Continuous-Discrete Path Integral Filtering

A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochastic processes relevant for the solution of the continuous-discrete filtering problem is provided in this paper. The practical utility of the path integral formula is demonstrated via some nontrivial examples. Specifically, it is shown that the simplest approximation of the path integral formula for the fundamental solution of the FPKfe can be applied to solve nonlinear continuous-discrete filtering problems quite accurately. The Dirac-Feynman path integral filtering algorithm is quite simple, and is suitable for real-time implementation.Comment: 35 pages, 18 figures, JHEP3 clas

Symmetric path integrals for stochastic equations with multiplicative noise

A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = - F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. I show how to convert such equations into path integrals. The definition of the path integral depends crucially on the convention used for discretizing time, and I specifically derive the correct path integral when the convention used is the natural, time-symmetric one that time derivatives are (q_t - q_{t-\Delta t}) / \Delta t and coordinates are (q_t + q_{t-\Delta t}) / 2. [This is the convention that permits standard manipulations of calculus on the action, like naive integration by parts.] It has sometimes been assumed in the literature that a Stratanovich Langevin equation can be quickly converted to a path integral by treating time as continuous but using the rule \theta(t=0) = 1/2. I show that this prescription fails when the amplitude e(q) is q-dependent.Comment: 8 page

Gravitational anomalies in a dispersive approach

The gravitational anomalies in two dimensions, specifically the Einstein anomaly and the Weyl anomaly, are fully determined by means of dispersion relations. In this approach the anomalies originate from the peculiar infrared feature of the imaginary part of the relevant formfactor which approaches a $\delta$-function singularity at zero momentum squared when $m \to 0$.Comment: 10 page

Path-integral evolution of multivariate systems with moderate noise

A non Monte Carlo path-integral algorithm that is particularly adept at handling nonlinear Lagrangians is extended to multivariate systems. This algorithm is particularly accurate for systems with moderate noise.Comment: 15 PostScript pages, including 7 figure

Direct evidence for stability of tetrahedral interstitial Er in Si up to 900∘^{\circ}C

Conversion electron emission channeling from the isotope $^{167m}$Er (2.28 s), which is the decay product of radioactive $^{167}$Tm (9.25 d), offers a means of monitoring the lattice sites of Er in single crystals. We have used this method to determine the lattice location of $^{167m}$Er in Si directly following room temperature implantation of $^{167}$Tm, after subsequent annealing steps, and also in situ during annealing up to 900°C. Following the recovery of implantation damage around 600°C, about 90% of Er occupies near-tetrahedral interstitial sites in both FZ and CZ Si. While in FZ Si $^{167m}$Er was found to be stable on these sites even at 900°C, the tetrahedral Er fraction in CZ Si decreased considerably after annealing for 10 min at 800°C and above

Quantum calcium-ion interactions with EEG

Previous papers have developed a statistical mechanics of neocortical interactions (SMNI) fit to short-term memory and EEG data. Adaptive Simulated Annealing (ASA) has been developed to perform fits to such nonlinear stochastic systems. An N-dimensional path-integral algorithm for quantum systems, qPATHINT, has been developed from classical PATHINT. Both fold short-time propagators (distributions or wave functions) over long times. Previous papers applied qPATHINT to two systems, in neocortical interactions and financial options. \textbf{Objective}: In this paper the quantum path-integral for Calcium ions is used to derive a closed-form analytic solution at arbitrary time that is used to calculate interactions with classical-physics SMNI interactions among scales. Using fits of this SMNI model to EEG data, including these effects, will help determine if this is a reasonable approach. \textbf{Method}: Methods of mathematical-physics for optimization and for path integrals in classical and quantum spaces are used for this project. Studies using supercomputer resources tested various dimensions for their scaling limits. In this paper the quantum path-integral is used to derive a closed-form analytic solution at arbitrary time that is used to calculate interactions with classical-physics SMNI interactions among scales. \textbf{Results}: The mathematical-physics and computer parts of the study are successful, in that there is modest improvement of cost/objective functions used to fit EEG data using these models. \textbf{Conclusion}: This project points to directions for more detailed calculations using more EEG data and qPATHINT at each time slice to propagate quantum calcium waves, synchronized with PATHINT propagation of classical SMNI.Comment: published in Sc

Fluctuation relations and rare realizations of transport observables

Fluctuation relations establish rigorous identities for the nonequilibrium averages of observables. Starting from a general transport master equation with time-dependent rates, we employ the stochastic path integral approach to study statistical fluctuations around such averages. We show how under nonequilibrium conditions, rare realizations of transport observables are crucial and imply massive fluctuations that may completely mask such identities. Quantitative estimates for these fluctuations are provided. We illustrate our results on the paradigmatic example of a mesoscopic RC circuit.Comment: 4 pages, 3 figures; v2: minor changes, published versio

Dynamic charge density correlation function in weakly charged polyampholyte globules

We study solutions of statistically neutral polyampholyte chains containing a large fraction of neutral monomers. It is known that, even if the quality of the solvent with respect to the neutral monomers is good, a long chain will collapse into a globule. For weakly charged chains, the interior of this globule is semi-dilute. This paper considers mainly theta-solvents, and we calculate the dynamic charge density correlation function g(k,t) in the interior of the globules, using the quadratic approximation to the Martin-Siggia-Rose generating functional. It is convenient to express the results in terms of dimensionless space and time variables. Let R be the blob size, and let T be the characteristic time scale at the blob level. Define the dimensionless wave vector q = R k, and the dimensionless time s = t/T. We find that for q<1, corresponding to length scales larger than the blob size, the charge density fluctuations relax according to g(q,s) = q^2(1-s^(1/2)) at short times s < 1, and according to g(q,s) = q^2 s^(-1/2) at intermediate times 1 < s 0.1, where entanglements are unimportant.Comment: 12 pages RevTex, 1 figure ps, PACS 61.25.Hq, reason replacement: Expression for dynamic corr. function g(k,t) in old version was incorrect (though expression for Fourier transform g(k,w) was correct, so the major part of the calculation remains.) Also major textual chang

Relativistic diffusion processes and random walk models

The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with special relativity, as it permits particles to propagate faster than the speed of light. A frequently considered alternative is provided by the telegraph equation, whose solutions avoid superluminal propagation speeds but suffer from singular (non-continuous) diffusion fronts on the light cone, which are unlikely to exist for massive particles. It is therefore advisable to explore other alternatives as well. In this paper, a generalized Wiener process is proposed that is continuous, avoids superluminal propagation, and reduces to the standard Wiener process in the non-relativistic limit. The corresponding relativistic diffusion propagator is obtained directly from the nonrelativistic Wiener propagator, by rewriting the latter in terms of an integral over actions. The resulting relativistic process is non-Markovian, in accordance with the known fact that nontrivial continuous, relativistic Markov processes in position space cannot exist. Hence, the proposed process defines a consistent relativistic diffusion model for massive particles and provides a viable alternative to the solutions of the telegraph equation.Comment: v3: final, shortened version to appear in Phys. Rev.

Impact of Parenteral Nutrition Versus Fasting on Hepatic Bile Acid Production and Transport in a Rabbit Model of Prolonged Critical Illness

Cholestatic liver dysfunction frequently occurs during critical illness. Administration of parenteral nutrition (PN) is thought to aggravate this. Underlying mechanisms are not clear.status: publishe