Related papers: On the long time behavior of Hilbert space diffusi…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…
We study stochastic evolution equations describing the dynamics of open quantum systems. First, using resolvent approximations, we obtain a sufficient condition for regularity of solutions to linear stochastic Schroedinger equations driven…
In quantum physics, disturbance due to a measurement is not negligible. This requires the time parameter $t$ in the Schr\"odinger or Heisenberg equation to be considered differently from a time continuum of experimenter's clock $T$ on which…
Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…
We study the Boltzmann equation for a space-homogeneous gas of inelastic hard spheres, with a diffusive term representing a random background forcing. Under the assumption that the initial datum is a nonnegative $L^2$ function, with bounded…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
We study long time behavior of some nonlinear discrete velocity kinetic equations in the one and three dimensions with periodic boundary conditions. We prove the exponential time decay of solutions towards the global equilibrium in the…
A stochastic simulation algorithm for the computation of multitime correlation functions which is based on the quantum state diffusion model of open systems is developed. The crucial point of the proposed scheme is a suitable extension of…
We study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…
In this paper we present a new model for modeling the diffusion and relative dispersion of particles in homogeneous isotropic turbulence. We use an Heisenberg-like Hamiltonian to incorporate spatial correlations between fluid particles,…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
The dynamics of an initially localized wavepacket is studied for the generalized nonlinear Schroedinger Equation with a random potential, where the nonlinearity term is |\psi|^p*\psi and "p" is arbitrary. Mainly short times for which the…
This paper concerns the diffusive limit of the time evolutionary Boltzmann equation in the half space $\mathbb{T}^2\times\mathbb{R}^+$ for a small Knudsen number $\varepsilon>0$. For boundary conditions in the normal direction, it involves…
It is usually accepted that quantum dynamics described by Schrodinger equation that determines the evolution of states from one Cauchy surface to another is unitary. However, it has been known for some time that this expectation is not…
Diffraction in time of a particle confined in a box which its walls are removed suddenly at $t=0$ is studied. The solution of the time-dependent Schr\"{o}dinger equation is discussed analytically and numerically for various initial…
We study the long-time asymptotic behavior of the position distribution of a run-and-tumble particle (RTP) in two dimensions and show that the distribution at a time $t$ can be expressed as a perturbative series in $(\gamma t)^{-1}$, where…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
A stochastic Schr\"odinger equation is presented to describe simultaneous continuous measurement of the position and momentum of a non-relativistic particle. The equation is solved to yield a state localised in position and momentum…
This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…