1,020 research outputs found

    Quantum Feynman-Kac perturbations

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    We develop fully noncommutative Feynman-Kac formulae by employing quantum stochastic processes. To this end we establish some theory for perturbing quantum stochastic flows on von Neumann algebras by multiplier cocycles. Multiplier cocycles are constructed via quantum stochastic differential equations whose coefficients are driven by the flow. The resulting class of cocycles is characterised under alternative assumptions of separability or Markov regularity. Our results generalise those obtained using classical Brownian motion on the one hand, and results for unitarily implemented flows on the other.Comment: 27 pages. Minor corrections to version 2. To appear in the Journal of the London Mathematical Societ

    Solution of the Fokker-Planck equation with boundary conditions by Feynman-Kac integration.

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    In this paper, we apply the results about d and d-function perturbations in order to formulate within the Feynman-Kac integration the solution of the forward Fokker-Planck equation subject to Dirichlet or Neumann boundary conditions. We introduce the concept of convex order to derive upper and lower bounds for path integrals with d and d- functions in the integrand. We suggest the use of bounds as an approximation for the solution.Feynman-Kac integration; Functions; Integration; Path integral; Perturbations theory; SDE;

    Cauchy Noise and Affiliated Stochastic Processes

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    By departing from the previous attempt (Phys. Rev. {\bf E 51}, 4114, (1995)) we give a detailed construction of conditional and perturbed Markov processes, under the assumption that the Cauchy law of probability replaces the Gaussian law (appropriate for the Wiener process) as the model of primordial noise. All considered processes are regarded as probabilistic solutions of the so-called Schr\"{o}dinger interpolation problem, whose validity is thus extended to the jump-type processes and their step process approximants.Comment: Latex fil

    Construction of Self-Adjoint Berezin-Toeplitz Operators on Kahler Manifolds and a Probabilistic Representation of the Associated Semigroups

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    We investigate a class of operators resulting from a quantization scheme attributed to Berezin. These so-called Berezin-Toeplitz operators are defined on a Hilbert space of square-integrable holomorphic sections in a line bundle over the classical phase space. As a first goal we develop self-adjointness criteria for Berezin-Toeplitz operators defined via quadratic forms. Then, following a concept of Daubechies and Klauder, the semigroups generated by these operators may under certain conditions be represented in the form of Wiener-regularized path integrals. More explicitly, the integration is taken over Brownian-motion paths in phase space in the ultra-diffusive limit. All results are the consequence of a relation between Berezin-Toeplitz operators and Schrodinger operators defined via certain quadratic forms. The probabilistic representation is derived in conjunction with a version of the Feynman-Kac formula.Comment: AMS-LaTeX, 30 pages, no figure

    Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation

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    We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve L\'{e}vy-type potentials. Large deviation techniques are used to obtain the limiting behavior of the systems as the Planck constant approaches zero. It turns out that the limiting behavior coincides with fresh aspects of the semiclassical limit of (Euclidean) quantum mechanics. Non-trivial examples of Levy processes are considered as illustrations and precise asymptotics are given for the terms in both configuration and momentum representations

    Stochastic modelling of nonlinear dynamical systems

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    We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium (related to driving velocity fields which are generically bound to obey suitable local conservation laws) can be reconciled with the notion of dispersion due to a Markovian diffusion process.Comment: in D. S. Broomhead, E. A. Luchinskaya, P. V. E. McClintock and T. Mullin, ed., "Stochaos: Stochastic and Chaotic Dynamics in the Lakes", American Institute of Physics, Woodbury, Ny, in pres

    Linear response theory and transient fluctuation theorems for diffusion processes: a backward point of view

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    On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of view. We find that a variety of transient fluctuation theorems could be interpreted as a consequence of a generalized Chapman-Kolmogorov equation, which intrinsically arises from the Markovian characteristic of diffusion processes
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