Related papers: Non-Markovian diffusion equations and processes: a…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
Quantum simulation of non-Markovian open quantum dynamics is essential but challenging for standard quantum computers due to their non-Hermitian nature, leading to non-unitary evolution, and the limitations of available quantum resources.…
We develop a notion of stochastic quantum trajectories. First, we construct a basis set of trajectories, called elementary trajectories, and go on to show that any quantum dynamical process, including those that are non-Markovian, can be…
Do phenomenological master equations with memory kernel always describe a non-Markovian quantum dynamics characterized by reverse flow of information? Is the integration over the past states of the system an unmistakable signature of…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
We analyze non-Markovian evolution of open quantum systems. It is shown that any dynamical map representing evolution of such a system may be described either by non-local master equation with memory kernel or equivalently by equation which…
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…
For a controllable linear time-varying (LTV) pair $(\boldsymbol{A}_t,\boldsymbol{B}_t)$ and $\boldsymbol{Q}_{t}$ positive semidefinite, we derive the Markov kernel for the It\^{o} diffusion…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
The orientational memory of particles can serve as an effective measure of diffusivity, spreading, and search efficiency in complex stochastic processes. We develop a theoretical framework to describe the decay of directional correlations…
Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…
A stochastic representation of the dynamics of open quantum systems, suitable for non-perturbative system-reservoir interaction, non-Markovian effects and arbitrarily driven systems is presented. It includes the case of driving on…
We develop a systematic and efficient approach for numerically solving the non-Markovian quantum state diffusion equations for open quantum systems coupled to an environment up to arbitrary orders of noises or coupling strengths. As an…
Consider the non-linear stochastic fractional-diffusion equation \begin{eqnarray*} \left \{\begin{array}{lll} \frac{\partial}{\partial t}u(x,t)= -( \Delta)^{\alpha/2} u^m(x,t) + \sigma(u(x,t)) \dot{W}(x,t),\, x\in \mathbb{R}^d,t>0, u(x,0)=…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…
We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle…