Random series and discrete path integral methods: The Lévy-Ciesielski implementation
نویسندگان
چکیده
منابع مشابه
Continuous-Discrete Path Integral Filtering
A summary of the relationship between the Langevin equation, Fokker-PlanckKolmogorov 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...
متن کاملPath Integral Methods
The path integral approach was introduced by Feynman1 in a seminal paper published in 1948. It provides an alternative formulation of time-dependent quantum mechanics, equivalent to that of Schrödinger. Since its inception, the path integral has found innumerable applications in many areas of physics and chemistry. Its main attractions can be summarized as follows: the path integral formulation...
متن کاملAccurate Transmission Loss Allocation Algorithm Based on the Virtual Transaction Strategy: Comparison of Path-integral with Discrete Integral Methods
This paper presents a new algorithm to determine accurate bus-wise transmission loss allocation utilizing path-integrals dictated by the transaction strategy. For any transaction strategy, the total sum of the allocated transmission losses of all buses is equal to the actual loss given by the AC powerflow calculation considering the distributed slack. In this paper, the bus-wise allocation of t...
متن کاملA Contracted Path Integral Solution of the Discrete Master Equation
A new representation of the exact time dependent solution of the discrete master equation is derived. This representation can be considered as contraction of the path integral solution of Haken. It allows the calculation of the probability distribution of the occurence time for each path and is suitable as basis of new computational solution methods. Typeset using REVTEX 1
متن کاملDiscrete path integral for spin - 12 in the Grassmannian representation
A variation to the usual formulation of Grassmann representation path integrals is presented. Time-indexed anticommuting partners are introduced for each Grassmann coherent state variable and a general method for handling the effect of these introduced Grassmann partners is also developed. These Grassmann partners carry the nilpotency and anticommutivity of the Grassmann coherent state variable...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review E
سال: 2003
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.67.026124