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For a stochastic differential equation (SDE) that is an It\^{o} diffusion or Langevin equation, the Fokker-Planck operator governs the evolution of the probability density, while its adjoint, the infinitesimal generator of the stochastic…

Numerical Analysis · Mathematics 2025-08-29 Max Kreider , Peter J. Thomas , Yao Li

For a singular oscillator, the Schrodinger equation is obtained an equation of eigenvalues, and the dependence of energy on the self-adjoint extension parameter is established. It is shown that the self-adjoint extension violates the…

Quantum Physics · Physics 2024-06-21 Anzor Khelashvili , Teimuraz Nadareishvili

The classical Lippmann-Schwinger equation (LS equation) plays an important role in the scattering theory for the non-relativistic case (Schr\"odinger equation). In our previous paper arXiv:1801.05370, we consider the relativistic analogue…

Classical Analysis and ODEs · Mathematics 2019-03-07 Lev Sakhnovich

In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…

Fluid Dynamics · Physics 2015-08-07 Bhimsen Shivamoggi

The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the…

Quantum Physics · Physics 2025-05-30 Irfan Lone

This paper studies highly oscillatory solutions to a class of systems of semilinear hyperbolic equations with a small parameter, in a setting that includes Klein--Gordon equations and the Maxwell--Lorentz system. The interest here is in…

Analysis of PDEs · Mathematics 2022-07-01 Julian Baumstark , Tobias Jahnke , Christian Lubich

The Fokker-Planck equation is one of the fundamental equations in nonequilibrium statistical mechanics, and this equation is known to be derived from the Wasserstein gradient flow equation with a free energy. This gradient flow equation…

Mathematical Physics · Physics 2024-08-08 Shin-itiro Goto

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…

Numerical Analysis · Mathematics 2011-11-10 Simon L. Cotter , Tomas Vejchodsky , Radek Erban

We investigate when effective theories of a scalar field on (quasi-)de Sitter background break down through the stochastic formalism. We derive the Fokker-Planck equation leaving the second order time derivative of the scalar field.…

General Relativity and Quantum Cosmology · Physics 2019-05-10 Rio Saitou

We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…

Statistical Mechanics · Physics 2010-06-15 S. I. Denisov , H. Kantz , P. Hänggi

We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…

Chaotic Dynamics · Physics 2015-06-17 Martín F. Mestre , Armando Bazzani , Pablo M. Cincotta , Claudia M. Giordano

A global solution of the Schr\"odinger equation for explicitly time-dependent Hamiltonians is derived by integrating the non-linear differential equation associated with the time-dependent wave operator. A fast iterative solution method is…

Quantum Physics · Physics 2015-05-18 Arnaud Leclerc , Georges Jolicard

We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…

Analysis of PDEs · Mathematics 2013-03-08 Mark Peletier , Michiel Renger , Marco Veneroni

A generalization of the stochastic wave function method is presented which allows the unravelling of arbitrary linear quantum master equations which are not necessarily in Lindblad form and, moreover, the explicit treatment of memory…

Quantum Physics · Physics 2007-05-23 H. P. Breuer , B. Kappler , F. Petruccione

We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stress tensor and random heat flux as in the Landau and Lifshitz theory. However, the…

Statistical Mechanics · Physics 2015-06-25 Pep Español

We develop a refined Frozen Gaussian approximation (FGA) for the fractional Schr\"odinger equation in the semi-classical regime, where the solution exhibits rapid oscillations as the scaled Planck constant $\varepsilon$ becomes small. Our…

Numerical Analysis · Mathematics 2025-10-21 Lihui Chai , Hengzhun Chen , Xu Yang

Stochastic Variational Method (SVM) is the generalization of the variation method to the case with stochastic variables. In the series of papers, we investigate the applicability of SVM as an alternative field quantization scheme. Here, we…

High Energy Physics - Theory · Physics 2015-09-29 T. Koide , T. Kodama

We regard the real and imaginary parts of the Schrodinger wave function as canonical conjugate variables.With this pair of conjugate variables and some other 2n pairs, we construct a quadratic Hamiltonian density. We then show that the…

Quantum Physics · Physics 2007-05-23 Wai Bong Yeung

We study the motion of the hypersurface $(\gamma_t)_{t\geq 0}$ evolving according to the mean curvature perturbed by $\dot{w}^Q$, the formal time derivative of the $Q$-Wiener process ${w}^Q$, in a two dimensional bounded domain. Namely, we…

Probability · Mathematics 2018-11-19 Satoshi Yokoyama
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