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We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

We consider the large time behavior of solutions to defocusing nonlinear Schrodinger equation in the presence of a time dependent external potential. The main assumption on the potential is that it grows at most quadratically in space,…

Analysis of PDEs · Mathematics 2013-05-20 Rémi Carles , Jorge Drumond Silva

We present a nonlinear stochastic Schroedinger equation for pure states describing non-Markovian diffusion of quantum trajectories. It provides an unravelling of the evolution of a quantum system coupled to a finite or infinite number of…

Quantum Physics · Physics 2009-10-31 L. Diosi , N. Gisin , W. T. Strunz

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

Statistical Mechanics · Physics 2016-06-22 Apoorva Nagar , Shamik Gupta

Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…

Quantum Physics · Physics 2026-01-22 Pietro De Checchi , Federico Gallina , Barbara Fresch , Giulio G. Giusteri

This paper aims at understanding the longtime behaviors of a reducible cooperative system with nonlocal diffusions and different free boundaries, describing the interactions of two mutually beneficial species. Compared with the irreducible…

Analysis of PDEs · Mathematics 2025-01-03 Lei Li , Mingxin Wang

A closed-form solution to the energy-based stochastic Schrodinger equation with a time-dependent coupling is obtained. The solution is algebraic in character, and is expressed directly in terms of independent random data. The data consist…

Quantum Physics · Physics 2007-05-23 Dorje C. Brody , Irene C. Constantinou , James D. C. Dear , Lane P. Hughston

We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…

Probability · Mathematics 2021-06-14 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

High Energy Physics - Theory · Physics 2009-11-13 Z. Haba

A relativistic collapse model for distinguishable particles is presented. Position and time, for each particle, are the fundamental operators of the theory. The Schr\"odinger equation is of the CSL form, with a Hermitian Hamiltonian and an…

Quantum Physics · Physics 2025-06-10 Daniel J. Bedingham , Philip Pearle

In this paper we prove the local and global well-posedness of the time fractional abstract Schr\"odinger type evolution equation on the Hilbert space and as an application, we prove the local and global well-posedness of the fractional…

Analysis of PDEs · Mathematics 2023-11-29 Mingxuan He , Na Deng

We address the question: Why may reaction-diffusion equations with hysteretic nonlinearities become ill-posed and how to amend this? To do so, we discretize the spatial variable and obtain a lattice dynamical system with a hysteretic…

Analysis of PDEs · Mathematics 2017-11-28 Pavel Gurevich , Sergey Tikhomirov

We consider time-dependent relaxation of observables in quantum systems of chaotic and regular type. We show that the spread of the wave function in the Hilbert space is determined by the survival probability which is known to have…

Quantum Physics · Physics 2019-05-29 Alexander Volya , Vladimir Zelevinsky

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

In this paper we study the behavior of solutions of a nonlinear Schroedinger equation in presence of an external potential, which is allowed to be singular at one point. We show that the solution behaves like a solitary wave for long time…

Analysis of PDEs · Mathematics 2013-12-20 Claudio Bonanno

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

Analysis of PDEs · Mathematics 2018-09-03 Lorenzo Toniazzi

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Probability · Mathematics 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

Mathematical Physics · Physics 2009-11-10 M. Hairer , G. A. Pavliotis

Dispersive and Strichartz estimates for solutions to general strictly hyperbolic partial differential equations with constant coefficients are considered. The global time decay estimates of $L^p-L^q$ norms of propagators are obtained, and…

Analysis of PDEs · Mathematics 2010-04-27 Michael Ruzhansky , James Smith

The homogeneous cooling state (HCS) of a granular gas described by the inelastic Boltzmann equation is reconsidered. As usual, particles are taken as inelastic hard disks or spheres, but now the coefficient of normal restitution $\alpha$ is…

Statistical Mechanics · Physics 2018-04-19 Nagi Khalil
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