Related papers: Diffusion Processes and Coherent States
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…
We prove diffusive behaviour of the energy fluctuations in a system of harmonic oscillators with a stochastic perturbation of the dynamics that conserves energy and momentum. The results concern pinned systems or lattice dimension $d\ge 3$,…
We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…
We perform a detailed analysis of the behavior of coherent and squeezed states undergoing time evolution. We calculate time dependence of expectation values of position and momentum in coherent and squeezed states (which can be interpreted…
The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…
In this work, we have applied the integrals of motion method in a nonunitary approach and so obtained the time-dependent displacement and squeezed parameters of the coherent squeezed states (CSS). On its turn, CSS for one-dimensional…
The standard assumption for the equilibrium microcanonical state in quantum mechanics, that the system must be in one of the energy eigenstates, is weakened so as to allow superpositions of states. The weakened form of the microcanonical…
This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…
This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
Nonequilibrium steady states in an open system connecting two reservoirs of platelike colloidal particles are investigated by means of a recently proposed phenomenological dynamic density functional theory [M. Bier and R. van Roij, Phys.…
With the successes of the Laser Interferometer Gravitational-wave Observatory, we anticipate increased interest in working with squeezed states in the undergraduate and graduate quantum-mechanics classroom. Because squeezed-coherent states…
The stochastic quantization of dissipative systems is discussed. It is shown that in order to stochastically quantize a system with dissipation, one has to restrict the Fourier transform of the space-time variable to the positive half…
Minimum-uncertainty squeezed states, related to a broad class of observables, are analyzed. Methods for characterizing such states are developed, which are based on numerical solutions of ordinary differential equations. As typical examples…
We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…