Related papers: Stochastic Schroedinger equations and applications…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
We show that the Schr\"{o}dinger-Newton equation, which describes the nonlinear time evolution of self-gravitating quantum matter, can be made compatible with the no-signaling requirement by elevating it to a stochastic differential…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…
We prove a scattering result near certain steady states for a Hartree equation for a random field. This equation describes the evolution of a system of infinitely many particles. It is an analogous formulation of the usual Hartree equation…
Weak measurement of a subset of noncommuting observables of a quantum system can be modeled by the open-system evolution, governed by the master equation in the Lindblad form. The open-system density operator can be represented as…
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
A prominent tool to study the dynamics of open quantum systems is the reduced density matrix. Yet, approaching open quantum systems by means of state vectors has well known computational advantages. In this respect, the physical meaning of…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
We consider an arbitrary quantum system coupled non perturbatively to a large arbitrary and fully quantum environment. In [G. Ithier and F. Benaych-Georges, Phys. Rev. A 96, 012108 (2017)] the typicality of the dynamics of such an embedded…
With the aid of simple analytical computations for the Ehrenfest model, we clarify some basic features of macroscopic irreversibility. The stochastic character of the model allows us to give a non-ambiguous interpretation of the general…
Quantum stochastic methods based on effective wave functions form a framework for investigating the generally non-Markovian dynamics of a quantum-mechanical system coupled to a bath. They promise to be computationally superior to the…
The energy-based stochastic extension of the Schrodinger equation is a rather special nonlinear stochastic differential equation on Hilbert space, involving a single free parameter, that has been shown to be very useful for modelling the…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
We consider the one-dimensional Swift-Hohenberg equation coupled to a conservation law. As a parameter increases the system undergoes a Turing bifurcation. We study the dynamics near this bifurcation. First, we show that stationary,…
Recently there has been much progress in the development of stochastic models for state reduction in quantum mechanics. In such models, the collapse of the wave function is a physical process, governed by a nonlinear stochastic differential…
We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…
We study the dynamics of classical and quantum systems undergoing a continuous measurement of position by schematizing the measurement apparatus with an infinite set of harmonic oscillators at finite temperature linearly coupled to the…