Related papers: A Dyson Brownian motion model for weak measurement…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
Given a symmetric matrix $M$ and a vector $\lambda$, we present new bounds on the Frobenius-distance utility of the Gaussian mechanism for approximating $M$ by a matrix whose spectrum is $\lambda$, under $(\varepsilon,\delta)$-differential…
The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite…
We analyze a class of one-dimensional quantum systems characterized by a position-dependent kinetic term arising as the continuum limit of an inhomogeneous tight-binding model with spatially varying hopping amplitudes. In this limit, the…
In this thesis we consider primarily the dynamics of quantum systems subjected to continuous observation. In the Schr\"{o}dinger picture the evolution of a continuously monitored quantum system, referred to as a `quantum trajectory', may be…
We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…
This work develops tools to understand how quantum information spreads, scrambles, and is reshaped by measurements in many-body systems. First, I study scrambling and pseudorandomness in the Brownian Sachdev-Ye-Kitaev (SYK) model,…
We consider scenarios where the dynamics of a quantum system are partially determined by prior local measurements of some interacting environmental degrees of freedom. The resulting effective system dynamics are described by a disordered…
Stochastic models play an essential role in accounting for the variability and unpredictability seen in real-world. This paper focuses on the application of the gamma distribution to analysis of the stationary distributions of populations…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…
We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…
We develop a stochastic formulation of the optimally-tuned range-separated hybrid density functional theory which enables significant reduction of the computational effort and scaling of the non-local exchange operator at the price of…
We study stochastic evolution equations describing the dynamics of open quantum systems. First, using resolvent approximations, we obtain a sufficient condition for regularity of solutions to linear stochastic Schroedinger equations driven…
We show how the effective equation of motion for a distinguished quantum particle in an ideal gas environment can be obtained by means of the monitoring approach introduced in [EPL 77, 50007 (2007)]. The resulting Lindblad master equation…
We provide the necessary framework for carrying out stochastic positive-P and gauge-P simulations of bosonic systems with long range interactions. In these approaches, the quantum evolution is sampled by trajectories in phase space,…
Quantum stochastic methods based on effective wave functions form a framework for investigating the generally non-Markovian dynamics of a quantum-mechanical system coupled to a bath. They promise to be computationally superior to the…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…