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We consider the class of quantum stochastic evolutions ($SLH$-models) leading to a quantum dynamical semigroup over a fixed quantum mechanical system (taken to be finite-dimensional). We show that if the semigroup is dissipative, that is,…

Quantum Physics · Physics 2019-02-04 J. E. Gough , H. I. Nurdin

Non-Markovian quantum evolution of the electronic subsystem in a laser-driven molecule is characterized through the appearance of negative decoherence rates in the canonical form of the electronic master equation. For a driven molecular…

Quantum Physics · Physics 2018-11-22 Mihaela Vatasescu

We present a framework for describing the evolution of stochastic observables having a non-stationary distribution of values. The framework is applied to empirical volume-prices from assets traded at the New York stock exchange. Using…

Statistical Finance · Quantitative Finance 2016-05-18 Paulo Rocha , Frank Raischel , João P. Boto , Pedro G. Lind

We consider a control problem for the nonlinear stochastic Fokker--Planck equation. This equation describes the evolution of the distribution of nonlocally interacting particles affected by a common source of noise. The system is directed…

Optimization and Control · Mathematics 2025-10-17 Ben Hambly , Philipp Jettkant

We investigate the dynamics close to a homogeneous stationary state of Vlasov equation in one dimension, in presence of a small dissipation modeled by a Fokker-Planck operator. When the stationary state is stable, we show the stochastic…

Mathematical Physics · Physics 2018-09-26 Julien Barré , David Métivier

We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…

Analysis of PDEs · Mathematics 2020-04-22 Gabriela Marinoschi

Numerical studies of the May-Leonard model for cyclically competing species exhibit spontaneous spatial structures in the form of spirals. It is desirable to obtain a simple coarse-grained evolution equation describing spatio-temporal…

Statistical Mechanics · Physics 2017-09-08 Shannon R. Serrao , Uwe C. Täuber

A fundamental problem of non-equilibrium statistical mechanics is the derivation of macroscopic transport equations in the hydrodynamic limit. The rigorous study of such limits requires detailed information about rates of convergence to…

Mathematical Physics · Physics 2015-05-30 Alexander Grigo , Konstantin Khanin , Domokos Szasz

We discuss the stochastic process of creation and annihilation of particles, i.e., the $A^{n} \rightleftarrows B$ process in which $n$ particles $A$s and one particle $B$ are transformed to each other. Considering the case that the…

Statistical Mechanics · Physics 2024-04-23 Shigehiro Yasui , Yutaka Hatakeyama , Yoshiyasu Okuhara

A nonequilibrium statistical operator method is developed for ensembles of particles obeying non-Hamiltonian equations of motion in classical phase space. The main consequences of non-zero compressibility of phase space are examined in…

Statistical Mechanics · Physics 2007-05-23 Alexander V. Zhukov , Jianshu Cao

We study the non-equilibrium dynamics of a pair of qubits made of two-level atoms separated in space with distance r and interacting with one common electromagnetic field but not directly with each other. Our calculation makes a weak…

Quantum Physics · Physics 2007-05-23 C. Anastopoulos , S. Shresta , B. L. Hu

A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…

Mathematical Physics · Physics 2015-06-11 Dmitri Finkelshtein , Yuri Kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

The infinite Atlas model describes the evolution of a countable collection of Brownian particles on the real line, where the lowest particle is given a drift of $\gamma \in [0,\infty)$. We study equilibrium fluctuations for the Atlas model…

Probability · Mathematics 2025-06-23 Sayan Banerjee , Amarjit Budhiraja , Peter Rudzis

We consider the collective behaviour of active particles that locally align with their neighbours. Agent-based simulation models have previously shown that in one dimension, these particles can form into a flock that maintains its stability…

Statistical Mechanics · Physics 2018-12-26 Eoin Ó Laighléis , Martin R. Evans , Richard A. Blythe

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

Statistical Finance · Quantitative Finance 2017-05-04 Joana Estevens , Paulo Rocha , Joao Boto , Pedro Lind

In the paper we consider the macroscopic model of plasma of scalar charged particles, obtained by means of the statistical averaging of the microscopic equations of particle dynamics in a scalar field. On the basis of kinetic equations,…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Yurii Ignat'ev , Alexander Agathonov , Mikhail Mikhailov , Dmitry Ignatyev

In contrast to the neutral population cycles of the deterministic mean-field Lotka--Volterra rate equations, including spatial structure and stochastic noise in models for predator-prey interactions yields complex spatio-temporal structures…

Populations and Evolution · Quantitative Biology 2013-10-16 Ulrich Dobramysl , Uwe C. Tauber

We present a hybrid stochastic-continuum model to study the sulphation of calcium carbonate and the consequent formation of gypsum, a key phenomenon driving marble deterioration. While calcium carbonate and gypsum are continuous random…

Chemical Physics · Physics 2025-03-05 Nicklas Jävergård , Daniela Morale , Giulia Rui , Adrian Muntean , Stefania Ugolini

With the aim of understanding the emergence of collective motion from local interactions of organisms in a "noisy" environment, we study biologically inspired, inherently non-equilibrium models consisting of self-propelled particles. In…

Biological Physics · Physics 2009-10-31 A. Czirok , T. Vicsek

By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…

Quantum Physics · Physics 2009-08-07 Adrian A. Budini Paolo Grigolini