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This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…
We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…
Brownian dynamics of colloidal particles on complex surfaces has found important applications in diverse physical, chemical and biological processes. However, current Brownian dynamics simulation algorithms mostly work for relatively simple…
Stochastic heating is a well-known mechanism through which magnetized particles may be energized by low-frequency electromagnetic waves. In its simplest version, under spatially homogeneous conditions, it is known to be operative only above…
How stochastic, microscopic events generate deterministic, macroscopic properties is a fundamental question in physics. We address this question by developing a quantum master equation model for concentrated radical solutions, where random…
This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…
Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…
We show that the dynamics of a quantum system can be represented by the dynamics of an underlying classical systems obeying the Hamilton equations of motion. This is achieved by transforming the phase space of dimension $2n$ into a Hilbert…
Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We develop a novel data-driven approach to the inverse problem of classical statistical mechanics: given experimental data on the collective motion of a classical many-body system, how does one characterise the free energy landscape of that…
This paper develops a deterministic model of quantum mechanics as an accumulation-and-threshold process. The model arises from an analogy with signal processing in wireless communications. Complex wavefunctions are interpreted as expressing…
The longstanding question of how stochastic behaviour arises from deterministic Hamiltonian dynamics is of great importance, and any truly holistic theory must be capable of describing this transition. In this review, we introduce the…
We study the stochastic dynamics of a two-level quantum system interacting with a stochastic magnetic field, and a single frequency electromagnetic field, with and without making the rotating wave approximation (RWA). The transformation to…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…
On the basis of the author's earlier results, a new source function for a numerical wind-wave model optimized by the criterion of accuracy and speed of calculation is substantiated. The proposed source function includes (a) an optimized…
Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…
Stochastic representation for interaction of quantum systems is formulated which allows to replace some of them by equivalent but purely commutative random sources. The formalism is applied to two-level systems interacting with Gaussian…