The global error orders of the numerical schemes derived from the stochastic composition methods are provided. To examine the superiority of the new schemes, some illustrative numerical simulations on the basis of the proposed schemes are carried out for a stochastic harmonic oscillator system.

Moment Lyapunov Exponent and Stochastic Stability of Binary Airfoil under Combined Harmonic and Non-Gaussian Colored Noise Excitations

Science.gov (United States)

Hu, D. L.; Liu, X. B.

Both periodic loading and random forces commonly co-exist in real engineering applications. However, the dynamic behavior, especially dynamic stability of systems under parametric periodic and random excitations has been reported little in the literature. In this study, the moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non-Gaussian colored noise excitations are investigated. The noise is simplified to an Ornstein-Uhlenbeck process by applying the path-integral method. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, the effects of the noise and parametric resonance (such as subharmonic resonance and combination additive resonance) on the stochastic stability of the binary airfoil system are discussed.

Quantum mechanical path integrals with Wiener measures for all polynomial Hamiltonians

International Nuclear Information System (INIS)

Klauder, J.R.; Daubechies, I.

We construct arbitrary matrix elements of the quantum evolution operator for a wide class of self-adjoint canonical Hamiltonians, including those which are polynomial in the Heisenberg operators, as the limit of well-defined path integrals involving Wiener measure on phase space, as a diffusion constant diverges. A related construction achieves a similar result for an arbitrary spin Hamiltonian. (orig.)

Path integral for Dirac particle in plane wave field

International Nuclear Information System (INIS)

Zeggari, S.; Boudjedaa, T.; Chetouani, L.

2001-01-01

The problem of a relativistic spinning particle in interaction with an electromagnetic plane wave field is treated via path integrals. The dynamics of the spin of the particle is described using the supersymmetric action proposed by Fradkin and Gitman. The problem has been solved by using two identities, one bosonic and the other fermionic, which are related directly to the classical equations of motion. The exact expression of the relative Green's function is given and the result agrees with those of the literature. Further, the suitably normalized wave functions are also extracted. (orig.)

Path integral for Dirac particle in plane wave field

Energy Technology Data Exchange (ETDEWEB)

Zeggari, S.; Boudjedaa, T.; Chetouani, L. [Mentouri Univ., Constantine (Algeria). Dept. of Physique

2001-10-01

The problem of a relativistic spinning particle in interaction with an electromagnetic plane wave field is treated via path integrals. The dynamics of the spin of the particle is described using the supersymmetric action proposed by Fradkin and Gitman. The problem has been solved by using two identities, one bosonic and the other fermionic, which are related directly to the classical equations of motion. The exact expression of the relative Green's function is given and the result agrees with those of the literature. Further, the suitably normalized wave functions are also extracted. (orig.)

Connection between Fourier coefficient and Discretized Cartesian path integration

International Nuclear Information System (INIS)

Coalson, R.D.

1986-01-01

The relationship between so-called Discretized and Fourier coefficient formulations of Cartesian path integration is examined. In particular, an intimate connection between the two is established by rewriting the Discretized formulation in a manifestly Fourier-like way. This leads to improved understanding of both the limit behavior and the convergence properties of computational prescriptions based on the two formalisms. The performance of various prescriptions is compared with regard to calculation of on-diagonal statistical density matrix elements for a number of prototypical 1-d potentials. A consistent convergence order among these prescriptions is established

Path integral approach to multidimensional quantum tunnelling

International Nuclear Information System (INIS)

Balantekin, A.B.; Takigawa, N.

1985-01-01

Path integral formulation of the coupled channel problem in the case of multidimensional quantum tunneling is presented and two-time influence functionals are introduced. The two-time influence functionals are calculated explicitly for the three simplest cases: Harmonic oscillators linearly or quadratically coupled to the translational motion and a system with finite number of equidistant energy levels linearly coupled to the translational motion. The effects of these couplings on the transmission probability are studied for two limiting cases, adiabatic case and when the internal system has a degenerate energy spectrum. The condition for the transmission probability to show a resonant structure is discussed and exemplified. Finally, the properties of the dissipation factor in the adiabatic limit and its correlation with the friction coefficient in the classically accessible region are studied

Path integration guided with a quality map for shape reconstruction in the fringe reflection technique

Science.gov (United States)

Jing, Xiaoli; Cheng, Haobo; Wen, Yongfu

2018-04-01

A new local integration algorithm called quality map path integration (QMPI) is reported for shape reconstruction in the fringe reflection technique. A quality map is proposed to evaluate the quality of gradient data locally, and functions as a guideline for the integrated path. The presented method can be employed in wavefront estimation from its slopes over the general shaped surface with slope noise equivalent to that in practical measurements. Moreover, QMPI is much better at handling the slope data with local noise, which may be caused by the irregular shapes of the surface under test. The performance of QMPI is discussed by simulations and experiment. It is shown that QMPI not only improves the accuracy of local integration, but can also be easily implemented with no iteration compared to Southwell zonal reconstruction (SZR). From an engineering point-of-view, the proposed method may also provide an efficient and stable approach for different shapes with high-precise demand.

Blip decomposition of the path integral: exponential acceleration of real-time calculations on quantum dissipative systems.

Science.gov (United States)

Makri, Nancy

2014-10-07

The real-time path integral representation of the reduced density matrix for a discrete system in contact with a dissipative medium is rewritten in terms of the number of blips, i.e., elementary time intervals over which the forward and backward paths are not identical. For a given set of blips, it is shown that the path sum with respect to the coordinates of all remaining time points is isomorphic to that for the wavefunction of a system subject to an external driving term and thus can be summed by an inexpensive iterative procedure. This exact decomposition reduces the number of terms by a factor that increases exponentially with propagation time. Further, under conditions (moderately high temperature and/or dissipation strength) that lead primarily to incoherent dynamics, the "fully incoherent limit" zero-blip term of the series provides a reasonable approximation to the dynamics, and the blip series converges rapidly to the exact result. Retention of only the blips required for satisfactory convergence leads to speedup of full-memory path integral calculations by many orders of magnitude.

Path integral representation of Lorentzian spinfoam model, asymptotics and simplicial geometries

International Nuclear Information System (INIS)

Han, Muxin; Krajewski, Thomas

2014-01-01

A new path integral representation of Lorentzian Engle–Pereira–Rovelli–Livine spinfoam model is derived by employing the theory of unitary representation of SL(2,C). The path integral representation is taken as a starting point of semiclassical analysis. The relation between the spinfoam model and classical simplicial geometry is studied via the large-spin asymptotic expansion of the spinfoam amplitude with all spins uniformly large. More precisely, in the large-spin regime, there is an equivalence between the spinfoam critical configuration (with certain nondegeneracy assumption) and a classical Lorentzian simplicial geometry. Such an equivalence relation allows us to classify the spinfoam critical configurations by their geometrical interpretations, via two types of solution-generating maps. The equivalence between spinfoam critical configuration and simplical geometry also allows us to define the notion of globally oriented and time-oriented spinfoam critical configuration. It is shown that only at the globally oriented and time-oriented spinfoam critical configuration, the leading-order contribution of spinfoam large-spin asymptotics gives precisely an exponential of Lorentzian Regge action of General Relativity. At all other (unphysical) critical configurations, spinfoam large-spin asymptotics modifies the Regge action at the leading-order approximation. (paper)

Stochastic simulation and robust design optimization of integrated photonic filters

Directory of Open Access Journals (Sweden)

Weng Tsui-Wei

2016-07-01

Full Text Available Manufacturing variations are becoming an unavoidable issue in modern fabrication processes; therefore, it is crucial to be able to include stochastic uncertainties in the design phase. In this paper, integrated photonic coupled ring resonator filters are considered as an example of significant interest. The sparsity structure in photonic circuits is exploited to construct a sparse combined generalized polynomial chaos model, which is then used to analyze related statistics and perform robust design optimization. Simulation results show that the optimized circuits are more robust to fabrication process variations and achieve a reduction of 11%–35% in the mean square errors of the 3 dB bandwidth compared to unoptimized nominal designs.

