Related papers: The Stochastic Quantization Method in Phase Space …
Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
We describe how geometrical methods can be applied to a system with explicitly time-dependent second-class constraints so as to cast it in Hamiltonian form on its physical phase space. Examples of particular interest are systems which…
We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…
Motivated by studies of typical properties of quantum states in statistical mechanics, we introduce phase-random states, an ensemble of pure states with fixed amplitudes and uniformly distributed phases in a fixed basis. We first show that…
A quantization scheme based on the extension of phase space with application of constrained quantization technic is considered. The obtained method is similar to the geometric quantization. For constrained systems the problem of scalar…
This paper considers a class of stochastic control problems with implicitly defined objective functions, which are the sources of time-inconsistency. We study the closed-loop equilibrium solutions in a general controlled diffusion…
Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent…
In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the…
In this report we summarize a few methods for solving the stochastic differential equations (SDE) and the corresponding Fokker-Planck equations describing the Gompertz and logistic random dynamics. It is shown that the solutions of the…
We look at and compare two different methods developed earlier for inducing gauge invariances in systems with second class constraints. These two methods, the Batalin-Fradkin method and the Gauge Unfixing method, are applied to a number of…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…
We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…
In the chaotic quantization approach one replaces the Gaussian white noise of the Parisi-Wu approach of stochastic quantization by a deterministic chaotic process on a very small scale. We consider suitable coupled chaotic noise processes…
In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
The master equation for a linear open quantum system in a general environment is derived using a stochastic approach. This is an alternative derivation to that of Hu, Paz and Zhang, which was based on the direct computation of path…
This paper presents a numerical approach to the stochastic obstacle problem using the stochastic Galerkin (SG) method. Due to the low regularity of the solution, linear finite elements are employed in both the physical and random variable…
The stochastic spectral expansion method offers a simple framework for calculations in de Sitter spacetimes. We show how to extend its reach to metastable vacuum states, both in the case when the potential is bounded from below, and when it…
We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when…