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An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…

Probability · Mathematics 2007-06-13 Sergey V. Lototsky

A non-markovian stochastic model is shown to lead to a universal relationship between particle's energy, driven frequency and a frequency of interaction with the medium. It is briefly discussed the possible relevance of this general…

Classical Physics · Physics 2007-05-23 Mario J. Pinheiro

Developing physically consistent closure models is a longstanding challenge in simulating plasma turbulence, even in minimal systems such as the two-field Hasegawa-Wakatani (HW) model, which captures essential features of drift-wave…

We propose a collision model to investigate the information dynamics of a system coupled to an environment with varying degrees of non-Markovianity. We control the degree of non-Markovianity by applying a depolarising channel to a fixed and…

Quantum Physics · Physics 2026-04-08 Simone Rijavec , Giuseppe Di Pietra

A fundamental aspect of turbulence theory is related to the identification of realizable phase-space statistical descriptions able to reproduce in some suitable sense the stochastic fluid equations of a turbulent fluid. In particular, a…

Fluid Dynamics · Physics 2009-11-13 M. Tessarotto , M. Ellero , P. Nicolini

The time-convolutionless master equation provides a general framework to model non-Markovian dynamics of an open quantum system with a time-local generator. A diagrammatic representation is developed and proven for the perturbative…

Quantum Physics · Physics 2023-10-19 Bing Gu

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…

Mathematical Physics · Physics 2009-11-13 Antonio Mura , Murad S. Taqqu , Francesco Mainardi

Beyond the conventional quantum regression theorem, a general formula for non-Markovian correlation functions of arbitrary system operators both in the time- and frequency-domain is given. We approach the problem by transforming the…

Quantum Physics · Physics 2016-09-21 Jinshuang Jin , Christian Karlewski , Michael Marthaler

A non-Markovian model of quantum repeated interactions between a small quantum system and an infinite chain of quantum systems is presented. By adapting and applying usual pro jection operator techniques in this context, discrete versions…

Quantum Physics · Physics 2015-05-13 C Pellegrini , F Petruccione

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

A novel random field model or the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities in terms of stochastic Fourier-type integrals has recently been introduced and analyzed by the authors.…

Fluid Dynamics · Physics 2026-04-30 Markus Antoni , Quinten Kürpick , Felix Lindner , Nicole Marheineke , Raimund Wegener

In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…

Optimization and Control · Mathematics 2023-12-07 Somnath Pradhan , Zachary Selk , Serdar Yüksel

We derive the stochastic equations and consider the non-Markovian dynamics of a system of multiple two-level atoms in a common quantum field. We make only the dipole approximation for the atoms and assume weak atom-field interactions. From…

Quantum Physics · Physics 2015-03-17 C. H. Fleming , N. I. Cummings , Charis Anastopoulos , B. L. Hu

We review the theory of wave interaction in finite and infinite depth. Both of these strands of water-wave research begin with the deterministic governing equations for water waves, from which simplified equations can be derived to model…

Fluid Dynamics · Physics 2019-09-11 Raphael Stuhlmeier , Teodor Vrecica , Yaron Toledo

An efficient algorithm to simulate dynamics of open quantum system is presented. The method describes the dynamics by unraveling stochastic wave functions converging to a density operator description. The stochastic techniques are based on…

Quantum Physics · Physics 2022-09-21 Ronnie Kosloff Uriel Shafir

This paper considers a distributed interference avoidance problem employing frequency assignment in the Gaussian interference channel (IC). We divide the common channel into several subchannels and each user chooses the subchannel with less…

Information Theory · Computer Science 2010-03-23 Zhenhai Jing , Baoming Bai , Xiao Ma , Ying Li

The Darwin approximation is investigated for its possible use in simulation of electromagnetic effects in large size, high frequency capacitively coupled discharges. The approximation is utilized within the framework of two different fluid…

Plasma Physics · Physics 2015-06-11 Denis Eremin , Torben Hemke , Ralf Peter Brinkmann , Thomas Mussenbrock

This paper studies the pricing problem in which the underlying asset follows a non-Markovian stochastic volatility model. Classical partial differential equation methods face significant challenges in this context, as the option prices…

Mathematical Finance · Quantitative Finance 2026-05-29 Jingtang Ma , Xianglin Wu , Wenyuan Li