Related papers: Stochastic approach to generalized Schr{\"o}dinger…
We study the Gaussian fluctuations of a nonlinear stochastic heat equation in spatial dimension two. The equation is driven by a Gaussian multiplicative noise. The noise is white in time, smoothed in space at scale $\varepsilon$, and tuned…
Let $\left(u(t,x), t\geq 0, x\in \mathbb{R}^d\right)$ be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correlated with respect to the spatial variable. We consider the…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…
We introduce an efficient method for computing the Stekloff eigenvalues associated with the Helmholtz equation. In general, this eigenvalue problem requires solving the Helmholtz equation with Dirichlet and/or Neumann boundary condition…
We study the scattering for the energy-subcritical stochastic nonlinear Schr\"odinger equation (SNLS) with additive noise. In particular, we examine the long-time behavior of solutions associated with the noise…
Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The…
Using Riemann-Stieltjes methods for integrators of bounded $p$-variation we define a pathwise integral driven by a fractional L\'{e}vy process (FLP). To explicitly solve general fractional stochastic differential equations (SDEs) we…
We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
A derivation of stochastic Schrodinger equations is given using quantum filtering theory. We study an open system in contact with its environment, the electromagnetic field. Continuous observation of the field yields information on the…
The free expansion of a Gaussian wavepacket is a problem commonly discussed in undergraduate quantum classes by directly solving the time-dependent Schrodinger equation as a differential equation. In this work, we provide an alternative way…
We develop a complete analytical description of the time evolution of squeezed states of a charged particle under the Fock-Darwin Hamiltonian and a time-dependent electric field. This result generalises a relation obtained by Infeld and…
Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
A recently introduced theoretical framework for modeling the dynamics of X-ray amplified spontaneous emission is based on stochastic sampling of the density matrix of quantum emitters and the radiation field, similarly to other phase-space…