Search results for "path integral"
showing 10 items of 80 documents
On new efficient algorithms for PIMC and PIMD
2002
Abstract The properties of various algorithms, estimators, and high-temperature density matrix (HTDM) decompositions relevant for path integral simulations are discussed. It is shown that Fourier accelerated path integral molecular dynamics (PIMD) completely eliminates slowing down with increasing Trotter number P . A new primitive estimator of the kinetic energy for use in PIMD simulations is found to behave less pathologically than the original virial estimator. In particular, its variance does not increase significantly with P . Two non-primitive HTDM decompositions are compared as well: one decomposition used in the Takahashi Imada algorithm and another one based on an effective propaga…
Stochastic response determination of nonlinear oscillators with fractional derivatives elements via the Wiener path integral
2014
A novel approximate analytical technique for determining the non-stationary response probability density function (PDF) of randomly excited linear and nonlinear oscillators endowed with fractional derivatives elements is developed. Specifically, the concept of the Wiener path integral in conjunction with a variational formulation is utilized to derive an approximate closed form solution for the system response non-stationary PDF. Notably, the determination of the non-stationary response PDF is accomplished without the need to advance the solution in short time steps as it is required by the existing alternative numerical path integral solution schemes which rely on a discrete version of the…
On resampling schemes for particle filters with weakly informative observations
2022
We consider particle filters with weakly informative observations (or `potentials') relative to the latent state dynamics. The particular focus of this work is on particle filters to approximate time-discretisations of continuous-time Feynman--Kac path integral models -- a scenario that naturally arises when addressing filtering and smoothing problems in continuous time -- but our findings are indicative about weakly informative settings beyond this context too. We study the performance of different resampling schemes, such as systematic resampling, SSP (Srinivasan sampling process) and stratified resampling, as the time-discretisation becomes finer and also identify their continuous-time l…
Bicoherent-State Path Integral Quantization of a non-Hermitian Hamiltonian
2020
We introduce, for the first time, bicoherent-state path integration as a method for quantizing non-hermitian systems. Bicoherent-state path integrals arise as a natural generalization of ordinary coherent-state path integrals, familiar from hermitian quantum physics. We do all this by working out a concrete example, namely, computation of the propagator of a certain quasi-hermitian variant of Swanson's model, which is not invariant under conventional $PT$-transformation. The resulting propagator coincides with that of the propagator of the standard harmonic oscillator, which is isospectral with the model under consideration by virtue of a similarity transformation relating the corresponding…
Path integral solution by fractional calculus
2008
In this paper, the Path Integral solution is developed in terms of complex moments. The method is applied to nonlinear systems excited by normal white noise. Crucial point of the proposed procedure is the representation of the probability density of a random variable in terms of complex moments, recently proposed by the first two authors. Advantage of this procedure is that complex moments do not exhibit hierarchy. Extension of the proposed method to the study of multi degree of freedom systems is also discussed.
A Wiener Path Integral Technique for Non-Stationary Response Determination of Nonlinear Oscillators with Fractional Derivative Elements
2014
In this paper a novel approximate analytical technique for determining the non-stationary response probability density function (PDF) of randomly excited linear and nonlinear oscillators with fractional derivative elements is developed. Specifically, the concept of the Wiener path integral in conjunction with a variational formulation is utilized to derive an approximate closed form solution for the system response non-stationary PDF. Notably, the determination of the non-stationary response PDF is accomplished without the need to advance the solution in short time steps as it is required by the existing alternative numerical path integral solution schemes. In this manner, the analytical Wi…
Path-integral Monte Carlo study of crystalline Lennard-Jones systems.
1995
The capability of the path-integral Monte Carlo (PIMC) method to describe thermodynamic and structural properties of solids at low temperatures is studied in detail, considering the noble-gas crystals as examples. In order to reduce the systematic limitations due to finite Trotter number and finite particle number we propose a combined Trotter and finite-size scaling. As a special application of the PIMC method we investigate $^{40}\mathrm{Ar}$ at constant volume and in the harmonic approximation. Furthermore, isotope effects in the lattice constant of $^{20}\mathrm{Ne}$ and $^{22}\mathrm{Ne}$ are computed at zero pressure. The obtained results are compared with classical Monte Carlo result…
Path integral Monte Carlo study of the internal quantum state dynamics of a generic model fluid
1996
We study the quantum dynamics of a generic model fluid with internal quantum states and classical translational degrees of freedom in two spatial dimensions. The path integral Monte Carlo data for the imaginary time correlation functions are presented and analyzed by the maximum entropy method. A comparison of the frequency distribution with those of a mean field approximation and virial expansion shows good agreement at high and low densities, respectively. \textcopyright{} 1996 The American Physical Society.
First-passage problem for nonlinear systems under Lévy white noise through path integral method
2016
In this paper, the first-passage problem for nonlinear systems driven by $$\alpha $$ -stable Levy white noises is considered. The path integral solution (PIS) is adopted for determining the reliability function and first-passage time probability density function of nonlinear oscillators. Specifically, based on the properties of $$\alpha $$ -stable random variables and processes, PIS is extended to deal with Levy white noises with any value of the stability index $$\alpha $$ . Application to linear and nonlinear systems considering different values of $$\alpha $$ is reported. Comparisons with pertinent Monte Carlo simulation data demonstrate the accuracy of the results.
Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution
2008
An extension of the path integral to non-linear systems driven by a Poissonian white noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov— Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac's deltas occurrences are performed and results are compared with analytical solutions (when available) and Monte Carlo simulation.