Related papers: Stochastic approach to generalized Schr{\"o}dinger…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
We review the method of stochastic quantization for a scalar field theory. We first give a brief survey for the case of self-interacting scalar fields, implementing the stochastic perturbation theory up to the one-loop level. The…
We formulate a stochastic generalisation of the Schwinger effect, extending pair production to statistically fluctuating gauge-field backgrounds. Our approach captures realistic field configurations that are transient, inhomogeneous, and…
We study the homogenization of a stochastic Schr\"odinger equation with a large periodic potential in solid state physics. Denoting by $\varepsilon$ the period, the potential is scaled as $\varepsilon^{-2}$. Under a generic assumption on…
The problem of quantum harmonic oscillator with "regular+random" square frequency, subjected to "regular+random external force, is considered in framework of representation of the wave function by complex-valued random process. Average…
We develop a Schr\"{o}dinger-picture formulation for a scalar quantum field driven by a Lorentz-invariant white-noise field. The quantum state of the system is described by a stochastic wave functional that evolves according to a stochastic…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
This paper investigates the transient probabilistic responses of nonlinear single-degree-of-freedom oscillators subjected to external fractional Gaussian noise (FGN) excitation. Owing to the inherent long-range correlations and memory…
We discuss the inflaton $\phi$ in an interaction with an infinite number of fields treated as an environment (noise) with a friction $\gamma^{2}>0$. In a Markovian approximation we obtain a stochastic wave equation (appearing also in the…
The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…
For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
A fractional generalization of the Floquet theorem is suggested for fractional Schr\"odinger equations (FTSE)s with the time-dependent periodic Hamiltonians. The obtained result, called the fractional Floquet theorem (fFT), is formulated in…
We present a perturbation approach to calculate the short-time propagator, or transition density, of the one-dimensional Fokker-Planck equation, to in principle arbitrary order in the time increment. Our approach preserves probability…
Scalar fields interacting with the primordial curvature perturbation during inflation may communicate their statistics to the latter. This situation motivates the study of how the probability density function (PDF) of a light spectator…
In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into…
A generalized Langevin equation is suggested to describe a system with memory($u(t,t') = \frac{1}{\Gamma (\nu )}(t - t')^\nu $) as well as with positive and negative damping. The equation can be transformed into the Fokker-Planck equation…
Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian…
Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…
We show a new method for analyzing the time evolution of the Schrodinger wave function Psi(x,t). We propose the decomposition of the Hamiltonian as: H(t)=Hp(t)+Hc(t), where Hp(t) is the Hamiltonian such that Psi(x,t) is its instantaneous…