Related papers: The probabilistic scaling paradigm
We consider a situation where an $N$-level system (NLS) is coupled successively to two heat baths with different temperatures without being necessarily thermalized and approaches a steady state. For this situation we apply a general…
We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…
We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…
This paper is devoted to the numerical approximation of a nonlinear temperature balance equation, which describes the heat evolution of a magnetically confined plasma in the edge region of a tokamak. The nonlinearity implies some numerical…
In this paper, we study the spatially homogeneous inelastic Boltzmann equation for the angular cutoff pseudo-Maxwell molecules with an additional term of linear deformation. We establish the existence of non-Maxwellian self-similar profiles…
The concept of the elegant work introduced by Levai in Ref. [5] is extended for the solutions of the Schrodinger equation with more realistic other potentials used in different disciplines of physics. The connection between the present…
We compare two different numerical methods to integrate in time spatially delocalized initial densities using the Schr\"odinger-Poisson equation system as the evolution law. The basic equation is a nonlinear Schr\"odinger equation with an…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
Firstly, the Markovian stochastic Schr\"odinger equations are presented, together with their connections with the theory of measurements in continuous time. Moreover, the stochastic evolution equations are translated into a simulation…
We establish a probabilistic representation for a wide class of linear deterministic p.d.e.s with potential term, including the wave equation in spatial dimensions 1 to 3. Our representation applies to the heat equation, where it is related…
We present basic results, known and new, on nontrivial solutions of periodic stationary nonlinear Schr\"odinger equations. We also sketch an application to nonlinear optics and discuss some open problems.
Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
We consider the stochastic heat equation which includes a fractional power of the Laplacian of order $\alpha \in (1, 2]$ and it is driven by a nonlinear space-time Gaussian white noise. We study two types of power variations for the…
In this paper, we prove a sample-path comparison principle for the nonlinear stochastic fractional heat equation on $\mathbb{R}$ with measure-valued initial data. We give quantitative estimates about how close to zero the solution can be.…
We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…
In this paper the detailed investigation of one of the most interesting models in the non relativistic quantum mechanics of one massive particle i.e., introduced by G. Poeschl and E. Teller in 1933 is continued; the starting point of…