Related papers: Stochastic Loewner Evolutions, Fuchsian Systems an…
We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…
We lift the constraint of a diagonal representation of the Hamiltonian by searching for square integrable bases that support an infinite tridiagonal matrix representation of the wave operator. The class of solutions obtained as such…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…
We present an algorithm of the reduction of the differential equations for master integrals the Fuchsian form with the right-hand side matrix linearly depending on dimensional regularization parameter $\epsilon$. We consider linear…
A stochastic model, the product of a circulant matrix and a random normal vector, is shown to produce an evolutive long memory time series with a power law spectral density. The distribution of the time series, a beta location scale family…
We study quasi-species and closely related evolutionary dynamics like the replicator-mutator equation in high dimensions. In particular, we show that under certain conditions the fitness of almost all quasi-species becomes independent of…
It is discussed how stochastic evolutions may be linked to logarithmic conformal field theory. This introduces an extension of the stochastic Loewner evolutions. Based on the existence of a logarithmic null vector in an indecomposable…
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…
This work is devoted to the study of a class of linear time-inhomogeneous evolution equations in a scale of Banach spaces. Existence, uniquenss and stability for classical solutions is provided. We study also the associated dual Cauchy…
Highly nonlinear behavior of a system of discrete sites on a lattice is observed when a specific feedback loop is introduced into models employing coupled map lattices, quantum cellular automata, or the real-valued analogues of the latter.…
We discuss dual time evolution scenarios which, albeit running according to the same real time clock, in each considered case may be mapped among each other by means of an analytic continuation in time. This dynamical duality is a generic…
We introduce classical many-body dynamics on a one-dimensional lattice comprising local two-body maps arranged on discrete space-time mesh that serve as discretizations of Hamiltonian dynamics with arbitrarily time-varying coupling…
The model of a multi-level system interacting with several reservoirs is considered. The exact reduced density matrix evolution could be obtained for this model without Markov approximation. Namely, this evolution is fully defined by the…
The correspondence between a high-order non symmetric difference operator with complex coefficients and the evolution of an operator defined by a Lax pair is established. The solution of the discrete dynamical system is studied, giving…
The spectra of, e.g. open quantum systems are typically given as the superposition of resonances with a Lorentzian line shape, where each resonance is related to a simple pole in the complex energy domain. However, at exceptional points two…
The article is devoted to the expansion of iterated Ito stochastic integrals of second multiplicity based on expansion of the Brownian motion (standard Wiener process) using complete orthonormal systems of functions in the space $L_2([t,…
This paper presents a novel formalism for the out of equilibrium dynamics of the density matrix, capable of describing highly entangled many-body interactions. The evolution of quantum states is evaluated via eigenvalue dynamics of a…
We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…
We consider the symmetric tridiagonal matrix-valued process associated with Gaussian beta ensemble (G$\beta$E) by putting independent Brownian motions and Bessel processes on the diagonal entries and upper (lower)-diagonal ones,…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…