Related papers: Stochastic Quantization of Bottomless Systems: Sta…
A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems within the framework of the stochastic quantization of Parisi and Wu. The corresponding Fokker-Planck equation is shown to be a diffusion-type…
A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…
This paper studies the set of terminal state covariances that are reachable over a finite time horizon from a given initial state covariance for a linear stochastic system with additive noise. For discrete-time systems, a complete…
It is shown that stochastic processes of diffusion type possess, in all generality, a structure of uncertainty relations and of coherent and squeezed states. This fact is used to obtain, via Nelson stochastic formulation of quantum…
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…
The reduced density matrix that characterises the state of an open quantum system is a projection from the full density matrix of the quantum system and its environment, and there are many full density matrices consistent with a given…
A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
We show that a meaningful statistical description is possible in conservative and mixing systems with zero Lyapunov exponent in which the dynamical instability is only linear in time. More specifically, (i) the sensitivity to initial…
In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…
In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall be…
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…
Based on the experimental evidence that impurities contribute to the dissipation properties of solid-state open quantum systems, we provide here a description in terms of nonlinear quantum Langevin equations of the role played by two-level…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…
We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on $\mathbb R^d$ with a quadratic, conservative nonlinearity $B(x,x)$ constrained to possess various properties common to…