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We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…
This article sets up a formalism to describe stochastic thermodynamics for driven out-of-equilibrium open quantum systems. A stochastic Schr\"odinger equation allows to construct quantum trajectories describing the dynamics of the system…
We study the effective time evolution of a large quantum system consisting of a mixture of different species of identical bosons in interaction. If the system is initially prepared so as to exhibit condensation in each component, we prove…
Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…
The large-$N$ limit of $O(N)$-symmetric bosonic field theories, or $U(N)$-symmetric fermionic field theories, is amenable to a saddle point approximation. As a result, there is a family of closely related algorithms for efficient lattice…
This paper aims to first explain, somewhat more clearly, the Stochastic-Quantum correspondence put forward in by Barandes in 2023. Specifically, the quantum-mechanical bra-ket notation is used, illuminating some results of previous results.…
Equilibrium phase transitions usually emerge from the microscopic behavior of many-body systems and are associated to interesting phenomena such as the generation of long-range order and spontaneous symmetry breaking. They can be defined…
Recently two generalized nonlinear Schr\"{o}dinger equations have been proposed by Chavanis [Eur. Phys. J. Plus 132 (2017) 286] by applying Nottale's theory of scale relativity relying on a fractal space-time to describe dissipation in…
Generic open quantum systems are notoriously difficult to simulate unless one looks at specific regimes. In contrast, classical dissipative systems can often be effectively described by stochastic processes, which are generally less…
We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…
This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…
The result that closed systems evolve toward equilibrium is derived entirely on the basis of quantum field theory for a model system, without invoking any of the common extra-mathematical notions of particle trajectories, collapse of the…
Quantum Field Theory (QFT) makes predictions by combining two sets of assumptions: (1) quantum dynamics, such as a Schrodinger or Liouville equation; (2) quantum measurement, such as stochastic collapse to an eigenfunction of a measurement…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…
Quantum systems are invariably open, evolving under surrounding influences rather than in isolation. Standard open quantum system methods eliminate all information on the environmental state to yield a tractable description of the system…
We consider a data-driven formulation of the classical discrete-time stochastic control problem. Our approach exploits the natural structure of many such problems, in which significant portions of the system are uncontrolled. Employing the…
We compare different methods used for non-perturbative calculations in strongly interacting fermionic systems. Mean field theory often shows a basic ambiguity related to the possibility to perform Fierz transformations. The results may then…
Mean-field models approximate large stochastic systems by simpler differential equations that are supposed to approximate the mean of the larger system. It is generally assumed that as the stochastic systems get larger (i.e., more people or…
The derivation of effective equations for interacting many body systems has seen a lot of progress in the recent years. While dealing with classical systems, singular potentials are quite challenging, comparably strong results are known to…
Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…