Related papers: Numerical solution of stochastic master equations …
A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…
Data of the numerical solution of the time-dependent Schr\"odinger equation of a system containing one spin-1/2 particle interacting with a bath of up to 32 spin-1/2 particles is used to construct a Markovian quantum master equation…
We formulate a new class of stochastic partial differential equations (SPDEs), named high-order vector backward SPDEs (B-SPDEs) with jumps, which allow the high-order integral-partial differential operators into both drift and diffusion…
We discuss the automatic solution of the multichannel Schr\"odinger equation. The proposed approach is based on the use of a CP method for which the step size is not restricted by the oscillations in the solution. Moreover, this CP method…
This paper considers the extension of the non-Markovian stochastic approach for quantum open systems strongly coupled to a fermionic bath, to the models in which the system operators commute with the fermion bath. This technique can also be…
In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic…
We develop a hierarchical functional derivative method to investigate the reduced dynamics of a quantum dissipative system within the framework of a stochastic decoupling description. Keeping only the lowest order truncation of the…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…
In addition to the well-known Landauer-Buttiker scattering theory and the nonequilibrium Green's function technique for mesoscopic transports, an alternative (and very useful) scheme is quantum master equation approach. In this article, we…
Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme…
Applying probabilistic techniques we study regularity properties of quantum master equations (QMEs) in the Lindblad form with unbounded coefficients; a density operator is regular if, roughly speaking, it describes a quantum state with…
In this paper, we study forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short). Both the probabilistic interpretation for the solutions to a class of quasilinear…
General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada-Watanabe type. The results are applied to stochastic equations driven by…
On the basis of the dynamical-quantization approach to open quantum systems, we can derive a non-Markovian Caldeira-Leggett quantum master equation as well as a non-Markovian quantum Smoluchowski equation in phase space. On the one hand, we…
In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…
We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…
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…
Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…