Related papers: Relations Between Markov Processes Via Local Time …
In this article, we consider a model motivated by large ensembles of nanoparticles' magnetization dynamics using the Fokker-Planck equation and analyze the underlying parabolic PDE being defined on a smooth, compact manifold without…
The purpose of this comment is to correct mistaken assumptions and claims made in the paper Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations by T. D. Frank. Our comment centers on the claims…
The ubiquitous effects of the environment on quantum-mechanical systems generally cause temporally correlated fluctuations. This particularly holds for systems of interest for quantum computation where such effects lead to correlated…
The Kolmogorov-Zakharov stationary states for weak wave turbulence involve solving a leading-order kinetic equation. Recent calculations of higher-order corrections to this kinetic equation using the Martin-Siggia-Rose path integral are…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…
A large class of non-Markovian quantum processes in open systems can be formulated through time-local master equations which are not in Lindblad form. It is shown that such processes can be embedded in a Markovian dynamics which involves a…
This paper develops a new class of Rosenbrock-type integrators based on a Krylov space solution of the linear systems. The new family, called Rosenbrock-Krylov (Rosenbrock-K), is well suited for solving large scale systems of ODEs or…
We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in…
An open quantum system interacting with its environment can be modeled under suitable assumptions as a Markov process, described by a Lindblad master equation. In this work, we derive a general set of fluctuation relations for systems…
For thermal equilibrium systems it is shown, how the Kubo-Martin-Schwinger boundary condition may be used to factorize the generating functional of Green functions at least on the level of the full two-point function. Genuine…
For stochastic systems with discrete time delay, the Fokker-Planck equation (FPE) of the one-time probability density function (PDF) does not provide a complete, self-contained probabilistic description. It explicitly involves the two-time…
In this article we try to bridge the gap between the quantum dynamical semigroup and Wigner function approaches to quantum open systems. In particular we study stationary states and the long time asymptotics for the quantum Fokker-Planck…
We establish a correspondence between the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random Gaussian perturbing matrix, and a Fokker-Planck equation postulated by Dyson. Within this model, we prove the…
Beyond the conventional quantum regression theorem, a general formula for non-Markovian correlation functions of arbitrary system operators both in the time- and frequency-domain is given. We approach the problem by transforming the…
It is known that actions of field theories on a noncommutative space-time can be written as some modified (we call them $\theta$-modified) classical actions already on the commutative space-time (introducing a star product). Then the…
The Dougherty model Fokker-Planck operator is extended to describe nonlinear full-f collisions between multiple species in plasmas. Simple relations for cross-species interactions are developed which obey conservation laws, and reproduce…
The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean-Vlasov (mean-field) stochastic differential equation. If the Donsker delta measure is absolutely…
The Dorokhov-Mello-Pereyra-Kumar (DMPK) equation, using in the analysis of quasi-one-dimensional systems and describing evolution of diagonal elements of the many-channel transfer matrix, is derived under minimal assumptions on the…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
A general theoretical formulation for the effect of a strong on-site Coulomb interaction on the time-dependent electron transport through a quantum dot under the influence of arbitrary time-varying bias voltages and/or external fields is…