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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

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

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

This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…

Probability · Mathematics 2016-11-17 Igor G. Vladimirov

In this work we introduce a phase-space description based on the positive P representation for bosonic fields interacting with a system of quantum emitters. The formalism is applicable to collective light-matter interactions and open…

Quantum Physics · Physics 2023-07-03 Stasis Chuchurka , Andrei Benediktovitch , Nina Rohringer

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

The reduced density matrix that characterises the state of an open quantum system is a projection from the full density matrix of the quantum system and its environment, and there are many full density matrices consistent with a given…

Quantum Physics · Physics 2024-11-28 Claudia L. Clarke , Ian J. Ford

In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…

Quantum Physics · Physics 2020-05-26 Julio A. López-Saldívar , Margarita A. Man'ko , Vladimir I. Man'ko

In this paper we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of…

Dynamical Systems · Mathematics 2017-06-01 Francisco Balibrea-Iniesta , Carlos Lopesino , Stephen Wiggins , Ana M. Mancho

Standard methods used for computing the dynamics of a quantum many-body system are the mean-field (MF) approximations such as the time-dependent Hartree-Fock (TDHF) approach. Even though MF approaches are quite successful, they suffer some…

Nuclear Theory · Physics 2019-11-13 Ibrahim Ulgen , Bulent Yilmaz , Denis Lacroix

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…

Numerical Analysis · Mathematics 2016-09-19 A. Abdulle , G. A. Pavliotis , U. Vaes

In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting pont is propagated separately using the Time-Dependent Hartree-Fock equation of…

Nuclear Theory · Physics 2015-06-11 Denis Lacroix , Sakir Ayik , Bulent Yilmaz , Kouhei Washiyama

Exceptional points, a remarkable phenomenon in physical systems, have been exploited for sensing applications. It has been demonstrated recently that it can also utilize as sensory threshold in which the interplay between exceptional-point…

Applied Physics · Physics 2024-10-18 Shirin Panahi , Li-Li Ye , Ying-Cheng Lai

A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…

Quantum Physics · Physics 2026-05-26 Partha Ghose

A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…

Fluid Dynamics · Physics 2010-10-27 Domingos S. P. Salazar , Giovani L. Vasconcelos

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…

Fluid Dynamics · Physics 2023-06-21 André Luís Peixoto Considera , Simon Thalabard

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

Numerical Analysis · Mathematics 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis

Modern observatories are designed to deliver increasingly detailed views of astrophysical signals. To fully realize the potential of these observations, principled data-analysis methods are required to effectively separate and reconstruct…

Instrumentation and Methods for Astrophysics · Physics 2025-11-19 Matteo Guardiani , Vincent Eberle , Margret Westerkamp , Julian Rüstig , Philipp Frank , Torsten Enßlin

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales