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Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in an extra dimension. This amounts to the equivalence of the quantum measurement boundary-value problem in…

Quantum Physics · Physics 2007-05-23 V. P. Belavkin

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

We present a quantum algorithm for computational fluid dynamics based on the Lattice-Boltzmann method. Our approach involves a novel encoding strategy and a modified collision operator, assuming full relaxation to the local equilibrium…

Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called "Stochastic Schr\"odinger Equations",…

Mathematical Physics · Physics 2020-03-24 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

Stochastic models of varying complexity have been proposed to describe the dispersion of particles in turbulent flows, from simple Brownian motion to complex temporally and spatially correlated models. A method is needed to compare…

Fluid Dynamics · Physics 2022-07-13 Martin T. Brolly , James R. Maddison , Aretha L. Teckentrup , Jacques Vanneste

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

In quantum physics, disturbance due to a measurement is not negligible. This requires the time parameter $t$ in the Schr\"odinger or Heisenberg equation to be considered differently from a time continuum of experimenter's clock $T$ on which…

Quantum Physics · Physics 2010-11-24 Yoshihiro Sato , Arno R. Bohm

The phase diffusion in a self-sustained oscillator, which produces oscillator's spectral linewidth, is inherently governed by a nonlinear Langevin equation. Over past 40 years, the equation has been treated with linear approximation,…

Statistical Mechanics · Physics 2010-06-28 Xiaofeng Li , Wenjiang Zhu , Donhee Ham

This work extends quantum optical models of high harmonic generation by considering a quantum stochastic analysis of the field modes coupled to an environment. In particular, we study the open system dynamics by solving the quantum Langevin…

Quantum Physics · Physics 2025-08-19 Philipp Stammer

The Nelson stochastic mechanics of inhomogeneous quantum diffusion in flat spacetime with a tensor of diffusion can be described as a homogeneous one in a Riemannian manifold where this tensor of diffusion plays the role of a metric tensor.…

High Energy Physics - Theory · Physics 2012-10-09 Zahid Zakir

Recently, a self-contained trajectory-based formulation of non-relativistic quantum mechanics was developed [Ann. Phys. 315, 505 (2005); Chem. Phys. 370, 4 (2010); J. Chem. Phys. 136, 031102 (2012)], that makes no use of wavefunctions or…

Quantum Physics · Physics 2012-08-31 Bill Poirier

We study classical Hamiltonian systems in which the intrinsic proper time evolution parameter is related through a probability distribution to the physical time, which is assumed to be discrete. - This is motivated by the ``timeless''…

General Relativity and Quantum Cosmology · Physics 2015-06-25 H. -T. Elze

Obtaining coarse-grained models that accurately incorporate finite-size effects is an important open challenge in the study of complex, multi-scale systems. We apply Langevin regression, a recently developed method for finding stochastic…

Adaptation and Self-Organizing Systems · Physics 2021-10-12 Jordan Snyder , Jared L. Callaham , Steven L. Brunton , J. Nathan Kutz

A phenomenological construction of quantum Langevin equations, based on the physical criteria of (i) the canonical equal-time commutators, (ii) the Kubo formula, (iii) the virial theorem and (iv) the quantum fluctuation-dissipation theorem…

Statistical Mechanics · Physics 2019-05-21 Rúbia Araújo , Sascha Wald , Malte Henkel

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy (Comm. Math. Phys. 93, 301 (1984)) and exploiting the Wiener-Ito-Segal isomorphism between the Boson Fock reservoir space…

Quantum Physics · Physics 2017-08-29 K. R. Parthasarathy , A. R. Usha Devi

We derive a generalized quantum Langevin equation and its fluctuation-dissipation relation describing the quantum dynamics of a tagged particle interacting with a medium (environment), where both the particle and the environment are driven…

Quantum Physics · Physics 2025-07-11 Daniele Gamba , Bingyu Cui , Alessio Zaccone

Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…

Statistical Mechanics · Physics 2026-04-21 Lars Torbjørn Stutzer , Cai Dieball , Aljaž Godec

First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…

Quantum Physics · Physics 2025-11-06 Guido Ladenburger , Finn Schmolke , Eric Lutz