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We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…

Probability · Mathematics 2011-02-18 Robert C. Dalang , Carl Mueller

A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…

Statistical Mechanics · Physics 2009-05-06 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We consider the stochastically driven one dimensional nonlinear oscillator $\ddot{x}+2\Gamma\dot{x}+\omega^2_0 x+\lambda x^3 = f(t)$ where f(t) is a Gaussian noise which, for the bulk of the work, is delta correlated (white noise). We…

Statistical Mechanics · Physics 2022-08-04 Akshay Pal , Jayanta Kumar Bhattacharjee

We review realistic models that reproduce quantum theory in some limit and yield potentially new physics outside that limit. In particular, we consider deterministic hidden-variables theories (such as the pilot-wave model) and their…

Quantum Physics · Physics 2009-01-01 Philip Pearle , Antony Valentini

Assuming that Quantum Mechanics is universal and that it can be applied over all scales, then the Universe is allowed to be in a quantum superposition of states, where each of them can correspond to a different space-time geometry. How can…

General Relativity and Quantum Cosmology · Physics 2024-02-27 José Luis Gaona-Reyes , Lucía Menéndez-Pidal , Mir Faizal , Matteo Carlesso

Almost a century after the development of quantum mechanics, we still do not have a consensus on the process of collapse of wavefunctions. Some theories require the intervention of a conscious observer while some see it as a stochastic…

Quantum Physics · Physics 2021-10-11 Arnab Acharya , Pratik Jeware , Soumitro Banerjee

We consider the linear stochastic wave equation driven by a Gaussian noise. We show that the solution satisfies a certain form of strong local nondeterminism and we use this property to derive the exact uniform modulus of continuity for the…

Probability · Mathematics 2019-06-19 Cheuk Yin Lee , Yimin Xiao

Because quantum measurements have probabilistic outcomes they can seem to violate conservation laws in individual experiments. Despite these appearances, strict conservation of momentum, orbital angular momentum, and energy can be shown to…

Quantum Physics · Physics 2020-04-17 Edward J. Gillis

By using a condition of average trace preservation we derive a general class of non-Markovian Gaussian diffusive unravelings [L. Diosi and L. Ferialdi, Phys. Rev. Lett. \textbf{113}, 200403 (2014)], here valid for arbitrary non-Hermitian…

Quantum Physics · Physics 2015-11-10 Adrian A. Budini

We propose a hidden variable analysis of collapse dynamics in which the state's reduction process may take a finite time $\delta t$. A full characterization of the model is given for the case of black boxes. By introducing nonlocal perfect…

Quantum Physics · Physics 2018-09-05 M. G. M. Moreno , Alejandro Fonseca , Márcio M. Cunha

It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…

Statistical Mechanics · Physics 2009-12-06 Jun Chul Park

We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…

Numerical Analysis · Mathematics 2024-12-30 Grigorios A. Pavliotis , Sebastian Reich , Andrea Zanoni

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

Probability · Mathematics 2026-02-06 Le Chen , Cheuk Yin Lee , Panqiu Xia

Causal discovery methods are intrinsically constrained by the set of assumptions needed to ensure structure identifiability. Moreover additional restrictions are often imposed in order to simplify the inference task: this is the case for…

Machine Learning · Computer Science 2023-04-07 Francesco Montagna , Nicoletta Noceti , Lorenzo Rosasco , Kun Zhang , Francesco Locatello

In this paper we present an extension of the Ghirardi-Rimini-Weber model for the spontaneous collapse of the wavefunction. Through the inclusion of dissipation, we avoid the divergence of the energy on the long time scale, which affects the…

Quantum Physics · Physics 2015-01-05 Andrea Smirne , Bassano Vacchini , Angelo Bassi

Quantum experiments with nanomechanical oscillators are regarded as a testbed for hypothetical modifications of the Schr\"{o}dinger equation, which predict a breakdown of the superposition principle and induce classical behavior at the…

Quantum Physics · Physics 2014-07-14 Stefan Nimmrichter , Klaus Hornberger , Klemens Hammerer

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

How predictable are turbulent flows? Here we use theoretical estimates and shell model simulations to argue that Eulerian spontaneous stochasticity, a manifestation of the non-uniqueness of the solutions to the Euler equation that is…

Fluid Dynamics · Physics 2024-02-20 Dmytro Bandak , Alexei Mailybaev , Gregory L. Eyink , Nigel Goldenfeld

In the past ten-fifteen years, stochastic models of continuous wave function collapse were being proposed to describe the continuous emergence of classicality from quantum. We advocate that the hybrid dynamics of canonically coupled quantum…

Quantum Physics · Physics 2007-05-23 Lajos Diosi

Sustained spiral waves, also known as rotors, are pivotal mechanisms in persistent atrial fibrillation (AF). Stochasticity is inevitable in nonlinear biological systems such as the heart; however, it is unclear how noise affects the…

Biological Physics · Physics 2023-11-16 Euijun Song