Related papers: Randomized Hamiltonian Feynman integrals and Schro…
The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…
In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…
Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…
The set of continuous norm-preserving stochastic Schrodinger equations associated with the Lindblad master equation is introduced. This set is used to describe the localization properties of the state vector toward eigenstates of the…
Covariance of the resulting probabilities requires the "anti-Ito" sense. The corresponding Fokker-Planck equation is simplified and preserves important features of the case with a constant diffusion. Multiplicative noise can always be…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
In this paper we consider the two-dimensional stochastic Gross-Pitaevskii equation, which is a model to describe Bose-Einstein condensation at positive temperature. The equation is a complex Ginzburg-Landau equation with a harmonic…
Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is…
Consistent dynamics which couples classical and quantum degrees of freedom exists. This dynamics is linear in the hybrid state, completely positive and trace preserving. Starting from completely positive classical-quantum master equations,…
This paper is concerned with the following space-time fractional stochastic nonlinear partial differential equation \begin{equation*} \left(\partial_t^{\beta}+\frac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u=I_{t}^{\gamma}\Big[…
These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…
We suggest a generalization of the Feynman path integral to an integral over random surfaces. The proposed action is proportional to the linear size of the random surfaces and is called gonihedric. The convergence and the properties of the…
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…
The concepts of Hamiltonian Feynman integrals in white noise analysis are used to realize as the first velocity dependent potential the Hamiltonian Feynman integrand for a charged particle in a constant magnetic field in coordinate space as…
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) or multifractional Brownian motion (mBm), has raised strong interest in recent years, motivated in particular by applications in finance,…
We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical…
Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these…
I review the generating function for quantum-statistical mechanics, known as the Feynman-Vernon influence functional, the decoherence functional, or the Schwinger-Keldysh path integral. I describe a probability-conserving $i\varepsilon$…
The numerical emulation of quantum physics and quantum chemistry often involves an intractable number of degrees of freedom and admits no known approximation in general form. In practice, representing quantum-mechanical states using…