Explaining Technology Integration in K-12 Classrooms: A Multilevel Path Analysis Model

Science.gov (United States)

Liu, Feng; Ritzhaupt, Albert D.; Dawson, Kara; Barron, Ann E.

2017-01-01

The purpose of this research was to design and test a model of classroom technology integration in the context of K-12 schools. The proposed multilevel path analysis model includes teacher, contextual, and school related variables on a teacher's use of technology and confidence and comfort using technology as mediators of classroom technology…

Some comments on rigorous quantum field path integrals in the analytical regularization scheme

Energy Technology Data Exchange (ETDEWEB)

Botelho, Luiz C.L. [Universidade Federal Fluminense (UFF), Niteroi, RJ (Brazil). Dept. de Matematica Aplicada]. E-mail: botelho.luiz@superig.com.br

2008-07-01

Through the systematic use of the Minlos theorem on the support of cylindrical measures on R{sup {infinity}}, we produce several mathematically rigorous path integrals in interacting euclidean quantum fields with Gaussian free measures defined by generalized powers of the Laplacian operator. (author)

Some comments on rigorous quantum field path integrals in the analytical regularization scheme

International Nuclear Information System (INIS)

Botelho, Luiz C.L.

2008-01-01

Through the systematic use of the Minlos theorem on the support of cylindrical measures on R ∞ , we produce several mathematically rigorous path integrals in interacting euclidean quantum fields with Gaussian free measures defined by generalized powers of the Laplacian operator. (author)

Time evolution of one-dimensional gapless models from a domain wall initial state: stochastic Loewner evolution continued?

International Nuclear Information System (INIS)

Calabrese, Pasquale; Hagendorf, Christian; Doussal, Pierre Le

2008-01-01

We study the time evolution of quantum one-dimensional gapless systems evolving from initial states with a domain wall. We generalize the path integral imaginary time approach that together with boundary conformal field theory allows us to derive the time and space dependence of general correlation functions. The latter are explicitly obtained for the Ising universality class, and the typical behavior of one- and two-point functions is derived for the general case. Possible connections with the stochastic Loewner evolution are discussed and explicit results for one-point time dependent averages are obtained for generic κ for boundary conditions corresponding to stochastic Loewner evolution. We use this set of results to predict the time evolution of the entanglement entropy and obtain the universal constant shift due to the presence of a domain wall in the initial state

Stochastic stability of four-wheel-steering system

International Nuclear Information System (INIS)

Huang Dongwei; Wang Hongli; Zhu Zhiwen; Feng Zhang

2007-01-01

A four-wheel-steering system subjected to white noise excitations was reduced to a two-degree-of-freedom quasi-non-integrable-Hamiltonian system. Subsequently we obtained an one-dimensional Ito stochastic differential equation for the averaged Hamiltonian of the system by using the stochastic averaging method for quasi-non-integrable-Hamiltonian systems. Thus, the stochastic stability of four-wheel-steering system was analyzed by analyzing the sample behaviors of the averaged Hamiltonian at the boundary H = 0 and calculating its Lyapunov exponent. An example given at the end demonstrated that the conclusion obtained is of considerable significance

The role of spatial memory and frames of reference in the precision of angular path integration.

Science.gov (United States)

Arthur, Joeanna C; Philbeck, John W; Kleene, Nicholas J; Chichka, David

2012-09-01

Angular path integration refers to the ability to maintain an estimate of self-location after a rotational displacement by integrating internally-generated (idiothetic) self-motion signals over time. Previous work has found that non-sensory inputs, namely spatial memory, can play a powerful role in angular path integration (Arthur et al., 2007, 2009). Here we investigated the conditions under which spatial memory facilitates angular path integration. We hypothesized that the benefit of spatial memory is particularly likely in spatial updating tasks in which one's self-location estimate is referenced to external space. To test this idea, we administered passive, non-visual body rotations (ranging 40°-140°) about the yaw axis and asked participants to use verbal reports or open-loop manual pointing to indicate the magnitude of the rotation. Prior to some trials, previews of the surrounding environment were given. We found that when participants adopted an egocentric frame of reference, the previously-observed benefit of previews on within-subject response precision was not manifested, regardless of whether remembered spatial frameworks were derived from vision or spatial language. We conclude that the powerful effect of spatial memory is dependent on one's frame of reference during self-motion updating. Copyright © 2012 Elsevier B.V. All rights reserved.

A stochastic model for the financial market with discontinuous prices

Directory of Open Access Journals (Sweden)

Leda D. Minkova

1996-01-01

Full Text Available This paper models some situations occurring in the financial market. The asset prices evolve according to a stochastic integral equation driven by a Gaussian martingale. A portfolio process is constrained in such a way that the wealth process covers some obligation. A solution to a linear stochastic integral equation is obtained in a class of cadlag stochastic processes.

Path integrals in quantum physics. Lectures given at ETH Zurich during summer semester 1997; Pfadintegrale in der Quantenphysik. Vorlesung im Sommersemester 1997 an der ETH Zuerich

Energy Technology Data Exchange (ETDEWEB)

Rosenfelder, R. [Paul Scherrer Inst. (PSI), Villigen (Switzerland)

1997-12-01

This lectures aim at giving graduate students an introduction to a working knowledge of path integral methods in a wide variety of fields in physics. Consequently, the the lecture notes are organized in three main parts dealing with non-relativistic quantum mechanics, many-body physics and field theory. In the first part the basic concepts of path integrals are developed in the usual heuristic, non-mathematical way followed by the standard examples of quadratic Lagrangians for which the path integrals can be solved exactly. Applications include semi-classical expansions, scattering problems and the representation of Green functions as path integrals. In the last chapter of this part it is shown how (euclidean) path integrals can be treated numerically by Monte-Carlo methods with a program for the anharmonic oscillator as an explicit example. The second part deals with the application of path integrals in statistical mechanics and many-body problems. Various chapters treat the partition functions, the polaron problem as a non-relativistic field theory and path integrals over ordinary and Grassmannian coherent states. Perturbation theory and the diagrammatic rules are derived in an unified way for both bosons and fermions and illustrated by simple examples. Finally, in the third part path integrals in relativistic quantum field theory are discussed. Standard topics like the generating functional for Green functions, perturbative expansions, effective actions and quantization of gauge theories are treated. Some special applications (the wordline formalism and spin in relativistic path integrals, the derivation of anomalies by path integral methods) are contained in additional chapters. The last section tries to give a simple introduction into lattice (gauge) field theory including a numerical example which can be run on a PC. The set of problems which accompanied the lectures is also included in the present notes. (author) 15 figs., refs.

