Related papers: Non-Markovian process with variable memory functio…

Standard dynamical systems approaches to economic modeling, such as those deriving the Cobb-Douglas and CES production functions from exponential growth trajectories, typically rely on integer-order differential equations. While effective,…

A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which…

In this paper we investigate the non-Markovian dynamics of a qubit by comparing two generalized master equations with memory. In the case of a thermal bath, we derive the solution of the post-Markovian master equation recently proposed in…

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…

We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…

Open quantum systems exhibit dynamics ranging from unitary evolution to irreversible dissipation. While the Gorini--Kossakowski--Sudarshan--Lindblad (GKSL) equation uniquely characterizes Markovian CPTP evolution, many physical platforms…

In this paper, we study the mean field limit of interacting particles with memory that are governed by a system of interacting non-Markovian Langevin equations. Under the assumption of quasi-Markovianity (i.e. that the memory in the system…

This paper analyses a Kirchhoff type quasilinear space-time fractional integro-differential equation with memory $(\mathcal{K}^{s}_{\alpha})$. Various a priori bounds are derived in different norms on the solution of the considered…

Unlike the standard Reinforcement Learning (RL) model, many real-world tasks are non-Markovian, whose rewards are predicated on state history rather than solely on the current state. Solving a non-Markovian task, frequently applied in…

We address the challenge of incorporating non-Markovian electronic friction effects in quantum-mechanical approximations of dynamical observables. A generalized Langevin equation (GLE) is formulated for ring-polymer molecular dynamics…

We analyze the Markovian and non-Markovian stochastic quantization methods for a complex action quantum mechanical model analog to a Maxwell-Chern-Simons eletrodynamics in Weyl gauge. We show through analytical methods convergence to the…

Explicit solutions of differential equations of complex fractional orders with respect to functions and with continuous variable coefficients are established. The representations of solutions are given in terms of some convergent infinite…

The nonequilibrium Green's functions (NEGF) approach is a versatile theoretical tool, which allows to describe the electronic structure, spectroscopy and dynamics of strongly correlated systems. The applicability of this method is, however,…

In this paper, we investigate the asymptotic distribution of the normalized error for the Mittag--Leffler Euler (MLE) method applied to a class of multidimensional fractional stochastic differential equations. These equations are…

The developing of (non-Markovian) memory effects strongly depends on the underlying system-environment dynamics. Here we study this problem in multipartite arrangements where all subsystems are coupled to each other by non-diagonal…

We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computationally simple, and necessary to make these models usable in…

We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated…

We consider policy evaluation in infinite-horizon discounted Markov decision problems (MDPs) with infinite spaces. We reformulate this task a compositional stochastic program with a function-valued decision variable that belongs to a…

In this paper we consider a modified fractional Maxwell model based on the application of Hadamard-type fractional derivatives. The model is physically motivated by the fact that we can take into account at the same time memory effects and…

An easily solvable quantum master equation has long been sought that takes into account memory effects induced on the system by the bath, i.e., non-Markovian effects. We briefly review the Post-Markovian master equation (PMME), which is…