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The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
It is well-known that Brownian ratchets can exhibit current reversals, wherein the sign of the current switches as a function of the driving frequency. We introduce a spatial discretization of such a two-dimensional Brownian ratchet to…
A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…
Our digital technology depends on mathematics to compute current flow and design its devices. Mathematics describes current flow by an idealization, Kirchhoff's current law. All the electrons that flow into a node flow out. This…
We state and prove a generalized adiabatic theorem for Markov chains and provide examples and applications related to Glauber dynamics of Ising model over Z^d/nZ^d. The theorems derived in this paper describe a type of adiabatic dynamics…
We study the effect on the stationary currents of constraints affecting the hopping rates in stochastic particle systems. In the framework of Zero Range Processes with drift within a finite volume, we discuss how the current is reduced by…
We study the large-time behavior of a class of periodically driven macroscopic systems. We find, for a certain range of the parameters of either the system or the driving fields, the time-averaged asymptotic behavior effectively is that of…
Quantum mechanical transition amplitudes are calculated within the stochastic quantization scheme for the free nonrelativistic particle, the harmonic oscillator and the nonrelativistic particle in a constant magnetic field; we close with…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
A method of quantizing parametrized systems is developed that is based on a kind of ``gauge invariant'' quantities---the so-called perennials (a perennial must also be an ``integral of motion''). The problem of time in its particular form…
Schr\"odinger equation with given, {\it a priori} known current is formulated. A non-zero current density is maintained in the quantum system via a subsidiary condition imposed by vector, local Lagrange multiplier. Constrained minimization…
Using the Landauer formulation of transport theory, we predict that dielectric quantum wires should exhibit quantized thermal conductance at low temperatures in a ballistic phonon regime. The quantum of thermal conductance is universal,…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We present a multi-timescale Quantum Averaging Theory (QAT), a unitarity-preserving generalized Floquet framework for analytically modeling periodically and almost-periodically driven quantum systems across multiple timescales. By…
The classical dynamics in stationary potentials that are random both in space and time is studied. It can be intuitively understood with the help of Chirikov resonances that are central in the theory of Chaos, and explored quantitatively in…
We study particle current in a recently proposed model for coherent quantum transport. In this model a system connected to mesoscopic Fermi reservoirs (meso-reservoir) is driven out of equilibrium by the action of super reservoirs…
This paper investigates the dynamics of current and quantum transport factor in a bosonic system consisting of a central system interacting with two reservoirs at different temperatures. We derive a master equation describing the time…
Microscopic thermal machines promise to play an important role in future quantum technologies. Making such devices widely applicable will require effective strategies to channel their output into easily accessible storage systems like…
We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…