Related papers: Stochastic Schr\"odinger equations with coloured n…
The concept of time-correlated noise is important to applied stochastic modelling. Nevertheless, there is no generally agreed-upon definition of the term red noise in continuous-time stochastic modelling settings. We present here a rigorous…
A generalization of the stochastic wave function method to quantum master equations which are not in Lindblad form is developed. The proposed stochastic unravelling is based on a description of the reduced system in a doubled Hilbert space…
In this paper, the classical Schr\"odinger equation, which allows the study of classical dynamics in terms of wave functions, is analyzed theoretically and numerically. First, departing from classical (Newtonian) mechanics, and assuming an…
The aim of these notes is to give an overview of the current results about existence and uniqueness of solutions for the stochastic Euler equation driven by a Brownian noise in a two-dimensional bounded domain.
This work presents an alternative approach to obtain the quantum field equations in curved spacetime, considering that sufficiently small particles follow stochastic trajectories around geodesic. Our proposal is based on a stochastic…
We propose a generalization of the Ornstein-Uhlenbeck process in 1+1 dimensions which is the product of a temporal Ornstein-Uhlenbeck process with a spatial one and has exponentially decaying autocorrelation. The generalized Langevin…
We consider an ensemble of Ornstein-Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centre-of-mass like variable…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
We construct a martingale solution of the stochastic nonlinear Schr\"odinger equation with a multiplicative noise of jump type in the Marcus canonical form. The problem is formulated in a general framework that covers the subcritical…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
Principles of monitoring non-Markovian open quantum systems are analyzed. We use the field representation of the environment (Gardiner and Collet, 1985) for the separation of its memory and detector part, respectively. We claim the…
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
We derive the classical Hamilton-Jacobi equation from first principles as the natural description for smooth stochastic processes when one neglects stochastic velocity fluctuations. The Schr\"{o}dinger equation is shown to be the natural…
The Cauchy problem for the stochastic nonlinear Schr\"odinger equation with multiplicative noise is considered where the nonlinear term is of power type and the noise coefficients are purely imaginary numbers. The main purpose of this paper…
We review here the development of the general formalism for the study of fermion propagation in the presence of stochastic media. This formalism allows the systematic derivation of evolution equations for averaged quantities as survival…
We revisit the construction of the fermionic path-integral representation of overdamped scalar Langevin processes with multiplicative white noise, focusing on the covariance of the generating functional under non-linear changes of…
By introducing a new stochastic integral, we investigate the energetics of classical stochastic systems driven by non-Gaussian white noises. In particular, we introduce a decomposition of the total-energy difference into the work and the…
The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…
We establish a connection between non-Markovian memory effects and thermodynamical quantities such as work. We show how memory effects can be interpreted as revivals of work that can be extracted from a quantum system. We prove that…
In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic…