Path Integral Estimates of the Quantum Fluctuations of the Relative Soliton-Soliton Velocity in a Gross-Pitaevskii Breather

In this paper, the quantum fluctuations of the relative velocity of constituent solitons in a Gross-Pitaevskii breather are studied. The breather is confined in a weak harmonic trap. These fluctuations are monitored, indirectly, using a two-body correlation function measured at a quarter of the harmonic period after the breather creation. The results of an ab initio quantum Monte Carlo calculation, based on the Feynman-Kac path integration method, are compared with the analytical predictions using the recently suggested approach within the Bogoliubov approximation, and a good agreement is obtained.

Stationary Response of Nonlinear Vibration Energy Harvesters by Path Integration

A path integration procedure based on Gauss-Legendre integration scheme is developed to analyze probabilistic solution of nonlinear vibration energy harvesters (VEH) in this paper. First, traditional energy harvesters are briefly introduced and their non-dimensional governing and moment equations are given. These moment equations could be solved through the Runge-Kutta and Gaussian closure method. Then, the path integration method is expanded to three-dimensional situation, solving the probability density function (PDF) of VEH. Three illustrative examples are considered to evaluate the effectiveness of this method. The effectiveness of nonlinearity of traditional monostable VEH and a bistable VEH are further studied too. At the same time, Equivalent linearization method(EQL) and Monte Carlo simulation are employed too. The results indicate that three-dimensional path integration method can give satisfactory results for the global PDF, especially for the tail PDF, and they have better agreement with the simulation results than those of the EQL. In addition, the different degrees of hardening and softening behaviors of the PDFs occur when the nonlinearity coefficient increases and the bistable type is considered.

Path Integral Methods for the Probabilistic Analysis of Nonlinear Systems Under a White-Noise Process

In this paper, the widely known path integral method, derived from the application of the Chapman–Kolmogorov equation, is described in details and discussed with reference to the main results available in literature in several decades of contributions. The most simple application of the method is related to the solution of Fokker–Planck type equations. In this paper, the solution in the presence of normal, α-stable, and Poissonian white noises is first discussed. Then, application to barrier problems, such as first passage problems and vibroimpact problems is described. Further, the extension of the path integral method to problems involving multi-degrees-of-freedom systems is analyzed. Lastly, an alternative approach to the path integration method, that is the Wiener Path integration (WPI), also based on the Chapman–Komogorov equation, is discussed. The main advantages and the drawbacks in using these two methods are deeply analyzed and the main results available in literature are highlighted.

Chernoff approximation of subordinate semigroups

This note is devoted to the approximation of evolution semigroups generated by some Markov processes and hence to the approximation of transition probabilities of these processes. The considered semigroups correspond to processes obtained by subordination (i.e. by a time-change) of some original (parent) Markov processes with respect to some subordinators, i.e. Lévy processes with a.s. increasing paths (they play the role of the new time). If the semigroup, corresponding to a parent Markov process, is not known explicitly then neither the subordinate semigroup, nor even the generator of the subordinate semigroup are known explicitly too. In this note, some (Chernoff) approximations are constructed for subordinate semigroups (in the case when subordinators have either known transitional probabilities, or known and bounded Lévy measure) under the condition that the parent semigroups are not known but are already Chernoff-approximated. As it has been shown in the recent literature, this condition is fulfilled for several important classes of Markov processes. This fact allows, in particular, to use the constructed Chernoff approximations of subordinate semigroups, in order to approximate semigroups corresponding to subordination of Feller processes and (Feller type) diffusions in Euclidean spaces, star graphs and Riemannian manifolds. Such approximations can be used for direct calculations and simulation of stochastic processes. The method of Chernoff approximation is based on the Chernoff theorem and can be interpreted also as a construction of Markov chains approximating a given Markov process and as the numerical path integration method of solving the corresponding PDE/SDE.