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We develop a fundamental framework for the quantum mechanics of stochastic systems (QMSS), showing that classical discrete stochastic processes emerge naturally as perturbations of the quantum harmonic oscillator (QHO). By constructing…

Quantum Physics · Physics 2025-10-30 Yurang , Kuang

We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts…

Optimization and Control · Mathematics 2025-12-08 Julia Ackermann , Thomas Kruse , Stefan Tappe

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities $v_1$ and $v_2$. We assume that the sequences of random times concerning the motions along…

Probability · Mathematics 2023-10-17 Antonio Di Crescenzo , Antonella Iuliano , Verdiana Mustaro , Gabriella Verasani

We consider the nonlinear Poisson-Boltzmann equation in the context of electrostatic models for a biological macromolecule, embedded in a bounded domain containing a solution of an arbitrary number of ionic species which is not necessarily…

Analysis of PDEs · Mathematics 2022-04-26 José A. Iglesias , Svetoslav Nakov

The methods of the probability theory have been used in order to build up a new model of hysteresis. It turns out that the reversal points of the control parameter (e. g., the magnetic field) are Markov points which determine the stochastic…

Statistical Mechanics · Physics 2009-10-31 L. Pal

It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…

General Relativity and Quantum Cosmology · Physics 2021-12-28 Folkert Kuipers

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

The parametrized Dirac wave equation represents position and time as operators, and can be formulated for many particles. It thus provides, unlike field-theoretic Quantum Electrodynamics (QED), an elementary and unrestricted representation…

Quantum Physics · Physics 2020-02-28 A. F. Bennett

In this paper a new formulation of quantum dynamics of totally constrained systems is developed, in which physical quantities representing time are included as observables. In this formulation the hamiltonian constraints are imposed on a…

General Relativity and Quantum Cosmology · Physics 2010-11-19 Hideo Kodama

We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…

Functional Analysis · Mathematics 2025-05-28 Giulia Cavagnari , Giuseppe Savaré , Giacomo Enrico Sodini

We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain…

Mathematical Physics · Physics 2008-11-26 Karmadeva Maharana

We consider a particle undergoing run and tumble dynamics, in which its velocity stochastically reverses, in one dimension. We study the addition of a Poissonian resetting process occurring with rate $r$. At a reset event the particle's…

Statistical Mechanics · Physics 2019-06-05 Martin R. Evans , Satya N. Majumdar

We give a summary of the status of current research in stochastic semiclassical gravity and suggest directions for further investigations. This theory generalizes the semiclassical Einstein equation to an Einstein-Langevin equation with a…

General Relativity and Quantum Cosmology · Physics 2008-11-26 B. L. Hu

We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…

Quantum Physics · Physics 2026-03-24 Simon Friederich , Mritunjay Tyagi

Long-term simulations of energetic electron fluxes in many space plasma systems require accounting for two groups of processes with well separated time-scales: microphysics of electron resonant scattering by electromagnetic waves and…

Plasma Physics · Physics 2021-10-04 A. S. Lukin , A. V. Artemyev , A. A. Petrukovich

The quantum theories of boson and fermion fields with quadratic nonstationary Hamiltoanians are rigorously constructed. The representation of the algebra of observables is given by the Hamiltonian diagonalization procedure. The sufficient…

High Energy Physics - Theory · Physics 2020-08-18 P. O. Kazinski

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white…

Probability · Mathematics 2019-04-10 Alexei Borodin , Vadim Gorin

In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…

Statistical Mechanics · Physics 2026-01-27 Sang Yang , Zhixin Peng