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research article

Normalized Gaussian path integrals

Corazza, Giulio  
•
Fadel, Matteo
August 25, 2020
Physical Review E

Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In this work, we show a consistent approach to solve conditional and unconditional Euclidean (Wiener) Gaussian path integrals that allow us to compute transition probabilities in the semiclassical approximation from the solutions of a system of linear differential equations. Our method is particularly useful for investigating Fokker-Planck dynamics and the physics of stringlike objects such as polymers. To give some examples, we derive the time evolution of the d-dimensional Ornstein-Uhlenbeck process and of the Van der Pol oscillator driven by white noise. Moreover, we compute the end-to-end transition probability for a charged string at thermal equilibrium, when an external field is applied.

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Type
research article
DOI
10.1103/PhysRevE.102.022135
Web of Science ID

WOS:000564799800003

Author(s)
Corazza, Giulio  
Fadel, Matteo
Date Issued

2020-08-25

Publisher

AMER PHYSICAL SOC

Published in
Physical Review E
Volume

102

Issue

2

Article Number

022135

Subjects

Physics, Fluids & Plasmas

•

Physics, Mathematical

•

Physics

•

statistical-mechanics

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LCVMM  
Available on Infoscience
September 17, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/171731
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