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan

2016-11-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.

2016-01-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

On the use of stochastic approximation Monte Carlo for Monte Carlo integration

KAUST Repository

Liang, Faming

2009-03-01

The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration via a dynamically weighted estimator by calling some results from the literature of nonhomogeneous Markov chains. Our numerical results indicate that SAMC can yield significant savings over conventional Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, for the problems for which the energy landscape is rugged. © 2008 Elsevier B.V. All rights reserved.

Stochastic models for atmospheric dispersion

DEFF Research Database (Denmark)

Ditlevsen, Ove Dalager

2003-01-01

Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... velocity distributions that depend on height above the ground both with respect to standard deviation and skewness are substituted into the stationary Fokker/Planck equation. The particle position distribution is taken to be uniform *the well/mixed condition( and also a given dispersion coefficient...

Semiclassical Path Integral Calculation of Nonlinear Optical Spectroscopy.

Science.gov (United States)

Provazza, Justin; Segatta, Francesco; Garavelli, Marco; Coker, David F

2018-02-13

Computation of nonlinear optical response functions allows for an in-depth connection between theory and experiment. Experimentally recorded spectra provide a high density of information, but to objectively disentangle overlapping signals and to reach a detailed and reliable understanding of the system dynamics, measurements must be integrated with theoretical approaches. Here, we present a new, highly accurate and efficient trajectory-based semiclassical path integral method for computing higher order nonlinear optical response functions for non-Markovian open quantum systems. The approach is, in principle, applicable to general Hamiltonians and does not require any restrictions on the form of the intrasystem or system-bath couplings. This method is systematically improvable and is shown to be valid in parameter regimes where perturbation theory-based methods qualitatively breakdown. As a test of the methodology presented here, we study a system-bath model for a coupled dimer for which we compare against numerically exact results and standard approximate perturbation theory-based calculations. Additionally, we study a monomer with discrete vibronic states that serves as the starting point for future investigation of vibronic signatures in nonlinear electronic spectroscopy.

Real-space path integration is impaired in Alzheimer’s disease and mild cognitive impairment

Czech Academy of Sciences Publication Activity Database

Mokrišová, I.; Laczó, J.; Andel, R.; Gažová, I.; Vyhnálek, M.; Nedělská, Z.; Levčík, David; Cerman, J.; Vlček, Kamil; Hort, J.

2016-01-01

Roč. 307, Jul 1 (2016), s. 150-158 ISSN 0166-4328 Institutional support: RVO:67985823 Keywords : Alzheimer disease * mild cognitive impairment * spatial navigation * hippocampus * path integration Subject RIV: FH - Neurology Impact factor: 3.002, year: 2016

A stochastic framework for the grid integration of wind power using flexible load approach

International Nuclear Information System (INIS)

Heydarian-Forushani, E.; Moghaddam, M.P.; Sheikh-El-Eslami, M.K.; Shafie-khah, M.; Catalão, J.P.S.

2014-01-01

Highlights: • This paper focuses on the potential of Demand Response Programs (DRPs) to contribute to flexibility. • A stochastic network constrained unit commitment associated with DR is presented. • DR participation levels and electricity tariffs are evaluated on providing a flexible load profile. • Novel quantitative indices for evaluating flexibility are defined to assess the success of DRPs. • DR types and customer participation levels are the main factors to modify the system load profile. - Abstract: Wind power integration has always been a key research area due to the green future power system target. However, the intermittent nature of wind power may impose some technical and economic challenges to Independent System Operators (ISOs) and increase the need for additional flexibility. Motivated by this need, this paper focuses on the potential of Demand Response Programs (DRPs) as an option to contribute to the flexible operation of power systems. On this basis, in order to consider the uncertain nature of wind power and the reality of electricity market, a Stochastic Network Constrained Unit Commitment associated with DR (SNCUCDR) is presented to schedule both generation units and responsive loads in power systems with high penetration of wind power. Afterwards, the effects of both price-based and incentive-based DRPs are evaluated, as well as DR participation levels and electricity tariffs on providing a flexible load profile and facilitating grid integration of wind power. For this reason, novel quantitative indices for evaluating flexibility are defined to assess the success of DRPs in terms of wind integration. Sensitivity studies indicate that DR types and customer participation levels are the main factors to modify the system load profile to support wind power integration

Two-scale large deviations for chemical reaction kinetics through second quantization path integral

International Nuclear Information System (INIS)

Li, Tiejun; Lin, Feng

2016-01-01

Motivated by the study of rare events for a typical genetic switching model in systems biology, in this paper we aim to establish the general two-scale large deviations for chemical reaction systems. We build a formal approach to explicitly obtain the large deviation rate functionals for the considered two-scale processes based upon the second quantization path integral technique. We get three important types of large deviation results when the underlying two timescales are in three different regimes. This is realized by singular perturbation analysis to the rate functionals obtained by the path integral. We find that the three regimes possess the same deterministic mean-field limit but completely different chemical Langevin approximations. The obtained results are natural extensions of the classical large volume limit for chemical reactions. We also discuss its implication on the single-molecule Michaelis–Menten kinetics. Our framework and results can be applied to understand general multi-scale systems including diffusion processes. (paper)

Path integral of the angular momentum eigenstates evolving with the parameter linked with rotation angle under the space rotation transformation

International Nuclear Information System (INIS)

Zhang Zhongcan; Hu Chenguo; Fang Zhenyun

1998-01-01

The authors study the method which directly adopts the azimuthal angles and the rotation angle of the axis to describe the evolving process of the angular momentum eigenstates under the space rotation transformation. The authors obtain the angular momentum rotation and multi-rotation matrix elements' path integral which evolves with the parameter λ(0→θ,θ the rotation angle), and establish the general method of treating the functional (path) integral as a normal multi-integrals

Quantum stochastic calculus associated with quadratic quantum noises

International Nuclear Information System (INIS)

Ji, Un Cig; Sinha, Kalyan B.

2016-01-01

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus

Quantum stochastic calculus associated with quadratic quantum noises

Energy Technology Data Exchange (ETDEWEB)

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr [Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, Chungbuk 28644 (Korea, Republic of); Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in [Jawaharlal Nehru Centre for Advanced Scientific Research, Jakkur, Bangalore-64, India and Department of Mathematics, Indian Institute of Science, Bangalore-12 (India)

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus.

Conservative diffusions: a constructive approach to Nelson's stochastic mechanics

International Nuclear Information System (INIS)

Carlen, E.A.

