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We demonstrate the equilibration of isolated macroscopic quantum systems, prepared in non-equilibrium mixed states with significant population of many energy levels, and observed by instruments with a reasonably bound working range compared…

Statistical Mechanics · Physics 2009-11-13 Peter Reimann

We show that non-relativistic Quantum Mechanics can be faithfully represented in terms of a classical diffusion process endowed with a gauge symmetry of group Z_4. The representation is based on a quantization condition for the realized…

Probability · Mathematics 2007-11-23 Claudio Albanese

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

Statistical Mechanics · Physics 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen

In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…

Quantum Physics · Physics 2009-11-10 I. Kurniawan , M. R. James

A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

Analysis of PDEs · Mathematics 2013-10-16 Mickael D. Chekroun , Honghu Liu , Shouhong Wang

We study nonlinear parabolic stochastic partial differential equations with Wick-power and Wick-polynomial type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fujita equation, the…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient…

Statistics Theory · Mathematics 2022-07-21 Mikhail Ermakov

Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series…

Geophysics · Physics 2015-04-08 John Scoville

Using stochastic quantization method we derive gauge-invariant equations, connecting multilocal vacuum correlators of nonperturbative field configurations immersed into the quantum background. Three alternative methods of stochastic…

High Energy Physics - Theory · Physics 2007-05-23 D. V. Antonov

By introducing a new stochastic integral, we investigate the energetics of classical stochastic systems driven by non-Gaussian white noises. In particular, we introduce a decomposition of the total-energy difference into the work and the…

Statistical Mechanics · Physics 2012-05-23 Kiyoshi Kanazawa , Takahiro Sagawa , Hisao Hayakawa

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

The numerical analysis of stochastic parabolic partial differential equations of the form $$ du + A(u) = f \,dt + g \, dW, $$ is surveyed, where $A$ is a partial operator and $W$ a Brownian motion. This manuscript unifies much of the theory…

Numerical Analysis · Mathematics 2020-03-16 Martin Ondrejat , Andreas Prohl , Noel Walkington

The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic…

Mathematical Physics · Physics 2024-07-08 Soon Hoe Lim

Quantum stochastic processes are widely used in describing open quantum systems and in the context of quantum foundations. Physically relevant quantum stochastic processes driven by multiplicative colored noise are generically non-Markovian…

Quantum Physics · Physics 2026-03-12 Aritro Mukherjee

We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs driven by space-time white noise. As a corollary, we obtain a detailed local description of solutions. Dedicated to the memory of Kiyosi…

Probability · Mathematics 2015-10-30 Martin Hairer , Étienne Pardoux

We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…

Statistical Mechanics · Physics 2020-01-24 S. De Nicola , B. Doyon , M. J. Bhaseen

Throughout quantum mechanics there is statistical balance, in the collective response of an ensemble of systems to differing measurement types. Statistical balance is a core feature of quantum mechanics, underlying quantum mechanical…

Quantum Physics · Physics 2022-10-31 Brian Drummond

Coupled Tchebyscheff maps have recently been introduced to explain parameters in the standard model of particle physics, using the stochastic quantisation of Parisi and Wu. This paper studies dynamical properties of these maps, finding…

Chaotic Dynamics · Physics 2025-08-04 Carl P. Dettmann