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A characterisation of the quantum stochastic bounded generators of irreversible quantum state evolutions is given. This suggests the general form of quantum stochastic evolution equation with respect to the Poisson (jumps), Wiener…
A comprehensive input-output theory is developed for Fermionic input fields. Quantum stochastic differential equations are developed in both the Ito and Stratonovich forms. The major technical issue is the development of a formalism which…
Oscillations and noise are ubiquitous in physical and biological systems. When oscillations arise from a deterministic limit cycle, entrainment and synchronization may be analyzed in terms of the asymptotic phase function. In the presence…
This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…
End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…
Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non-parametric clustering methodology. Such a model-based…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…
"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open…
One designs an internal Stratonovich noise feedback controller which exponentially stabilizes the staedy state solutions to Oseen-Stokes equations.
We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…
We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…
In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…
We examine the emergence of chaos in a non-linear model derived from a semiquantum Hamiltonian describing the coupling between a classical field and a quantum system. The latter corresponds to a bosonic version of a BCS-like Hamiltonian,…
In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…
With an increasing coupling between light and mechanics, nonlinearities begin to play an important role in optomechanics. We solve the quantum dynamics of an optomechanical system in the multi-photon strong coupling regime retaining…
The relevance in Physics of non-Hermitian operators with real eigenvalues is being widely recognized not only in quantum mechanics but also in other areas, such as quantum optics, quantum fluid dynamics and quantum field theory. %stochastic…
The It\^{o} and Stratonovich approaches are two ways to integrate stochastic differential equations. Detailed knowledge of the origin of the stochastic noise is needed to determine which approach suits a particular problem. I discuss this…
We show that space-time evolution of one-dimensional fermionic systems is described by nonlinear equations of soliton theory. We identify a space-time dependence of a matrix element of fermionic systems related to the {\it Orthogonality…