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The aim of this work is to provide the strong convergence results of numerical approximations of a general second order non-autonomous semilinear stochastic partial differential equation (SPDE) driven simultaneously by an additive…

Numerical Analysis · Mathematics 2024-09-11 Aurelien Junior Noupelah , Jean Daniel Mukam , Antoine Tambue

A method is proposed to describe Fermi or Bose systems coupled to one or several heat baths composed of fermions and/or bosons. The method, called Coupled Equations of Motion method, properly includes non-Markovian effects. The approach is…

Quantum Physics · Physics 2020-09-10 Denis Lacroix , V. V. Sargsyan , G. G. Adamian , N. V. Antonenko , A. A. Hovhannisyan

A quantum stochastic model for an open dynamical system (quantum receiver) and output multi-channel of observation with an additive nonvacuum quantum noise is given. A quantum stochastic Master equation for the corresponding instrument is…

Quantum Physics · Physics 2015-06-26 V. P. Belavkin

Time- and frequency resolved optical signals provide insights into the properties of light harvesting molecular complexes, including excitation energies, dipole strengths and orientations, as well as in the exciton energy flow through the…

Chemical Physics · Physics 2018-06-15 Tobias Kramer , Matthias Noack , Alexander Reinefeld , Mirta Rodriguez , Yaroslav Zelinskyy

We outline a non-perturbative approach for simulating the behavior of open quantum systems interacting with a bosonic environment defined by a generalized spectral density function. The method is based on replacing the environment by a set…

Quantum Physics · Physics 2021-08-13 Graeme Pleasance , Francesco Petruccione

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

From the key composite quantum system made of a two-level system (qubit) and a harmonic oscillator (photon) with resonant or dispersive interactions, one derives the corresponding quantum Stochastic Master Equations (SME) when either the…

Quantum Physics · Physics 2022-09-12 Pierre Rouchon

We present a numerical method for studying the real time dynamics of a small interacting quantum system coupled to an infinite fermionic reservoir. By building an orthonormal basis in the operator space, we turn the Heisenberg equation of…

Strongly Correlated Electrons · Physics 2013-12-17 Pei Wang

We investigate non-equilibrium steady states of driven-dissipative ideal quantum gases of both bosons and fermions. We focus on systems of sharp particle number that are driven out of equilibrium either by the coupling to several heat baths…

We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…

Numerical Analysis · Mathematics 2026-04-30 Owen Hearder , Claude Le Bris , Ana Djurdjevac

A hierarchical equations of motion formalism for a quantum dissipation system in a grand canonical bath ensemble surrounding is constructed, on the basis of the calculus-on-path-integral algorithm, together with the parametrization of…

Statistical Mechanics · Physics 2009-11-11 Jinshuang Jin , Sven Welack , JunYan Luo , Xin-Qi Li , Ping Cui , Rui-Xue Xu , YiJing Yan

We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…

Quantum Physics · Physics 2013-12-13 Agung Budiyono

In a series of recent papers we have shown how the dynamical behavior of certain classical systems can be analyzed using operators evolving according to Heisenberg-like equations of motions. In particular, we have shown that raising and…

Quantum Physics · Physics 2015-06-17 Fabio Bagarello

This paper studies the semi-analytic solution (SAS) of a power system's differential-algebraic equation. A SAS is a closed-form function of symbolic variables including time, the initial state and the parameters on system operating…

Dynamical Systems · Mathematics 2017-02-09 Nan Duan , Kai Sun

In this paper, we consider the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

Based on a rate equation model for single-mode two-level lasers, two algorithms for stochastically simulating the dynamics and steady-state behaviour of micro- and nanolasers are described in detail. Both methods lead to steady-state photon…

Optics · Physics 2020-10-21 Emil Cortes André , Jesper Mork , Martijn Wubs

Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…

Analysis of PDEs · Mathematics 2017-04-05 Leila Taghizadeh , Amirreza Khodadadian , Clemens Heitzinger

Computational modelling offers a cost-effective and time-efficient alternative to experimental studies in biomedical engineering. In cardiac electro-mechanics, finite element method (FEM)-based simulations provide valuable insights into…

Computational Engineering, Finance, and Science · Computer Science 2025-08-20 Tan Tran , Denisa Martonova , Sigrid Leyendecker

This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…

Computational Physics · Physics 2020-08-11 Zhibao Zheng

The real-time fault monitoring and control of the Vacuum Assisted Resin Transfer Moulding (VARTM) production process requires a knowledge of the position of the epoxy flow-front inside the mould. Therefore, a fast and accurate flow-front…

Systems and Control · Computer Science 2019-02-27 Michael Nauheimer , Rishi Relan , Uffe Høgsbro Thygesen , Erik Lindström , Henrik Madsen