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Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

We derive stochastic master equations for a quantum system interacting with a Bose field prepared in a superposition of continuous-mode coherent states. To determine a conditional evolution of the quantum system we use a collision model…

Quantum Physics · Physics 2020-02-11 Anita Dabrowska

In this chapter we focus first on the theoretical methods and relevant computational approaches to calculate the electronic structure of atoms, molecules, and clusters containing heavy elements for which relativistic effects become…

Chemical Physics · Physics 2021-10-05 Simone Taioli , Stefano Simonucci

Simulating and predicting dynamics of quantum many-body systems is extremely challenging, even for state-of-the-art computational methods, due to the spread of entanglement across the system. However, in the long-wavelength limit, quantum…

The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…

Quantum Physics · Physics 2010-12-06 Adrian A. Budini

Starting from a many-body classical system governed by a trace-form entropy we derive, in the stochastic quantization picture, a family of non linear and non-Hermitian Schroedinger equations describing, in the mean filed approximation, a…

Statistical Mechanics · Physics 2007-05-23 A. M. Scarfone

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…

Numerical Analysis · Mathematics 2018-02-23 Augustin Chevallier , Stefan Engblom

Quantum simulators offer a new opportunity for the experimental exploration of non-equilibrium quantum many-body dynamics, which have traditionally been characterized through expectation values or entanglement measures, based on density…

Quantum Physics · Physics 2025-06-27 Zhiguang Yan , Zi-Yong Ge , Rui Li , Yu-Ran Zhang , Franco Nori , Yasunobu Nakamura

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

An integral equation-based numerical method for scattering from multi-dielectric cylinders is presented. Electromagnetic fields are represented via layer potentials in terms of surface densities with physical interpretations. The existence…

Computational Physics · Physics 2019-05-01 Johan Helsing , Anders Karlsson

Few-body correlations often express the distinguishing characteristic features of a many-body system. This thesis studies such correlations within dilute Bose-Einstein condensates in the case of arbitrary negative s-wave scattering length.…

Soft Condensed Matter · Physics 2007-05-23 H. H. Sorensen

In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via the weak convergence approach, providing a refined…

Probability · Mathematics 2025-09-09 Jianbo Cui , Derui Sheng

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

We discuss certain basic features of the equation-free (EF) approach to modeling and computation for complex/multiscale systems. We focus on links between the equation-free approach and tools from systems and control theory (design of…

Cellular Automata and Lattice Gases · Physics 2007-05-23 C. I. Siettos , R. Rico-Martinez , I. G. kevrekidis

In microscopic mechanical systems interactions between elastic structures are often mediated by the hydrodynamics of a solvent fluid. At microscopic scales the elastic structures are also subject to thermal fluctuations. Stochastic…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

We extend the variational cluster approach to deal with strongly correlated lattice bosons in the superfluid phase. To this end, we reformulate the approach within a pseudoparticle formalism, whereby cluster excitations are described by…

Quantum Gases · Physics 2011-04-11 Michael Knap , Enrico Arrigoni , Wolfgang von der Linden