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Inspired by holographic Wilsonian renormalization, we consider coarse graining a quantum system divided between short distance and long distance degrees of freedom, coupled via the Hamiltonian. Observations using purely long distance…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Asymptotic behavior of a class of nonlinear Schr\"odinger equations are studied. Particular cases of 1D weakly focusing and Bose-Einstein condensates are considered. A statistical approach is presented to describe the stationary probability…
We investigate the monitored quantum dynamics of Gaussian mixed states and derive the universal Fokker-Planck equations that govern the stochastic time evolution of entire density-matrix spectra, obtaining their exact solutions. From these…
We derive a trace formula that expresses the level density of chaotic many-body systems as a smooth term plus a sum over contributions associated to solutions of the nonlinear Schr\"odinger (or Gross-Pitaevski) equation. Our formula applies…
We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…
Weak measurement of a subset of noncommuting observables of a quantum system can be modeled by the open-system evolution, governed by the master equation in the Lindblad form. The open-system density operator can be represented as…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
By using a condition of average trace preservation we derive a general class of non-Markovian Gaussian diffusive unravelings [L. Diosi and L. Ferialdi, Phys. Rev. Lett. \textbf{113}, 200403 (2014)], here valid for arbitrary non-Hermitian…
Significant achievements in the reduction of classical-noise floor will allow macroscopic systems to prepare nearly Heisenberg-Limited quantum states through a continuous measurement, i.e. conditioning. In order to probe the conditional…
In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…
We investigate the stochastic behavior of the single-trajectory spectral density $S(\omega,\mathcal{T})$ of several Gaussian stochastic processes, i.e., Brownian motion, the Ornstein-Uhlenbeck process, the Brownian gyrator model and…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
In the context of unitary evolution of a generic quantum system interrupted at random times with non-unitary evolution due to interactions with either the external environment or a measuring apparatus, we adduce a general theoretical…
Decoherence of a quantum system induced by the interaction with its environment (measuring medium) may be presented phenomenologically as a continuous (or repeated) fuzzy quantum measurement. The dynamics of the system subject to continuous…
Stochastic Schr\"odinger equations that govern the dynamics of open quantum systems are given by the equations for signal processing. In particular, the Brownian motion that drives the wave function of the system does not represent noise,…