1984-01-01

In Nelson's stochastic mechanics, quantum phenomena are described in terms of diffusions instead of wave functions; this thesis is a study of that description. Concern here is with the possibility of describing, as opposed to explaining, quantum phenomena in terms of diffusions. In this direction, the following questions arise: ''Do the diffusion of stochastic mechanics - which are formally given by stochastic differential equations with extremely singular coefficients - really exist.'' Given that they exist, one can ask, ''Do these diffusions have physically reasonable paths to study the behavior of physical systems.'' These are the questions treated in this thesis. In Chapter 1, stochastic mechanics and diffusion theory are reviewed, using the Guerra-Morato variational principle to establish the connection with the Schroedinger equation. Chapter II settles the first of the questions raised above. Using PDE methods, the diffusions of stochastic mechanics are constructed. The result is sufficiently general to be of independent mathematical interest. In Chapter III, potential scattering in stochastic mechanics is treated and direct probabilistic methods of studying quantum scattering problems are discussed. The results provide a solid YES in answer to the second question raised above

High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

KAUST Repository

Abdulle, Assyr

2012-01-01

© 2012 Society for Industrial and Applied Mathematics. Inspired by recent advances in the theory of modified differential equations, we propose a new methodology for constructing numerical integrators with high weak order for the time integration of stochastic differential equations. This approach is illustrated with the constructions of new methods of weak order two, in particular, semi-implicit integrators well suited for stiff (meansquare stable) stochastic problems, and implicit integrators that exactly conserve all quadratic first integrals of a stochastic dynamical system. Numerical examples confirm the theoretical results and show the versatility of our methodology.

Measurement of definite integral of sinusoidal signal absolute value third power using digital stochastic method

Directory of Open Access Journals (Sweden)

Beljić Željko

2017-01-01

Full Text Available In this paper a special case of digital stochastic measurement of the third power of definite integral of sinusoidal signal’s absolute value, using 2-bit AD converters is presented. This case of digital stochastic method had emerged from the need to measure power and energy of the wind. Power and energy are proportional to the third power of wind speed. Anemometer output signal is sinusoidal. Therefore an integral of the third power of sinusoidal signal is zero. Two approaches are proposed for the third power calculation of the wind speed signal. One approach is to use absolute value of sinusoidal signal (before AD conversion for which there is no need of multiplier hardware change. The second approach requires small multiplier hardware change, but input signal remains unchanged. For the second approach proposed minimal hardware change was made to calculate absolute value of the result after AD conversion. Simulations have confirmed theoretical analysis. Expected precision of wind energy measurement of proposed device is better than 0,00051% of full scale. [Project of the Serbian Ministry of Education, Science and Technological Development, Grant no. TR32019

Path Transmissibility Analysis Considering Two Types of Correlations in Hydropower Stations

Directory of Open Access Journals (Sweden)

Baoping Zhi

2013-01-01

Full Text Available A new vibration model is built by introducing the head-cover vibration transfer path based on a previous analysis of the vertical vibration model for hydropower station units and powerhouses. This research focuses on disturbance- and parameter-related transfer paths in a practical situation. In a complex situation, the application of the stochastic perturbation method is expanded using an algebra synthesis method the Hadamard product, and theoretical analyses, and numerical simulations of transfer paths in the new vibration model are carried out through the expanded perturbation method. The path transfer force, the path transmissibility, and the path disturbance ranges in the frequency domain are provided. The results indicate that the methods proposed in this study can efficiently reduce the disturbance range and can accurately analyze the transfer paths of hydraulic-source vertical vibration in hydropower stations.

Application of path integral method to heavy ion reactions, 1. General formalism

Energy Technology Data Exchange (ETDEWEB)

Fujita, J; Negishi, T [Tokyo Univ. of Education (Japan). Dept. of Physics

1976-03-01

The semiclassical approach for heavy ion reactions has become more and more important in analyzing rapidly accumulating data. The purpose of this paper is to lay a quantum-mechanical foundation of the conventional semiclassical treatments in heavy ion physics by using Feynman's path integral method on the basis of the second paper of Pechukas, and discuss simple consequences of the formalism.

Investigation of the spinfoam path integral with quantum cuboid intertwiners

Science.gov (United States)

Bahr, Benjamin; Steinhaus, Sebastian

2016-05-01

In this work, we investigate the 4d path integral for Euclidean quantum gravity on a hypercubic lattice, as given by the spinfoam model by Engle, Pereira, Rovelli, Livine, Freidel and Krasnov. To tackle the problem, we restrict to a set of quantum geometries that reflects the large amount of lattice symmetries. In particular, the sum over intertwiners is restricted to quantum cuboids, i.e. coherent intertwiners which describe a cuboidal geometry in the large-j limit. Using asymptotic expressions for the vertex amplitude, we find several interesting properties of the state sum. First of all, the value of coupling constants in the amplitude functions determines whether geometric or nongeometric configurations dominate the path integral. Secondly, there is a critical value of the coupling constant α , which separates two phases. In both phases, the diffeomorphism symmetry appears to be broken. In one, the dominant contribution comes from highly irregular, in the other from highly regular configurations, both describing flat Euclidean space with small quantum fluctuations around them, viewed in different coordinate systems. On the critical point diffeomorphism symmetry is nearly restored, however. Thirdly, we use the state sum to compute the physical norm of kinematical states, i.e. their norm in the physical Hilbert space. We find that states which describe boundary geometry with high torsion have an exponentially suppressed physical norm. We argue that this allows one to exclude them from the state sum in calculations.

Bound states of quarks calculated with stochastic integration of the Bethe-Salpeter equation

International Nuclear Information System (INIS)

Salomon, M.

1992-07-01

We have computed the masses, wave functions and sea quark content of mesons in their ground state by integrating the Bethe-Salpeter equation with a stochastic algorithm. This method allows the inclusion of a large set of diagrams. Inspection of the kernel of the equation shows that q-q-bar pairs with similar constituent masses in a singlet spin state exhibit a high bound state which is not present in other pairs. The pion, kaon and eta belongs to this category. 19 refs., 2 figs., 2 tabs

Limits for Stochastic Reaction Networks

DEFF Research Database (Denmark)

Cappelletti, Daniele

Reaction systems have been introduced in the 70s to model biochemical systems. Nowadays their range of applications has increased and they are fruitfully used in dierent elds. The concept is simple: some chemical species react, the set of chemical reactions form a graph and a rate function...... is associated with each reaction. Such functions describe the speed of the dierent reactions, or their propensities. Two modelling regimes are then available: the evolution of the dierent species concentrations can be deterministically modelled through a system of ODE, while the counts of the dierent species...... at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...

Path integral formulation of the Hodge duality on the brane

International Nuclear Information System (INIS)

Hahn, Sang-Ok; Kiem, Youngjai; Kim, Yoonbai; Oh, Phillial

2001-01-01

In the warped compactification with a single Randall-Sundrum brane, a puzzling claim has been made that scalar fields can be bound to the brane but their Hodge dual higher-rank antisymmetric tensors cannot. By explicitly requiring the Hodge duality, a prescription to resolve this puzzle was recently proposed by Duff and Liu. In this Brief Report, we implement the Hodge duality via the path integral formulation in the presence of the background gravity fields of warped compactifications. It is shown that the prescription of Duff and Liu can be naturally understood within this framework

Stationary stochastic processes theory and applications

CERN Document Server

Lindgren, Georg

2012-01-01

Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - General PropertiesLinear time invariant filtersLinear filters and differential equationsWhite noise in linear systemsLong range dependence, non-integrable spectra, and unstable systemsThe ARMA-familyLinear Filters - Special TopicsThe Hilbert transform and the envelopeThe sampling theoremKarhunen-Loève expansionClassical Ergodic Theory and MixingThe basic ergodic theorem in L2Stationarity and transformationsThe ergodic th...

