Related papers: Gaussian fluctuations from random Schr\"odinger eq…
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent Hurst parameter and for a time-changed…
It is shown that evolution of an open quantum system can be exactly described in terms of wave function which obeys Schrodinger equation with randomly varying parameters whose statistics is universally determined by separate dynamics of the…
Fluctuations due to a super-position of uncorrelated Lorentzian pulses with a random distribution of amplitudes and duration times are considered. These are demonstrated to be strongly intermittent in the limit of weak pulse overlap,…
A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…
In this paper, we discuss the problem of derivation of kinetic equations from the theory of weak turbulence for the quintic Schr\"odinger equation. We study the quintic Schr\"odinger equation on $L\mathbb T$, with $L\gg 1$ and with a…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
We regard the real and imaginary parts of the Schrodinger wave function as canonical conjugate variables.With this pair of conjugate variables and some other 2n pairs, we construct a quadratic Hamiltonian density. We then show that the…
We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…
In this paper, we determine the spectral instability of periodic odd waves for the defocusing fractional cubic nonlinear Schr\"odinger equation. Our approach is based on periodic perturbations that have the same period as the standing wave…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
The scattering of inertia-gravity waves by large-scale geostrophic turbulence in a rapidly rotating, strongly stratified fluid leads to the diffusion of wave energy on the constant-frequency cone in wavenumber space. We derive the…
The results from J. Stat. Phys. 159:668-712 & 163:1350-1393, on a quadratic kinetic equation in the analysis of the long time asymptotics of weak turbulence theory for the nonlinear Schr\"odinger equation, are summarized and placed in…
We consider the quadratic form of a general deterministic matrix on the eigenvectors of an $N\times N$ Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large $N$ limit. The proof is a combination of…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…
We prove a theorem showing that quantum mechanics is not directly a stochastic process characterizing Brownian motion but rather its square root. This implies that a complex-valued stochastic process is involved. Schr\"odinger equation is…
We derive a new kinetic and a porous medium equations from the nonlinear Schr\"odinger equation with random potentials. The kinetic equation has a very similar form with the 4-wave turbulence kinetic equation in the wave turbulence theory.…
In this paper, we study the decoherence of a wave described by the solution to a Schroedinger equation with a time-dependent random potential. The random potential is assumed to have slowly decaying correlations. The main tool to analyze…