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In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…

Numerical Analysis · Mathematics 2025-08-29 Tengteng Cui , Chengtao Sheng , Bihao Su , Zhi Zhou

Semiclassical (stochastic) wave equations are proposed for the coupled dynamics of atomic quantum states and semiclassical radiation field. All relevant predictions of standard unitary quantum dynamics are exactly reproducible in the…

Quantum Physics · Physics 2008-11-26 Lajos Diosi

The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…

Numerical Analysis · Mathematics 2019-10-15 Neil K. Chada , Claudia Schillings , Simon Weissmann

We study quantum mechanics in the stochastic formulation, using the functional integral approach. The noise term enters the classical action as a local contribution of anticommuting fields. The partition function is not invariant under…

High Energy Physics - Lattice · Physics 2013-11-15 S. Nicolis

Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…

Statistical Mechanics · Physics 2020-01-24 S. De Nicola , B. Doyon , M. J. Bhaseen

Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…

Statistical Mechanics · Physics 2007-05-23 Stephen D. Bond , Brian B. Laird , Benedict J. Leimkuhler

Here it is shown that the unitary dynamics of a quantum object may be obtained as the conditional expectation of a counting process of object-clock interactions. Such a stochastic process arises from the quantization of the clock, and this…

Mathematical Physics · Physics 2012-06-19 Matthew F. Brown

We provide a general approach to construct a stochastic process with a given consistent family of finite dimensional distributions under a nonlinear expectation space. We use this approach to construct a generalized Gaussian process under a…

Probability · Mathematics 2011-05-06 Shige Peng

We consider the theory of stopping bounded processes within the framework of Hudson--Parthasarathy quantum stochastic calculus, for both identity and vacuum adaptedness. This provides significant new insight into Coquio's method of stopping…

Operator Algebras · Mathematics 2018-08-01 Alexander C. R. Belton

Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a new duality formula between normalized Feynman-Kac…

Probability · Mathematics 2020-06-25 Marc Arnaudon , Pierre del Moral

A *-algebraic indefinite structure of quantum stochastic (QS) calculus is introduced and a continuity property of generalized nonadapted QS integrals is proved under the natural integrability conditions in an infinitely dimensional nuclear…

Probability · Mathematics 2007-05-23 V. P. Belavkin

We present a general framework in which we can accurately describe the non-equilibrium dynamics of trapped atomic gases. This is achieved by deriving a single Fokker-Planck equation for the gas. In this way we are able to discuss not only…

Statistical Mechanics · Physics 2007-05-23 H. T. C. Stoof

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii

We present quantum stochastic calculus in terms of diagrams taking weights in the algebra of observables of some quantum system. In particular, we note the absence of non-time-consecutive Goldstien diagrams. We review recent results in…

Quantum Physics · Physics 2007-07-09 John Gough

The Feynman integral is given a stochastic interpretation in the framework of Nelson's stochastic mechanics employing a time-symmetric variant of Nelson's kinematics recently developed by the author.

Quantum Physics · Physics 2015-06-26 Michele Pavon

The book deals with a stochastic formulation of path integration in real time, by rotating the_space_ variables over exp(i pi/4). Preliminary chapters deal with quantum and classical mechanics, probability theory and stochastic calculus,…

Quantum Physics · Physics 2007-05-23 Alec Maassen van den Brink

We establish a probabilistic representation for a wide class of linear deterministic p.d.e.s with potential term, including the wave equation in spatial dimensions 1 to 3. Our representation applies to the heat equation, where it is related…

Probability · Mathematics 2011-02-18 Robert C. Dalang , Carl Mueller , Roger Tribe

The perturbation theory of operator semigroups is used to derive response formulas for a variety of combinations of acting forcings and reference background dynamics. In the case of background stochastic dynamics, we decompose the response…

Chaotic Dynamics · Physics 2022-11-23 Manuel Santos Gutiérrez , Valerio Lucarini

We propose a new solvable class of multidimensional quantum harmonic oscillators for a linear diffusive particle and a quadratic energy absorbing well associated with a semi-definite positive matrix force. Under natural and easily checked…

Probability · Mathematics 2023-07-26 Pierre del Moral , Emma Horton

We report the quantum computing of reacting flows by simulating the Hamiltonian dynamics. The scalar transport equation for reacting flows is transformed into a Hamiltonian system, mapping the dissipative and non-Hermitian problem in…

Fluid Dynamics · Physics 2024-07-30 Zhen Lu , Yue Yang