Teaching Basic Quantum Mechanics in Secondary School Using Concepts of Feynman Path Integrals Method

Science.gov (United States)

Fanaro, Maria de los Angeles; Otero, Maria Rita; Arlego, Marcelo

2012-01-01

This paper discusses the teaching of basic quantum mechanics in high school. Rather than following the usual formalism, our approach is based on Feynman's path integral method. Our presentation makes use of simulation software and avoids sophisticated mathematical formalism. (Contains 3 figures.)

Remark on the solution of the Schroedinger equation for anharmonic oscillators via the Feynman path integral

International Nuclear Information System (INIS)

Rezende, J.

1983-01-01

We give a simple proof of Feynman's formula for the Green's function of the n-dimensional harmonic oscillator valid for every time t with Im t<=0. As a consequence the Schroedinger equation for the anharmonic oscillator is integrated and expressed by the Feynman path integral on Hilbert space. (orig.)

Stochastic volatility and stochastic leverage

DEFF Research Database (Denmark)

Veraart, Almut; Veraart, Luitgard A. M.

This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

Defect forces, defect couples and path integrals in fracture mechanics

International Nuclear Information System (INIS)

Roche, R.L.

1979-07-01

In this work, it is shown that the path integrals can be introduced without any reference to the material behavior. The method is based on the definition in a continuous medium of a set of vectors and couples having the dimension of a force or a moment. More precisely, definitions are given of volume defect forces, surface defect forces, volume defect couples, and surface defect couples. This is done with the help of the stress working variation of a particule moving through the solid. The most important result is: the resultant of all the defect forces included in a volume V is the J integral on the surface surrounding V and the moment resultant is the L integral. So these integrals are defined without any assumption on the material constitutive equation. Another result is the material form of the virtual work principle - defect forces are acting like conventional forces in the conventional principles of virtual work. This lead to the introduction of the energy momentum tensor and of the associated couple stress. Application of this method is made to fracture mechanics in studying the defect forces distribution around a crack [fr

Path integral for spinning particle in the plane wave field: Global and local projections

International Nuclear Information System (INIS)

Boudiaf, N.; Boudjedaa, T.; Chetouani, L.

2001-01-01

The Green function related to the problem of a Dirac particle interacting with a plane wave is calculated via the path integral formalism proposed recently by Alexandrou et al. according to the two so-called global and local projections. With the help of the incorporation of two simple identities, it is shown that the contribution to the calculation of the integrals comes essentially from classical solutions projected along the direction of wave propagation. (orig.)

Quantum density fluctuations in liquid neon from linearized path-integral calculations

International Nuclear Information System (INIS)

Poulsen, Jens Aage; Scheers, Johan; Nyman, Gunnar; Rossky, Peter J.

2007-01-01

The Feynman-Kleinert linearized path-integral [J. A. Poulsen et al., J. Chem. Phys. 119, 12179 (2003)] representation of quantum correlation functions is applied to compute the spectrum of density fluctuations for liquid neon at T=27.6 K, p=1.4 bar, and Q vector 1.55 Aa -1 . The calculated spectrum as well as the kinetic energy of the liquid are in excellent agreement with the experiment of Cunsolo et al. [Phys. Rev. B 67, 024507 (2003)

Modeling reliability of power systems substations by using stochastic automata networks

International Nuclear Information System (INIS)

Šnipas, Mindaugas; Radziukynas, Virginijus; Valakevičius, Eimutis

2017-01-01

In this paper, stochastic automata networks (SANs) formalism to model reliability of power systems substations is applied. The proposed strategy allows reducing the size of state space of Markov chain model and simplifying system specification. Two case studies of standard configurations of substations are considered in detail. SAN models with different assumptions were created. SAN approach is compared with exact reliability calculation by using a minimal path set method. Modeling results showed that total independence of automata can be assumed for relatively small power systems substations with reliable equipment. In this case, the implementation of Markov chain model by a using SAN method is a relatively easy task. - Highlights: • We present the methodology to apply stochastic automata network formalism to create Markov chain models of power systems. • The stochastic automata network approach is combined with minimal path sets and structural functions. • Two models of substation configurations with different model assumptions are presented to illustrate the proposed methodology. • Modeling results of system with independent automata and functional transition rates are similar. • The conditions when total independence of automata can be assumed are addressed.

Brownian motion, martingales, and stochastic calculus

CERN Document Server

Le Gall, Jean-François

2016-01-01

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...

Integral-based event triggering controller design for stochastic LTI systems via convex optimisation

Science.gov (United States)

Mousavi, S. H.; Marquez, H. J.

2016-07-01

The presence of measurement noise in the event-based systems can lower system efficiency both in terms of data exchange rate and performance. In this paper, an integral-based event triggering control system is proposed for LTI systems with stochastic measurement noise. We show that the new mechanism is robust against noise and effectively reduces the flow of communication between plant and controller, and also improves output performance. Using a Lyapunov approach, stability in the mean square sense is proved. A simulated example illustrates the properties of our approach.

Effects of Quantum Nuclear Delocalisation on NMR Parameters from Path Integral Molecular Dynamics

Czech Academy of Sciences Publication Activity Database

Dračínský, Martin; Hodgkinson, P.

2014-01-01

Roč. 20, č. 8 (2014), s. 2201-2207 ISSN 0947-6539 Grant - others:Seventh Framework Programme of the European Union(XE) FP7-299242 People Institutional support: RVO:61388963 Keywords : density functional calculations * isotope effects * NMR spectroscopy * nuclear delocalisation * path integral molecular dynamics Subject RIV: CC - Organic Chemistry Impact factor: 5.731, year: 2014

A novel integrated condition-based maintenance and stochastic flexible job shop scheduling problem

DEFF Research Database (Denmark)

Rahmati, Seyed Habib A.; Ahmadi, Abbas; Govindan, Kannan

2018-01-01

the level of the system optimization. By means of this equipment, managers can benefit from a condition-based maintenance (CBM) for monitoring and managing their system. The chief aim of the paper is to develop a stochastic maintenance problem based on CBM activities engaged with a complex applied......Integrated consideration of production planning and maintenance processes is a real world assumption. Specifically, by improving the monitoring equipment such as various sensors or product-embedded information devices in recent years, joint assessment of these processes is inevitable for enhancing...... production problem called flexible job shop scheduling problem (FJSP). This integrated problem considers two maintenance scenarios in terms of corrective maintenance (CM) and preventive maintenance (PM). The activation of scenario is done by monitoring the degradation condition of the system and comparing...

Worldline path integrals for a Dirac particle in a weak gravitational plane wave

International Nuclear Information System (INIS)

Haouat, S.; Chetouani, L.

