Related papers: Operator Approach to the Master Equation for the O…
A perturbative quantum master equation is derived for a system interacting with its environment, which is more general than the ones derived before. Our master equation takes into account the effect of the energy exchanges between the…
We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties…
Master equations are of fundamental importance in modeling stochastic dynamical systems.However, solving master equations is challenging due to the exponential increase in the number of possible states or trajectories with the dimension of…
We propose an energy-driven stochastic master equation for the density matrix as a dynamical model for quantum state reduction. In contrast, most previous studies of state reduction have considered stochastic extensions of the Schr\"odinger…
A stochastic Forward-Backward algorithm with a constant step is studied. At each time step, this algorithm involves an independent copy of a couple of random maximal monotone operators. Defining a mean operator as a selection integral, the…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
The direct simulation Monte Carlo (DSMC) method is widely used to describe rarefied gas flows. The DSMC method accounts for the transport and collisions of computational particles, resulting in higher computational costs in the continuum…
A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…
Using operator semigroup methods, we show that Fokker-Planck type second-order PDE-s can be used to approximate the evolution of the distribution of a one-step process on $N$ particles governed by a large system of ODEs. The error bound is…
Open-system dynamics play a key role in the experimental and theoretical study of cavity optomechanical systems. In many cases, the quantum Langevin equations have enabled excellent models for optical decoherence, yet a master-equation…
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…
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…
The modeling and simulation of stochastic reaction-diffusion processes is a topic of steady interest that is approached with a wide range of methods. \rev{At the level of particle-resolved descriptions, where chemical reactions are coupled…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
We derive the stochastic master equations, that is to say, quantum filters, and master equations for an arbitrary quantum system probed by a continuous-mode bosonic input field in two types of non-classical states. Specifically, we consider…
We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…
We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of…
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…
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…