Related papers: Modelling Illiquid Stocks Using Quantum Stochastic…
This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on…
We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…
Recent experimental advances have inspired the development of theoretical tools to describe the non-equilibrium dynamics of quantum systems. Among them an exact representation of quantum spin systems in terms of classical stochastic…
This paper introduces the first quantum computing framework for Stochastic Quantum Power Flow (SQPF) analysis in power systems. The proposed method leverages quantum states to encode power flow distributions, enabling the use of Quantum…
We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…
Within the framework of the homogeneous non-linear Boltzmann equation, we present a new analytic method, without the intrinsic limitations of existing methods, for obtaining asymptotic solutions. This method permits extension of existing…
The recent crash demonstrated (once again) that the description of the financial market by present financial mathematics cannot be considered as totally satisfactory. We remind that nowadays financial mathematics is heavily based on the use…
The asymptotic behavior of a nonlinear diffusive equation obtained in the framework of the $\kappa$-generalized statistical mechanics is studied. The analysis based on the classical Lie symmetry shows that the $\kappa$-Gaussian function is…
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…
We use a canonical quantization procedure to set up a quantum Fokker-Planck-Kramers equation that accounts for quantum dissipation in a thermal environment. The dissipation term is chosen to ensure that the thermodynamic equilibrium is…
We develop a highly efficient method to numerically simulate thermal fluctuations and correlations in non-relativistic continuous bosonic one-dimensional systems. We start by noticing the equivalence of their description through the…
Photoisomerization in a system with multiple electronic states and anharmonic potential surfaces in a dissipative environment is investigated using a rigorous numerical method employing quantum hierarchical Fokker-Planck equations (QHFPE)…
We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…
We derive the stochastic description of a massless, interacting scalar field in de Sitter space directly from the quantum theory. This is done by showing that the density matrix for the effective theory of the long wavelength fluctuations…
The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion…
In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
In this work, we are concerned with the Fokker-Planck equations associated with the Nonlinear Noisy Leaky Integrate-and-Fire model for neuron networks. Due to the jump mechanism at the microscopic level, such Fokker-Planck equations are…
A new model for stocks markets using integer values for each stock price is presented. In contrast with previously reported models, the variables used in the model are not of binary type, but of more general integer type. It is shown how…
The oscillator representation method is presented and used to calculate the energy spectra for a superposition of Coulomb and power-law potentials and for Coulomb and Yukawa potentials. The method provides an efficient way to obtain…