Related papers: Relations Between Markov Processes Via Local Time …
Based on the well-known relation between Fokker-Planck equations and Schroedinger equations of quantum mechanics (QM), we propose new deformed Fokker-Planck (FP) equations associated with the Schroedinger equations of "discrete" QM. The…
This paper aims to explore non-Markovian dynamics of nonlinear dynamical systems subjected to fractional Gaussian noise (FGN) and Gaussian white noise (GWN). A novel memory-dependent Fokker-Planck-Kolmogorov (memFPK) equation is developed…
We consider the time discretization based on Lie-Trotter splitting, for the nonlinear Schrodinger equation, in the semi-classical limit, with initial data under the form of WKB states. We show that both the exact and the numerical solutions…
We study the evolution of $k=-1$ FLRW cosmological models for two interacting Dark Matter-Dark Energy Models using dynamical system analysis. Since we are interested in late time evolution, the sign of the interaction term is chosen such…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
We study distributions of meeting times for finite symmetric Markov chains. For Markov kernels defined on large state spaces which satisfy certain weak inhomogeneity in return probabilities of points up to large numbers of steps, we obtain…
Nonequilibrium quantum mechanics can be solved with the Keldysh formalism, which evolves the quantum mechanical states forward in time in the presence of a time-dependent field, and then evolves them backward in time, undoing the effect of…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
A method is proposed to reconstruct a cyclic time-inhomogeneous Markov pro- cess from measured data. First, a time-inhomogeneous Markov model is fit to the data, taken here from measurements on a wind turbine. From the time-dependent…
We construct an explicit one-to-one correspondence between non-relativistic stochastic processes and solutions of the Schrodinger equation and between relativistic stochastic processes and solutions of the Klein-Gordon equation. The…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
This work explores the behaviour of a noncommutative harmonic oscillator in a time-dependent background, as previously investigated in [1]. Specifically, we examine the system when expressed in terms of commutative variables, utilizing a…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
It is shown that the time-dependent equations (Schr\"odinger and Dirac) for a quantum system can be always derived from the time-independent equation for the larger object of the system interacting with its environment, in the limit that…
Non-Markovian local in time master equations give a relatively simple way to describe the dynamics of open quantum systems with memory effects. Despite their simple form, there are still many misunderstandings related to the physical…
Cavity optomechanics and electromechanics form an established field of research investigating the interactions between electromagnetic fields and the motion of quantum mechanical resonators. In many applications, linearised form of the…
We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…
Quantum entanglement is a key resource for quantum technologies, including emerging ground-to-satellite quantum communication. In such a scenario, an important challenge to be overcome is to consider entanglement between two or more quantum…