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Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…
The dynamics of many open quantum systems are described by stochastic master equations. In the discrete-time case, we recall the structure of the derived quantum filter governing the evolution of the density operator conditioned to the…
The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Research on strongly correlated electron systems faces a fundamental challenge due to the complex nature of intrinsic many-body correlations. A key strategy to address this challenge lies in advancing experimental methods that can directly…
This paper represents the full version of a paper published earlier in Physica A [246 (1997), 275]. The present paper includes argumentation, proofs and details omitted in the shortened version. The papers are a further development of the…
Using non-relativistic many body quantum field theory, a master equation is derived for the reduced density matrix of a dilute gas of massive particles undergoing scattering interactions with an environment of light particles. The dynamical…
We present a stochastic procedure to investigate the correlation spectra of quantum dot superluminescent diodes. The classical electric field of a diode is formed by a polychromatic superposition of many independent stochastic oscillators.…
We consider a model dissipative quantum-mechanical system realized by coupling a quantum oscillator to a semi-infinite classical string which serves as a means of energy transfer from the oscillator to the infinity and thus plays the role…
This work reviews recent advances in the analytical treatment of the continuum spectrum of correlated few-body non-relativistic Coulomb systems. The exactly solvable two-body problem serves as an introduction to the non-separable…
The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…
A generalization of the stochastic wave function method to quantum master equations which are not in Lindblad form is developed. The proposed stochastic unravelling is based on a description of the reduced system in a doubled Hilbert space…
A numerical model based on the finite-difference time-domain method is developed to simulate fluctuations which accompany the dephasing of atomic polarization and the decay of excited state's population. This model is based on the…
Deterministic emitters transform electronic excitations to photons with unity efficiency. Their development is crucial for both energy-efficient optical interconnects and photonic quantum technologies, but neither rigorous theoretical…
We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…
In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…
The quantum many-electron problem is not just at the heart of condensed matter phenomena, but also essential for first-principles simulation of chemical phenomena. Strong correlation in chemical systems are prevalent and present a…
We consider a class of models describing a quantum oscillator in interaction with an environment. We show that models of continuous spontaneous localization based on a stochastic Schr\"odinger equation can be derived as an approximation to…
Spectral line-shapes provide a window into the local environment coupled to a quantum transition in the condensed phase. In this paper, we build upon a stochastic model to account for non-stationary background processes produced by…
We present a method aimed at sampling charge density fluctuations in Coulomb systems. The derivation follows from a functional integral representation of the partition function in terms of charge density fluctuations. Starting from the…