2008-01-01

The problem of a relativistic spinning particle interacting with a weak gravitational plane wave in (3+1) dimensions is formulated in the frame work of covariant supersymmetric path integrals. The relative Green function is expressed through a functional integral over bosonic trajectories that describe the external motion and fermionic variables that describe the spin degrees of freedom. The (3+1) dimensional problem is reduced to the (1+1) dimensional one by using an identity. Next, the relative propagator is exactly calculated and the wave functions are extracted. (orig.)

Reliability-oriented multi-resource allocation in a stochastic-flow network

International Nuclear Information System (INIS)

Hsieh, C.-C.; Lin, M.-H.

2003-01-01

A stochastic-flow network consists of a set of nodes, including source nodes which supply various resources and sink nodes at which resource demands take place, and a collection of arcs whose capacities have multiple operational states. The network reliability of such a stochastic-flow network is the probability that resources can be successfully transmitted from source nodes through multi-capacitated arcs to sink nodes. Although the evaluation schemes of network reliability in stochastic-flow networks have been extensively studied in the literature, how to allocate various resources at source nodes in a reliable means remains unanswered. In this study, a resource allocation problem in a stochastic-flow network is formulated that aims to determine the optimal resource allocation policy at source nodes subject to given resource demands at sink nodes such that the network reliability of the stochastic-flow network is maximized, and an algorithm for computing the optimal resource allocation is proposed that incorporates the principle of minimal path vectors. A numerical example is given to illustrate the proposed algorithm

Probability of stochastic processes and spacetime geometry

International Nuclear Information System (INIS)

Canessa, E.

2007-01-01

We made a first attempt to associate a probabilistic description of stochastic processes like birth-death processes with spacetime geometry in the Schwarzschild metrics on distance scales from the macro- to the micro-domains. We idealize an ergodic system in which system states communicate through a curved path composed of transition arrows where each arrow corresponds to a positive, analogous birth or death rate. (author)

Stochastic Analysis and Related Topics

CERN Document Server

Ustunel, Ali

1988-01-01

The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.

Bicriterion a priori route choice in stochastic time-dependent networks

DEFF Research Database (Denmark)

Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele

In recent years there has been a growing interest in using stochastic time-dependent (STD) networks as a modelling tool for a number of applications within such areas as transportation and telecommunications. It is known that an optimal routing policy does not necessarily correspond to a path...

Bicriterion a priori route choice in stochastic time-dependent networks

DEFF Research Database (Denmark)

Nielsen, Lars Relund; Pretolani, D; Andersen, K A

2006-01-01

In recent years there has been a growing interest in using stochastic time-dependent (STD) networks as a modelling tool for a number of applications within such areas as transportation and telecommunications. It is known that an optimal routing policy does not necessarily correspond to a path...

Ordering, symbols and finite-dimensional approximations of path integrals

International Nuclear Information System (INIS)

Kashiwa, Taro; Sakoda, Seiji; Zenkin, S.V.

1994-01-01

We derive general form of finite-dimensional approximations of path integrals for both bosonic and fermionic canonical systems in terms of symbols of operators determined by operator ordering. We argue that for a system with a given quantum Hamiltonian such approximations are independent of the type of symbols up to terms of O(ε), where ε of is infinitesimal time interval determining the accuracy of the approximations. A new class of such approximations is found for both c-number and Grassmannian dynamical variables. The actions determined by the approximations are non-local and have no classical continuum limit except the cases of pq- and qp-ordering. As an explicit example the fermionic oscillator is considered in detail. (author)

Stochastic biomathematical models with applications to neuronal modeling

CERN Document Server

Batzel, Jerry; Ditlevsen, Susanne

2013-01-01

Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a signal, thus providing a biological motivation for the noise observed in living systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and this book provides researchers in computational neuroscience and stochastic systems with an overview of recent developments. Key concepts are developed in chapters written by experts in their respective fields. Topics include: one-dimensional homogeneous diffusions and their boundary behavior, large deviation theory and its application in stochastic neurobiological models, a review of mathematical methods for stochastic neuronal integrate-and-fire models, stochastic partial differential equation models in neurobiology, and stochastic modeling of spreading cortical depression.

Integrated logistic support studies using behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets

International Nuclear Information System (INIS)

Garnier, Robert; Chevalier, Marcel

2000-01-01

Studying large and complex industrial sites, requires more and more accuracy in modeling. In particular, when considering Spares, Maintenance and Repair / Replacement processes, determining optimal Integrated Logistic Support policies requires a high level modeling formalism, in order to make the model as close as possible to the real considered processes. Generally, numerical methods are used to process this kind of study. In this paper, we propose an alternate way to process optimal Integrated Logistic Support policy determination when dealing with large, complex and distributed multi-policies industrial sites. This method is based on the use of behavioral Monte Carlo simulation, supported by Generalized Stochastic Petri Nets. (author)

Epidemic extinction paths in complex networks

Science.gov (United States)

Hindes, Jason; Schwartz, Ira B.

2017-05-01

We study the extinction of long-lived epidemics on finite complex networks induced by intrinsic noise. Applying analytical techniques to the stochastic susceptible-infected-susceptible model, we predict the distribution of large fluctuations, the most probable or optimal path through a network that leads to a disease-free state from an endemic state, and the average extinction time in general configurations. Our predictions agree with Monte Carlo simulations on several networks, including synthetic weighted and degree-distributed networks with degree correlations, and an empirical high school contact network. In addition, our approach quantifies characteristic scaling patterns for the optimal path and distribution of large fluctuations, both near and away from the epidemic threshold, in networks with heterogeneous eigenvector centrality and degree distributions.

Stochastic differential equations and diffusion processes

CERN Document Server

Ikeda, N

1989-01-01

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio

PRELIMINARY PROJECT PLAN FOR LANSCE INTEGRATED FLIGHT PATHS 11A, 11B, 12, and 13

International Nuclear Information System (INIS)

Bultman, D. H.; Weinacht, D.

2000-01-01

This Preliminary Project Plan Summarizes the Technical, Cost, and Schedule baselines for an integrated approach to developing several flight paths at the Manual Lujan Jr. Neutron Scattering Center at the Los Alamos Neutron Science Center. For example, the cost estimate is intended to serve only as a rough order of magnitude assessment of the cost that might be incurred as the flight paths are developed. Further refinement of the requirements and interfaces for each beamline will permit additional refinement and confidence in the accuracy of all three baselines (Technical, Cost, Schedule)

Ambit processes and stochastic partial differential equations

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut

Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....

Path space measures for Dirac and Schroedinger equations: Nonstandard analytical approach

International Nuclear Information System (INIS)

Nakamura, T.

1997-01-01

A nonstandard path space *-measure is constructed to justify the path integral formula for the Dirac equation in two-dimensional space endash time. A standard measure as well as a standard path integral is obtained from it. We also show that, even for the Schroedinger equation, for which there is no standard measure appropriate for a path integral, there exists a nonstandard measure to define a *-path integral whose standard part agrees with the ordinary path integral as defined by a limit from time-slice approximant. copyright 1997 American Institute of Physics

Integration of stochastic generation in power systems

NARCIS (Netherlands)

Papaefthymiou, G.; Schavemaker, P.H.; Sluis, van der L.; Kling, W.L.; Kurowicka, D.; Cooke, R.M.

