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On the applicability of Feynman–Kac path integral simulation to space-time fractional Schrödinger equations

Author

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  • Datta Sumita

    (Department of Pure and Applied Mathematics, Alliance University, Bengaluru 562106, India; and Department of Physics, The University of Texas at Arlington, Texas 76019, USA)

  • Datta Radhika Prosad

    (Indian Institute of Foreign Trade (IIFT), Kolkata Campus, Kolkata 700107, India)

  • Rejcek James M.

    (Department of Physics, The University of Texas at Arlington, Arlington, TX 76019, USA)

Abstract

In this study, we explore the applicability of the Feynman–Kac (FK) path integral formula to space-time fractional Schrödinger equations. In this work, a FK method based on the Lévy measure has been proposed for solving the Cauchy problems associated with the space-time fractional Schrödinger equations arising in interacting quantum systems. Application of an uncoupled Continuous Time Random Walk (CTRW) model with an exponentially distributed waiting time makes the underlying stochastic process a Lévy process which is basically a generalized Wiener process. Since these processes are Markovian in nature we can adopt the classical FK approach to simulate the CTRW model for solving the space-time fractional diffusion process with comparable simplicity and convergence rate as in the case of standard diffusion processes. Our findings underscore the viability of employing the Fractional Feynman–Kac path integral technique as an effective numerical method for solving space-time diffusion equations, thereby offering a promising alternative to traditional fractional calculus approaches.

Suggested Citation

  • Datta Sumita & Datta Radhika Prosad & Rejcek James M., 2025. "On the applicability of Feynman–Kac path integral simulation to space-time fractional Schrödinger equations," Monte Carlo Methods and Applications, De Gruyter, vol. 31(3), pages 189-205.
  • Handle: RePEc:bpj:mcmeap:v:31:y:2025:i:3:p:189-205:n:1002
    DOI: 10.1515/mcma-2025-2011
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