Related papers: Relativistic diffusion equation from stochastic qu…
We treat a relativistically moving particle interacting with a quantum field from an open system viewpoint of quantum field theory by the method of influence functionals or closed-time-path coarse-grained effective actions. The particle…
The linear Boltzmann equation for elastic and/or inelastic scattering is applied to derive the distribution function of a spatially homogeneous system of charged particles spreading in a host medium of two-level atoms and subjected to…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…
Covariant classical particle dynamics is described, and the associated covariant relativistic particle quantum mechanics is derived. The invariant symmetric bracket is defined on the space of quantum amplitudes, and its relation to a…
Probability is an important question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the…
The connection between four different approaches to quantization of the relativistic particle is studied: reduced phase space quantization, Dirac quantization, BRST quantization, and (BRST)-Fock quantization are each carried out. The…
Bayes' rule connects forward and reverse processes in classical probability theory, and its quantum analogue has been discussed in terms of the Petz (transpose) map. For quantum dynamics governed by the Lindblad equation, the corresponding…
We consider a stochastic differential equation for a charged particle in a stochastic magnetic field, known as A-Langevin equation. The solution of the equation is found, and the Lagrange velocity correlation function is calculated in…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
The covariant understanding of dispersion relations as level sets of Hamilton functions on phase space enables us to derive the most general dispersion relation compatible with homogeneous and isotropic spacetimes. We use this concept to…
The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…
We perform and extend real-time numerical simulation of a low-dimensional scalar field theory or a quantum mechanical system using stochastic quantization. After a brief review of the quantization method and the complex Langevin dynamics,…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
As a counterpoint to classical stochastic particle methods for diffusion, we develop a deterministic particle method for linear and nonlinear diffusion. At first glance, deterministic particle methods are incompatible with diffusive partial…
The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…
Aims. The process of pitch-angle isotropization is important for many applications ranging from diffusive shock acceleration to large-scale cosmic-ray transport. Here, the basic analytical description is revisited on the basis of recent…
We consider a stochastic model of the two-dimensional chemostat as a diffusion process for the concentration of substrate and the concentration of biomass. The model allows for the washout phenomenon: the disappearance of the biomass inside…
The nonlinear quantization of the domain wall (relativistic membrane of codimension 1) is considered. The membrane dust equation is considered as an analogue of the Hamilton-Jacobi equation, which allows us to construct its quantum…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…