2006-01-01

Stochastic generation, i.e., electrical power production by an uncontrolled primary energy source, is expected to play an important role in future power systems. A new power system structure is created due to the large-scale implementation of this small-scale, distributed, non-dispatchable

Path integral molecular dynamics within the grand canonical-like adaptive resolution technique: Simulation of liquid water

Energy Technology Data Exchange (ETDEWEB)

Agarwal, Animesh, E-mail: animesh@zedat.fu-berlin.de; Delle Site, Luigi, E-mail: dellesite@fu-berlin.de [Institute for Mathematics, Freie Universität Berlin, Berlin (Germany)

2015-09-07

Quantum effects due to the spatial delocalization of light atoms are treated in molecular simulation via the path integral technique. Among several methods, Path Integral (PI) Molecular Dynamics (MD) is nowadays a powerful tool to investigate properties induced by spatial delocalization of atoms; however, computationally this technique is very demanding. The above mentioned limitation implies the restriction of PIMD applications to relatively small systems and short time scales. One of the possible solutions to overcome size and time limitation is to introduce PIMD algorithms into the Adaptive Resolution Simulation Scheme (AdResS). AdResS requires a relatively small region treated at path integral level and embeds it into a large molecular reservoir consisting of generic spherical coarse grained molecules. It was previously shown that the realization of the idea above, at a simple level, produced reasonable results for toy systems or simple/test systems like liquid parahydrogen. Encouraged by previous results, in this paper, we show the simulation of liquid water at room conditions where AdResS, in its latest and more accurate Grand-Canonical-like version (GC-AdResS), is merged with two of the most relevant PIMD techniques available in the literature. The comparison of our results with those reported in the literature and/or with those obtained from full PIMD simulations shows a highly satisfactory agreement.

A reductionist perspective on quantum statistical mechanics: Coarse-graining of path integrals.

Science.gov (United States)

Sinitskiy, Anton V; Voth, Gregory A

2015-09-07

Computational modeling of the condensed phase based on classical statistical mechanics has been rapidly developing over the last few decades and has yielded important information on various systems containing up to millions of atoms. However, if a system of interest contains important quantum effects, well-developed classical techniques cannot be used. One way of treating finite temperature quantum systems at equilibrium has been based on Feynman's imaginary time path integral approach and the ensuing quantum-classical isomorphism. This isomorphism is exact only in the limit of infinitely many classical quasiparticles representing each physical quantum particle. In this work, we present a reductionist perspective on this problem based on the emerging methodology of coarse-graining. This perspective allows for the representations of one quantum particle with only two classical-like quasiparticles and their conjugate momenta. One of these coupled quasiparticles is the centroid particle of the quantum path integral quasiparticle distribution. Only this quasiparticle feels the potential energy function. The other quasiparticle directly provides the observable averages of quantum mechanical operators. The theory offers a simplified perspective on quantum statistical mechanics, revealing its most reductionist connection to classical statistical physics. By doing so, it can facilitate a simpler representation of certain quantum effects in complex molecular environments.

A reductionist perspective on quantum statistical mechanics: Coarse-graining of path integrals

International Nuclear Information System (INIS)

Sinitskiy, Anton V.; Voth, Gregory A.

2015-01-01

Computational modeling of the condensed phase based on classical statistical mechanics has been rapidly developing over the last few decades and has yielded important information on various systems containing up to millions of atoms. However, if a system of interest contains important quantum effects, well-developed classical techniques cannot be used. One way of treating finite temperature quantum systems at equilibrium has been based on Feynman’s imaginary time path integral approach and the ensuing quantum-classical isomorphism. This isomorphism is exact only in the limit of infinitely many classical quasiparticles representing each physical quantum particle. In this work, we present a reductionist perspective on this problem based on the emerging methodology of coarse-graining. This perspective allows for the representations of one quantum particle with only two classical-like quasiparticles and their conjugate momenta. One of these coupled quasiparticles is the centroid particle of the quantum path integral quasiparticle distribution. Only this quasiparticle feels the potential energy function. The other quasiparticle directly provides the observable averages of quantum mechanical operators. The theory offers a simplified perspective on quantum statistical mechanics, revealing its most reductionist connection to classical statistical physics. By doing so, it can facilitate a simpler representation of certain quantum effects in complex molecular environments

Stochastic control and the second law of thermodynamics

Science.gov (United States)

Brockett, R. W.; Willems, J. C.

1979-01-01

The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way.

Maximal network reliability for a stochastic power transmission network

International Nuclear Information System (INIS)

Lin, Yi-Kuei; Yeh, Cheng-Ta

2011-01-01

Many studies regarded a power transmission network as a binary-state network and constructed it with several arcs and vertices to evaluate network reliability. In practice, the power transmission network should be stochastic because each arc (transmission line) combined with several physical lines is multistate. Network reliability is the probability that the network can transmit d units of electric power from a power plant (source) to a high voltage substation at a specific area (sink). This study focuses on searching for the optimal transmission line assignment to the power transmission network such that network reliability is maximized. A genetic algorithm based method integrating the minimal paths and the Recursive Sum of Disjoint Products is developed to solve this assignment problem. A real power transmission network is adopted to demonstrate the computational efficiency of the proposed method while comparing with the random solution generation approach.

Optical propagators in vector and spinor theories by path integral formalism

International Nuclear Information System (INIS)

Linares, J.

1993-01-01

The construction of an extended parabolic (wide-angle) vector and spinor wave theory is presented. For that, optical propagators in monochromatic vector light optics and monoenergetic spinor electron optics are evaluated by the path integral formalism. The auxiliary parameter method introduced by Fock and the Feynman-Dyson perturbative series are used. The proposed theory supplies, by a generalized Fermat's principle, the Mukunda-Simon-Sudarshan transformation for the passage from scalar to vector light (or spinor electron) optics in an asymptotic approximation. (author). 19 refs

A concise course on stochastic partial differential equations

CERN Document Server

Prévôt, Claudia

2007-01-01

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.

Decomposition and (importance) sampling techniques for multi-stage stochastic linear programs

Energy Technology Data Exchange (ETDEWEB)

Infanger, G.

1993-11-01

The difficulty of solving large-scale multi-stage stochastic linear programs arises from the sheer number of scenarios associated with numerous stochastic parameters. The number of scenarios grows exponentially with the number of stages and problems get easily out of hand even for very moderate numbers of stochastic parameters per stage. Our method combines dual (Benders) decomposition with Monte Carlo sampling techniques. We employ importance sampling to efficiently obtain accurate estimates of both expected future costs and gradients and right-hand sides of cuts. The method enables us to solve practical large-scale problems with many stages and numerous stochastic parameters per stage. We discuss the theory of sharing and adjusting cuts between different scenarios in a stage. We derive probabilistic lower and upper bounds, where we use importance path sampling for the upper bound estimation. Initial numerical results turned out to be promising.

