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The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…

Statistical Mechanics · Physics 2009-05-05 Michele Maggiore , Antonio Riotto

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

Probability · Mathematics 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

Semiclassical path integral expression for a quantum system coupled to a harmonic bath is derived based on the stationary phase condition. It is discovered that the system path is non-Markovian. Most strikingly, the system path not only…

Quantum Physics · Physics 2021-02-03 Fei Wang

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…

Mathematical Physics · Physics 2009-11-13 Antonio Mura , Murad S. Taqqu , Francesco Mainardi

We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…

Probability · Mathematics 2021-03-09 Alexander Kalinin

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…

Probability · Mathematics 2019-11-04 Zhen-Qing Chen

In this paper we construct a path integral formulation of quantum mechanics on noncommutative phase-space. We first map the system to an equivalent system on the noncommutative plane. Then by applying the formalism of representing a quantum…

High Energy Physics - Theory · Physics 2017-03-02 Sunandan Gangopadhyay , Aslam Halder

Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…

Statistical Mechanics · Physics 2024-05-14 Gonzalo Manzano , Gülce Kardeş , Édgar Roldán , David Wolpert

The way a principle system and its environment interact characterizes the non-Markovianity of the dynamics. Herein, we investigate the non-Markovian dynamics of photon polarization in a birefringent crystal. We consider the so-called…

Quantum Physics · Physics 2018-10-31 Kai-Hung Wang , Shih-Hsuan Chen , Yu-Cheng Lin , Che-Ming Li

It is known that Markovian forward-backward stochastic differential equations provide nonlinear Feynman-Kac representation formulae for semilinear parabolic PDEs. We show that non-Markovian forward-backward stochastic differential equations…

Probability · Mathematics 2013-06-19 Andrea Cosso

Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…

Statistical Mechanics · Physics 2022-04-15 Benjamin Ertel , Jann van der Meer , Udo Seifert

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

We calculate the exact many-body time dynamics of polaritonic states supported by an optical cavity filled with organic molecules. Optical, vibrational and radiative processes are treated on an equal footing employing the Time-Dependent…

Mesoscale and Nanoscale Physics · Physics 2019-04-05 Javier del Pino , Florian A. Y. N. Schröder , Alex W. Chin , Johannes Feist , Francisco J. Garcia-Vidal

One of the fundamental issues in the field of open quantum systems is the classification and quantification of non-Markovianity. In the contest of quantity-based measures of non-Markovianity, the intuition of non-Markovianity in terms of…

Quantum Physics · Physics 2018-01-24 Hong-Bin Chen , Guang-Yin Chen , Yueh-Nan Chen

The path integral approach offers not only an exact expression for the non- equilibrium dynamics of dissipative quantum systems, but is also a convenient starting point for perturbative treatments. An alternative way to explore the…

Statistical Mechanics · Physics 2022-09-21 Joachim Ankerhold

The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…

Statistical Mechanics · Physics 2011-09-30 Werner Koch , Frank Großmann , Jürgen T. Stockburger , Joachim Ankerhold

A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…

Chaotic Dynamics · Physics 2009-11-11 Piero Olla , Luca Pignagnoli

The system-environment interaction is simulated by light propagating in coupled photonic waveguides. The profile of the electromagnetic field provides intuitive physical insight to study the Markovian and non-Markovian dynamics of open…

Quantum Physics · Physics 2013-12-16 Chang-Ling Zou , Xiang-Dong Chen , Xiao Xiong , Fang-Wen Sun , Xu-Bo Zou , Zheng-Fu Han , Guang-Can Guo

We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…

Statistical Mechanics · Physics 2019-05-07 Hong Qian

We construct a large class of non-Markovian master equations that describe the dynamics of open quantum systems featuring strong memory effects, which relies on a quantum generalization of the concept of classical semi-Markov processes.…

Quantum Physics · Physics 2008-10-03 Heinz-Peter Breuer , Bassano Vacchini
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