Related papers: Direct Interaction Approximation for Non-Markovian…
We provide the exact analytic solution of the stochastic Schr\"odinger equation describing an harmonic oscillator interacting with a non-Markovian and dissipative environment. This result represents an arrival point in the study of…
Without access to the full quantum state, modeling dissipation in an open system requires approximations. The physical soundness of such approximations relies on using realistic microscopic models of dissipation that satisfy completely…
We examine the validity of the kinetic description of wave turbulence for a model quadratic equation. We focus on the space-inhomogeneous case, which had not been treated earlier; the space-homogeneous case is a simple variant. We determine…
This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…
There are many subtle issues associated with solving the Navier-Stokes equations. In this paper, several of these issues, which have been observed previously in research involving the Navier-Stokes equations, are studied within the…
Analytical non-perturbative study of the three-dimensional nonlinear stochastic partial differential equation with additive thermal noise, analogous to that proposed by V.N. Nikolaevskii [1]-[5]to describe longitudinal seismic waves, is…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
In plasma turbulence theory, due to the complexity of the system with many non-linearly interacting waves, the dynamics of the phases is often disregarded and the so-called random-phase approximation (RPA) is used assuming the existence of…
A time-domain numerical modeling of transversely isotropic Biot poroelastic waves is proposed in two dimensions. The viscous dissipation occurring in the pores is described using the dynamic permeability model developed by…
It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…
Drug dilution (MIC) and disk diffusion (DIA) are the two most common antimicrobial susceptibility assays used by hospitals and clinics to determine an unknown pathogen's susceptibility to various antibiotics. Since only one assay is…
In the Gaia era, understanding the effects of the perturbations of the Galactic disc is of major importance in the context of dynamical modelling. In this theoretical paper we extend previous work in which, making use of the epicyclic…
This paper is concerned with the study of interaction of waves originating from the Riemann problem centred at two different points for a system of equations modelling propagation of elastic waves. The system consists of two equations for…
In the Ermak-McCammon algorithm for Brownian Dynamics, the hydrodynamic interactions (HI) between N spherical particles are described by a 3N x 3N diffusion tensor. This tensor has to be factorized at each timestep with a runtime of O(N^3),…
The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…
We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…
This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This includes the Cauchy distributions and Student t-distributions…
Holm (Proc. Roy. Soc 2015) introduced a variational framework for stochastically parametrising unresolved scales of hydrodynamic motion. This variational framework preserves fundamental features of fluid dynamics, such as Kelvin's…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
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…