Path integral solutions of the master equation. [Lagrangian function, Ehrenfest-type theorem, Cauchy method, inverse functions

Energy Technology Data Exchange (ETDEWEB)

Etim, E; Basili, C [Rome Univ. (Italy). Ist. di Matematica

1978-08-21

The lagrangian in the path integral solution of the master equation of a stationary Markov process is derived by application of the Ehrenfest-type theorem of quantum mechanics and the Cauchy method of finding inverse functions. Applied to the non-linear Fokker-Planck equation the authors reproduce the result obtained by integrating over Fourier series coefficients and by other methods.

Short-term Probabilistic Forecasting of Wind Speed Using Stochastic Differential Equations

DEFF Research Database (Denmark)

Iversen, Jan Emil Banning; Morales González, Juan Miguel; Møller, Jan Kloppenborg

2016-01-01

and uncertain nature. In this paper, we propose a modeling framework for wind speed that is based on stochastic differential equations. We show that stochastic differential equations allow us to naturally capture the time dependence structure of wind speed prediction errors (from 1 up to 24 hours ahead) and......It is widely accepted today that probabilistic forecasts of wind power production constitute valuable information for both wind power producers and power system operators to economically exploit this form of renewable energy, while mitigating the potential adverse effects related to its variable......, most importantly, to derive point and quantile forecasts, predictive distributions, and time-path trajectories (also referred to as scenarios or ensemble forecasts), all by one single stochastic differential equation model characterized by a few parameters....

Covariant and consistent anomalies in two dimensions in path-integral formulation

International Nuclear Information System (INIS)

Joglekar, S.D.; Saini, G.

1993-01-01

We give a definition of a one-parameter family of regularized chiral currents in a chiral non-Abelian gauge theory in two dimensions in path-integral formulation. We show that covariant and consistent currents are obtained from this family by selecting two specific values of the free parameter, and thus our regularization interpolates between these two. Our procedure uses chiral bases constructed from eigenfunctions of the same operator for ψ L and anti ψ L . Definition of integration measure and regularization is done in terms of the same Hermitian operator D α =∂+iαA. Covariant and consistent currents (and indeed the entire family) are classically conserved. Difference with previous works are explained, in particular, that an anomaly in the general basis does differ from the Jacobian contribution. (orig.)

Stochastic Sizing of Energy Storage Systems for Wind Integration

Directory of Open Access Journals (Sweden)

D. D. Le

2018-06-01

Full Text Available In this paper, we present an optimal capacity decision model for energy storage systems (ESSs in combined operation with wind energy in power systems. We use a two-stage stochastic programming approach to take into account both wind and load uncertainties. The planning problem is formulated as an AC optimal power flow (OPF model with the objective of minimizing ESS installation cost and system operation cost. Stochastic wind and load inputs for the model are generated from historical data using clustering technique. The model is tested on the IEEE 39-bus system.

Heading-vector navigation based on head-direction cells and path integration.

Science.gov (United States)

Kubie, John L; Fenton, André A

2009-05-01

Insect navigation is guided by heading vectors that are computed by path integration. Mammalian navigation models, on the other hand, are typically based on map-like place representations provided by hippocampal place cells. Such models compute optimal routes as a continuous series of locations that connect the current location to a goal. We propose a "heading-vector" model in which head-direction cells or their derivatives serve both as key elements in constructing the optimal route and as the straight-line guidance during route execution. The model is based on a memory structure termed the "shortcut matrix," which is constructed during the initial exploration of an environment when a set of shortcut vectors between sequential pairs of visited waypoint locations is stored. A mechanism is proposed for calculating and storing these vectors that relies on a hypothesized cell type termed an "accumulating head-direction cell." Following exploration, shortcut vectors connecting all pairs of waypoint locations are computed by vector arithmetic and stored in the shortcut matrix. On re-entry, when local view or place representations query the shortcut matrix with a current waypoint and goal, a shortcut trajectory is retrieved. Since the trajectory direction is in head-direction compass coordinates, navigation is accomplished by tracking the firing of head-direction cells that are tuned to the heading angle. Section 1 of the manuscript describes the properties of accumulating head-direction cells. It then shows how accumulating head-direction cells can store local vectors and perform vector arithmetic to perform path-integration-based homing. Section 2 describes the construction and use of the shortcut matrix for computing direct paths between any pair of locations that have been registered in the shortcut matrix. In the discussion, we analyze the advantages of heading-based navigation over map-based navigation. Finally, we survey behavioral evidence that nonhippocampal

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

Science.gov (United States)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

Capture of fixation by rotational flow; a deterministic hypothesis regarding scaling and stochasticity in fixational eye movements

Directory of Open Access Journals (Sweden)

Nicholas Mansel Wilkinson

2014-02-01

Full Text Available Visual scan paths exhibit complex, stochastic dynamics. Even during visual fixation, the eye is in constant motion. Fixational drift and tremor are thought to reflect fluctuations in the persistent neural activity of neural integrators in the oculomotor brainstem, which integrate sequences of transient saccadic velocity signals into a short term memory of eye position. Despite intensive research and much progress, the precise mechanisms by which oculomotor posture is maintained remain elusive. Drift exhibits a stochastic statistical profile which has been modelled using random walk formalisms. Tremor is widely dismissed as noise. Here we focus on the dynamical profile of fixational tremor, and argue that tremor may be a signal which usefully reflects the workings of the oculomotor postural control. We identify signatures reminiscent of a certain flavour of transient neurodynamics; toric travelling waves which rotate around a central phase singularity. Spiral waves play an organisational role in dynamical systems at many scales throughout nature, though their potential functional role in brain activity remains a matter of educated speculation. Spiral waves have a repertoire of functionally interesting dynamical properties, including persistence, which suggest that they could in theory contribute to persistent neural activity in the oculomotor postural control system. Whilst speculative, the singularity hypothesis of oculomotor postural control implies testable predictions, and could provide the beginnings of an integrated dynamical framework for eye movements across scales.

The role of stochasticity in sawtooth oscillation

International Nuclear Information System (INIS)

Lichtenberg, A.J.; Itoh, Kimitaka; Itoh, Sanae; Fukuyama, Atsushi.

1991-08-01

In this paper we have demonstrated that stochastization of field lines, resulting from the interaction of the fundamental m/n=1/1 helical mode with other periodicities, plays an important role in sawtooth oscillations. The time scale for the stochastic temperature diffusion has been determined. It was shown to be sufficiently fast to account for the fast sawtooth crash, and is generally shorter than the time scales for the redistribution of current. The enhancement of the electron and ion viscosity, arising from the stochastic field lines, has been calculated. The enhanced electron viscosity always leads to an initial increase in the growth rate of the mode; the enhanced ion viscosity can ultimately lead to mode stabilization before a complete temperature redistribution or flux reconnection has occurred. A dynamical model has been introduced to calculate the path of the sawtooth oscillation through a parameter space of shear and amplitude of the helical perturbation. The stochastic trigger to the enhanced growth rate and the stabilization by the ion viscosity are also included in the mode. A reasonable prescription for the flux reconnection at the end of the growth phase allows us to determine the initial q-value for the successive sawtooth ramps. (J.P.N.)

Stochastic calculus for uncoupled continuous-time random walks.

Science.gov (United States)

Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

2009-06-01

The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.