Related papers: Restricted phase-space approximation in real-time …

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…

This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

We investigate quasi-hermitian quantum mechanics in phase space using standard deformation quantization methods: Groenewold star products and Wigner transforms. We focus on imaginary Liouville theory as a representative example where exact…

We propose a new fractional Laplacian for bounded domains, expressed as a conservation law and thus particularly suited to finite-volume schemes. Our approach permits the direct prescription of no-flux boundary conditions. We first show the…

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

We develop a new simulation method for multidimensional diffusions with sticky boundaries. The challenge comes from simulating the sticky boundary behavior, for which standard methods like the Euler scheme fail. We approximate the sticky…

A quantum-mechanical system comes naturally equipped with a convex space: each (Hermitian) operator has a (real) expectation value, and the expectation value of the square any Hermitian operator must be non-negative. This space is of…

Solutions of stationary Fokker-Planck equations in the narrow beam regime are commonly approximated by either ballistic linear transport or by a Fermi pencil-beam equation. We present a rigorous approximation analysis of these three models…

The semi-classical discrete truncated Wigner approximation (dTWA) has recently been proposed as a simulation method for spin-$1/2$ systems. While it appears to provide a powerful approach which shows promising results in higher dimensions…

We numerically implement the reactive flux formalism on the basis of a recently proposed c-number Langevin equation [Barik \textit{et al}, J. Chem. Phys. {\bf 119}, 680 (2003); Banerjee \textit{et al}, Phys. Rev. E {\bf 65}, 021109 (2002)]…

We suggest to use "minimal" choice of quantum gravity theory, that is the quantum field theory, in which space-time is seen as Riemannian space and metric (or vierbein field) is the dynamical variable. We then suggest to use the simplest…

We consider stochastic approximations which arise from such applications as data communications and image processing. We demonstrate why constraints are needed in a stochastic approximation and how a constrained approximation can be…

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

A simple statistical model for the effects of dephasing on electron transport in one-dimensional quantum systems is introduced, which allows to adjust the degree of phase and momentum randomization independently. Hence, the model is able to…

Time dependence for barrier penetration is considered in the phase space. An asymptotic phase-space propagator for nonrelativistic scattering on a one - dimensional barrier is constructed. The propagator has a form universal for various…

Quantum statistical models (i.e., families of normalized density matrices) and quantum measurements (i.e., positive operator-valued measures) can be regarded as linear maps: the former, mapping the space of effects to the space of…

In this paper we present a computational procedure that utilizes real-space grids to obtain high precision approximations of electrostatically confined few-electron states such as those that arise in gated semiconductor quantum dots. We use…

The vacuum-adapted formulation of quantum stochastic calculus is employed to perturb expectation semigroups via a Feynman-Kac formula. This gives an alternative perspective on the perturbation theory for quantum stochastic flows that has…

We study a Wong-Zakai approximation for the random slow manifold of a slow-fast stochastic dynamical system. We first deduce the existence of the random slow manifold about an approximation system driven by an integrated Ornstein-Uhlenbeck…

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…