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We analyze limitations upon any kinetic theory inspired derivation of a probabilistic counterpart of the Schr\"{o}dinger picture quantum dynamics. Neither dissipative nor non-dissipative stochastic phase-space processes based on the…

Quantum Physics · Physics 2009-11-07 R. Czopnik , P. Garbaczewski

Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…

Quantum Physics · Physics 2025-04-14 Nathaniel A. Lynd

A general method is discussed to obtain Markovian master equations which describe the interaction with the environment in a microscopic and non-perturbative fashion. It is based on combining time-dependent scattering theory with the concept…

Quantum Physics · Physics 2009-11-13 Klaus Hornberger

We study a stochastic control system involving both a standard and a fractional Brownian motion with Hurst parameter less than 1/2. We apply an anticipative Girsanov transformation to transform the system into another one, driven only by…

Optimization and Control · Mathematics 2016-05-06 Rainer Buckdahn , Shuai Jing

We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…

Soft Condensed Matter · Physics 2018-08-24 Jérémy Vachier , Marco G. Mazza

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covariance functions of these processes are of a special form,…

Probability · Mathematics 2009-09-24 Daniel Alpay , Haim Attia , David Levanony

We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…

Probability · Mathematics 2019-07-25 Lorenzo Bertini , Gustavo Posta

We explore the effects of spatial locality on the dynamics of random quantum systems subject to a Markovian noise. To this end, we study a model in which the system Hamiltonian and its couplings to the noise are random matrices whose…

Quantum Physics · Physics 2024-01-26 Dror Orgad , Vadim Oganesyan , Sarang Gopalakrishnan

The Brownian dynamics of the density operator for a quantum system interacting with a classical heat bath is described using a stochastic, non-linear Liouville equation obtained from a variational principle. The environment's degrees of…

Quantum Physics · Physics 2015-06-26 M. Grigorescu

Quantum walks are a promising framework that can be used to both understand and implement quantum information processing tasks. The quantum stochastic walk is a recently developed framework that combines the concept of a quantum walk with…

Quantum Physics · Physics 2018-12-07 Bruno G. Taketani , Luke C. G. Govia , Frank K. Wilhelm

Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…

Statistical Mechanics · Physics 2015-03-19 Matteo Smerlak

We study the occupation fluctuations of drifted Brownian motion in a closed interval, and show that they undergo a dynamical phase transition in the long-time limit without an additional low-noise limit. This phase transition is similar to…

Statistical Mechanics · Physics 2018-11-14 Pelerine Tsobgni Nyawo , Hugo Touchette

The operational meaning of spacetime fluctuations is discussed. Classical spacetime geometry can be viewed as encoding the relations between the motions of test particles in the geometry. By analogy, quantum fluctuations of spacetime…

General Relativity and Quantum Cosmology · Physics 2016-08-31 L. H. Ford

We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…

Quantum Physics · Physics 2013-12-13 Agung Budiyono

We apply the restricted-path-integral (RPI) theory of non-minimally disturbing continuous measurements for correct description of frictional Brownian motion. The resulting master equation is automatically of the Lindblad form, so that the…

Quantum Physics · Physics 2009-11-07 Michael B. Mensky , Stig Stenholm

We derive a general quantum formula giving the mean-square displacement of a diffusing particle as a function of time. Near {\bf 0 K} we find a universal logarithmic behavior (valid for times longer than the relaxation time), and deviations…

Statistical Mechanics · Physics 2009-11-11 Supurna Sinha , Rafael D. Sorkin

We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…

Probability · Mathematics 2011-02-23 Fabrice Baudoin , Cheng Ouyang

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

Probability · Mathematics 2018-11-07 Sebastian Andres , Lisa Hartung

Equilibrium phase transitions usually emerge from the microscopic behavior of many-body systems and are associated to interesting phenomena such as the generation of long-range order and spontaneous symmetry breaking. They can be defined…

Quantum Physics · Physics 2023-03-24 Emmanouil Grigoriou , Carlos Navarrete-Benlloch
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