Mathematical Physics Seminar (Jan 24th) – Dr Steve Fitzgerald (Leeds) – Path Integral Formulations of Stochastic Processes

Abstract:Traditionally, stochastic processes are modelled one of two ways: a continuum Fokker-Planck approach, where a PDE is solved to determine the time evolution of the probability density, or a Langevin approach, where the SDE describing the system is sampled, and multiple simulations are used to collect statistics. There is also a third way: the functional or path integral. Originally developed by Wiener in the 1920s to model Brownian motion, path integrals were famously applied to quantum mechanics by Feynman in the 1950s. However, they also have much to offer classical stochastic processes (and statistical physics).

In this talk I will introduce the formalism at a physicist’s level of rigour, and focus on determining the dominant contribution to the path integral when the noise is weak. There exists a remarkable correspondence between the most-probable stochastic paths and Hamiltonian dynamics in an effective potential [1,2]. I will then discuss some applications as time permits, including reaction pathways conditioned on finite time [2]. We demonstrate that the most probable pathway at a finite time may be very different from the usual minimum energy path used to calculate the average reaction rate.

[1] Ge, Hao, and Hong Qian. Int. J. Mod. Phys. B 26.24 1230012 (2012)
[2] Fitzgerald, Steve, et al. J. Chem. Phys. 158.12 (2023).