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We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…

High Energy Physics - Theory · Physics 2008-02-03 Salman Habib

Diffusion coefficients are obtained from linear response functions and from the quantal fluctuation dissipation theorem. They are compared with the results of both the theory of hydrodynamic fluctuations by Landau and Lifschitz as well as…

Nuclear Theory · Physics 2016-09-08 Dieter Kiderlen

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann

In our paper [1], we proposed an original approach to the incorporation of stochastic thermodynamics into quantum theory. It is based on the concept of consistent inclusion of the holistic stochastic environmental influence modeled by…

Quantum Physics · Physics 2012-11-14 A. D. Sukhanov , O. N. Golubeva , V. G. Bar'yakhtar

This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…

Probability · Mathematics 2019-11-19 Mathieu Laurière , Ludovic Tangpi

The quantum dynamics of a two state system coupled to a bosonic reservoir with sub-Ohmic spectral density is investigated for strong friction. Numerically exact path integral Monte Carlo methods reveal that in contrast to conventional…

Statistical Mechanics · Physics 2015-06-04 Denis Kast , Joachim Ankerhold

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

We investigate the connection between quasi-classical (pointer) states and generalized coherent states (GCSs) within an algebraic approach to Markovian quantum systems (including bosons, spins, and fermions). We establish conditions for the…

Quantum Physics · Physics 2008-01-23 Sergio Boixo , Lorenza Viola , Gerardo Ortiz

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

Statistical Mechanics · Physics 2015-05-14 Sven Dorosz , Michel Pleimling

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

Statistical Mechanics · Physics 2015-06-03 Ori Hirschberg , David Mukamel , Gunter M. Schütz

Diffusion models have revolutionized various application domains, including computer vision and audio generation. Despite the state-of-the-art performance, diffusion models are known for their slow sample generation due to the extensive…

Machine Learning · Computer Science 2024-06-25 Zehao Dou , Minshuo Chen , Mengdi Wang , Zhuoran Yang

We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…

Statistical Mechanics · Physics 2008-06-20 D. O. Kharchenko , S. V. Kokhan , A. V. Dvornichenko

Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…

Statistical Mechanics · Physics 2009-08-28 Felipe Barra , Pierre Gaspard , Thomas Gilbert

We propose a generalization of quantum mechanical equations in the hydrodynamic form by introducing, into the Lagrangian density, terms taking into account the diffusion velocity at zero and finite temperatures and the diffusion pressure…

Quantum Physics · Physics 2014-04-14 O. N. Golubjeva , S. V. Sidorov

By considering the quantum-mechanically minimum allowable energy interval, we exactly count number of states (NOS) and introduce discrete density of states (DOS) concept for a particle in a box for various dimensions. Expressions for…

Statistical Mechanics · Physics 2016-02-24 Alhun Aydin , Altug Sisman

Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…

Statistical Mechanics · Physics 2007-05-23 P. F. Gora

Stochastic and dynamical processes lie at the heart of all physical, chemical, and biological systems. However, kinetic and thermodynamic properties which characterize these processes have largely been treated separately as they can be…

Statistical Mechanics · Physics 2024-06-12 Andrew Boshi Li , Talid Sinno

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni
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