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The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…

Analysis of PDEs · Mathematics 2009-11-10 D. Schertzer , M. Larchev , J. Duan , V. V. Yanovsky , S. Lovejoy

We present a method, based on the Keldysh formalism, for deriving stochastic master equations that describe the non-Markovian dynamics of a quantum system coupled to a Gaussian environment. This approach yields a compact expression for the…

Quantum Physics · Physics 2026-01-21 Vasco Cavina , Antonio D'Abbruzzo , Vittorio Giovannetti

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…

chao-dyn · Physics 2007-05-23 D. Schertzer , M. Larchevêque , J. Duan , V. V. Yanovsky , S. Lovejoy

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…

Molecular Networks · Quantitative Biology 2015-05-30 Neda Bostani , David A. Kessler , Nadav M. Shnerb , Wouter-Jan Rappel , Herbert Levine

We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…

Statistical Mechanics · Physics 2015-08-04 Kiyoshi Kanazawa , Tomohiko G. Sano , Takahiro Sagawa , Hisao Hayakawa

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

Numerical Analysis · Mathematics 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

In many scenarios of interest, a quantum system interacts with an unknown environment, necessitating the use of open quantum system methods to capture dissipative effects and environmental noise. With the long-term goal of developing a…

High Energy Physics - Theory · Physics 2025-03-26 Santiago Agui Salcedo , Thomas Colas , Enrico Pajer

We formulate a stochastic generalisation of the Schwinger effect, extending pair production to statistically fluctuating gauge-field backgrounds. Our approach captures realistic field configurations that are transient, inhomogeneous, and…

High Energy Physics - Theory · Physics 2026-03-11 Lucas Vicente García-Consuegra , Azadeh Maleknejad

We write down a Schwinger-Keldysh effective field theory for non-relativistic (Galilean) hydrodynamics. We use the null background construction to covariantly couple Galilean field theories to a set of background sources. In this language,…

High Energy Physics - Theory · Physics 2020-12-02 Akash Jain

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

Classical Physics · Physics 2009-11-13 L. R. Arnaut

Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…

Dynamical Systems · Mathematics 2016-03-17 Xu Sun , Jinqiao Duan , Xiaofan Li , Hua Liu , Xiangjun Wang , Yayun Zheng

Employing the Schwinger-Keldysh formalism, we formulate an effective field theory for s-wave superconducting phase transition, where the dynamical variables consist of electromagnetic gauge field and complex scalar order parameter.…

High Energy Physics - Theory · Physics 2026-05-11 Yanyan Bu , Zexin Yang

Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $\alpha$-stable L\'evy process is still lacking.…

Dynamical Systems · Mathematics 2021-02-24 Yayun Zheng , Fang Yang , Jinqiao Duan , Jürgen Kurths

Gaussian random fields pervade all areas of science. However, it is often the departures from Gaussianity that carry the crucial signature of the nonlinear mechanisms at the heart of diverse phenomena, ranging from structure formation in…

Statistical Mechanics · Physics 2015-06-05 T. H. Beuman , A. M. Turner , V. Vitelli

Classical field theories coupled to stochastic noise provide an extremely powerful tool for modeling phenomena as diverse as turbulence, pattern-formation, and the structural development of the universe itself. In this Letter we sketch a…

Statistical Mechanics · Physics 2007-05-23 David Hochberg , Carmen Molina-Paris , Juan Perez-Mercader , Matt Visser

The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…

Dynamical Systems · Mathematics 2015-06-04 Xu Sun , Jinqiao Duan

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

This paper presents a new, non-Gaussian formulation of stochastic gravity by incorporating the higher moments of the fluctuations of the quantum stress energy tensor for a free quantum scalar field in a consistent way. A scheme is developed…

General Relativity and Quantum Cosmology · Physics 2013-05-17 Jason D. Bates

An effective description is presented for a Brownian particle in a magnetized plasma. In order to systematically capture various corrections to linear Langevin equation, we construct effective action for the Brownian particle, to quartic…

High Energy Physics - Theory · Physics 2022-10-06 Yanyan Bu , Biye Zhang , Jingbo Zhang

In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…

chao-dyn · Physics 2009-10-22 A. Crisanti , U. Marini Bettolo Marconi
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