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We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

Stochastic models with fractional Brownian motion as source of randomness have become popular since the early 2000s. Fractional Brownian motion (fBm) is a Gaussian process, whose covariance depends on the so-called Hurst parameter $H\in…

Probability · Mathematics 2026-01-22 Anna P. Kwossek , Andreas Neuenkirch , David J. Prömel

We describe a method to simulate the dynamics of charged colloidal particles suspended in a liquid containing dissociated ions and salt ions. Regimes of prime current interest are those of large volume fraction of colloids, highly charged…

Soft Condensed Matter · Physics 2008-01-28 J. Dobnikar , D. Haložan , M. Brumen , H. -H. von Grünberg , R. Rzehak

The quantum theory of Brownian motion is discussed in the Schwinger version wherein the notion of a coordinate moving forward in time $x(t)$ is replaced by two coordinates, $x_+(t)$ moving forward in time and $x_-(t)$ moving backward in…

Quantum Physics · Physics 2009-10-30 M. Blasone , Y. N. Srivastava , G. Vitiello , A. Widom

The Brownian dynamics of the density operator for a quantum system interacting with a classical heat bath is described using a stochastic, non-linear Liouville equation obtained from a variational principle. The environment's degrees of…

Quantum Physics · Physics 2015-06-26 M. Grigorescu

We employ quantum variational methods to investigate a single-site interacting fermion-boson system -- an example of a minimal supersymmetric model that can exhibit spontaneous supersymmetry breaking. Our study addresses the challenges…

Quantum Physics · Physics 2025-10-31 John Kerfoot , Emanuele Mendicelli , David Schaich

We aim to clarify confusions in the literature as to whether or not dynamical density functional theories for the one-body density of a classical Brownian fluid should contain a stochastic noise term. We point out that a stochastic as well…

Statistical Mechanics · Physics 2007-05-23 Andrew J. Archer , Markus Rauscher

Stochastic representation for interaction of quantum systems is formulated which allows to replace some of them by equivalent but purely commutative random sources. The formalism is applied to two-level systems interacting with Gaussian…

Statistical Mechanics · Physics 2016-08-31 Yu. E. Kuzovlev

The dynamics associated with a measurement-based master equation for quantum Brownian motion are investigated. A scheme for obtaining time evolution from general initial conditions is derived. This is applied to analyze dissipation and…

Quantum Physics · Physics 2007-07-20 Bruno Bellomo , Stephen M. Barnett , John Jeffers

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…

Probability · Mathematics 2010-05-31 Jean Picard

A procedure of bosonization of Fermions in an arbitrary dimension is suggested. It is shown that a quadratic expression in the fermionic fields after rescaling time $t\to t/\lambda^2$ and performing the limit $\lambda\to0$ (stochastic…

High Energy Physics - Theory · Physics 2007-05-23 L. Accardi , Y. G. Lu , I. Volovich

A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…

Statistical Mechanics · Physics 2011-04-07 Roumen Tsekov

This paper is devoted to generalize some previous results presented in Gaioli et al., Int. J. Theor. Phys. 36, 2167 (1997). We evaluate the autocorrelation function of the stochastic acceleration and study the asymptotic evolution of the…

Quantum Physics · Physics 2007-05-23 Fabian H. Gaioli , Edgardo T. Garcia Alvarez , Diego G. Arbo

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

Statistical Mechanics · Physics 2015-05-13 Akihisa Ichiki , Masatoshi Shiino

In order to arrive at Bohmian mechanics from standard nonrelativistic quantum mechanics one need do almost nothing! One need only complete the usual quantum description in what is really the most obvious way: by simply including the…

Quantum Physics · Physics 2007-05-23 D. Dürr , S. Goldstein , N. Zanghi

We revisit the Markov approximation necessary to derive ordinary Brownian motion from a model widely adopted in literature for this specific purpose. We show that this leads to internal inconsistencies, thereby implying that further search…

Quantum Physics · Physics 2009-10-31 A. Rocco , P. Grigolini

The effect of nonlinear friction forces in quantum mechanics is studied via dissipative Madelung hydrodynamics. A new thermo-quantum diffusion equation is derived, which is solved for the particular case of quantum Brownian motion with a…

Quantum Physics · Physics 2013-03-12 Roumen Tsekov

Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…

chao-dyn · Physics 2008-02-03 R Mannella , P Grigolini , BJ West

Brownian motors, i.e. devices able to produce useful work out of thermal forces with the help of other unbiased forces, provide an ideal benchmark for the investigation of quantum dissipative systems, for two reasons. First, the interaction…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 J. Peguiron