Related papers: Stochastic approach to generalized Schr{\"o}dinger…
In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
We discuss the inflaton $\phi$ in an environment of scalar fields $\chi_{n}$ on flat and curved manifolds. We average over the environmental fields $\chi_{n}$. We study a contribution of superhorizon $k<<aH$ as well as subhorizon $k>> aH$…
We study stochastic wave equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we give an improved estimate on the uniform norm of eigenfunctions and approximate the wave propagator using the…
We discuss the systematic expansion of the solution of the Fokker-Planck equation with the help of the eigenfunctions of the time-dependent Fokker-Planck operator. The expansion parameter is the time derivative of the external parameter…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…
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…
The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…
An appropriate rational approximation to the eigenfunction of the Schr\"{o}dinger equation for anharmonic oscillators enables one to obtain the eigenvalue accurately as the limit of a sequence of roots of Hankel determinants. The…
We study the Schr\"odinger equation driven by a weak Brownian forcing, and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, when evaluated at a fixed frequency, the intensity of the…
It is shown that evolution of an open quantum system can be exactly described in terms of wave function which obeys Schrodinger equation with randomly varying parameters whose statistics is universally determined by separate dynamics of the…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
Necessary and sufficient conditions are presented for the existence of (second order) stationary solutions of the generalized Langevin equation under appropriate assumptions on the associated memory kernel. When this stochastic equation is…
We discuss Einstein-Klein-Gordon system in an environment of an infinite number of scalar fields leading to an external thermal noise. In the lowest order of metric and field perturbations the quadratic fluctuations consist of a sum of…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…
This paper deals with uncertainty propagation of general stochastic hybrid systems (GSHS) where the continuous state space is a compact Lie group. A computational framework is proposed to solve the Fokker-Planck (FP) equation that describes…
In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…