2019
DOI: 10.1103/physreve.99.032125
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Conditional probabilities in multiplicative noise processes

Abstract: We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum particle with variable mass. Introducing a time reparametrization, we are able to transform the problem of multiplicative noise fluctuations into an equivalent additive one. We illustrate the method by showing the explicit analytic computation of the conditional probability of … Show more

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Cited by 12 publications
(18 citation statements)
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“…In classical terms, an interaction that is everywhere finite can stabilize cluster crystals at low temperature and high density [21][22][23][24][25], based on purely energetic considerations [26]: for example, when repulsion is "fatter" than Gaussian, it is more convenient to form isolated blobs of particles than having them distributed homogeneously in space. Such an arrangement ensures a large mobility to atoms, which can freely hop from one site to another [27]. Cluster-crystal order also occurs in weakly-repulsive bosons at high pressure, with the additional bonus of supersolid behavior (i.e., crystalline order coexisting with superfluid behavior) near the melting point [28][29][30][31][32].…”
Section: Introductionmentioning
confidence: 99%
“…In classical terms, an interaction that is everywhere finite can stabilize cluster crystals at low temperature and high density [21][22][23][24][25], based on purely energetic considerations [26]: for example, when repulsion is "fatter" than Gaussian, it is more convenient to form isolated blobs of particles than having them distributed homogeneously in space. Such an arrangement ensures a large mobility to atoms, which can freely hop from one site to another [27]. Cluster-crystal order also occurs in weakly-repulsive bosons at high pressure, with the additional bonus of supersolid behavior (i.e., crystalline order coexisting with superfluid behavior) near the melting point [28][29][30][31][32].…”
Section: Introductionmentioning
confidence: 99%
“…5, making the path integral become the conditional probability. The conditional probability is written in as a path integral [39,40]…”
Section: Ultra-relativistic Regimementioning
confidence: 99%
“…We use the variational formula for the Fokker-Planck [36,37], and we integrate it numerically. We also use the Path integral formalism [38][39][40][41] to deal with the ultra-relativistic case. The results are compared with numerical simulations of the stochastic process and are found in agreement.…”
Section: Introductionmentioning
confidence: 99%
“…[40]. More recently, we have presented a useful path integral technique to compute weak noise expansions [44]. The integration over fluctuations in the multiplicative case is not trivial.…”
Section: Introductionmentioning
confidence: 99%
“…The reason is that the diffusion function produces an integration measure that resembles a curved time axis [45]. We have provided a local time reparametrization in order to integrate fluctuations [44]. In this paper, we compute the conditional probability of finding a particle in a well at large times t/2, provided it was in the same or the other well at −t/2.…”
Section: Introductionmentioning
confidence: 99%