Related papers: It\^o versus H\"anggi-Klimontovich
Ambiguities in the functional-integral solution of the stochastic differential equation (SDE) arising due to the definition on the functional Jacobi determinant and the white-in-time limit in the noise are analyzed and two forms of the de…
In this survey we present the near-optimal stochastic control problem according to some recent tools in the literature. In particular, we focus on the approach of a discretization of the noise values instead of the canonical…
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…
We study the quantum dynamics generated by a non-Hermitian Hamiltonian subject to stochastic perturbations in its anti-Hermitian part, describing fluctuating gains and losses. The dynamics averaged over the noise is described by an…
The dichotomy between noise-stable and (completely) noise-sensitive stochastic models is of recent interest in probability theory. Of particular interest is the study of lattice models coming from statistical physics. The Fourier transform…
Covariance of the resulting probabilities requires the "anti-Ito" sense. The corresponding Fokker-Planck equation is simplified and preserves important features of the case with a constant diffusion. Multiplicative noise can always be…
Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends…
We investigate the problem of determining the Hamiltonian of a locally interacting open-quantum system. To do so, we construct model estimators based on inverting a set of stationary, or dynamical, Heisenberg-Langevin equations of motion…
Do stochastic Schr\"odinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system {\em on average} obeys a master equation, the answer is yes. Markovian stochastic Schr\"odinger…
In this paper, we introduce and study the primitive equations with $\textit{non}$-isothermal turbulent pressure and transport noise. They are derived from the Navier-Stokes equations by employing stochastic versions of the Boussinesq and…
Adaptive perturbation is a new method for perturbatively computing the eigenvalues and eigenstates of quantum mechanical Hamiltonians that heretofore were not believed to be obtainable by such methods. The novel feature of adaptive…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…
Adiabatic Quantum Computing relies on the quantum adiabatic theorem, which states that a quantum system evolves along its ground state with time if the governing Hamiltonian varies infinitely slowly. However, practical limitations force…
We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
We consider the problem of signal estimation (denoising) from a statistical mechanical perspective, using a relationship between the minimum mean square error (MMSE), of estimating a signal, and the mutual information between this signal…
This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…
The simulation complexity of predicting the time evolution of delocalized many-body quantum systems has attracted much recent interest, and simulations of such systems in real quantum hardware are promising routes to demonstrating a quantum…
In stochastic thermodynamics standard concepts from macroscopic thermodynamics, such as heat, work, and entropy production, are generalized to small fluctuating systems by defining them on a trajectory-wise level. In Langevin systems with…
Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap…