Related papers: A Dynamical Theory of Markovian Diffusion
Here we address a fundamental issue in surface physics: the dynamics of adsorbed molecules. We study this problem when the particle's desorption is characterized by a non Markovian process, while the particle's adsorption and its motion in…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
Surface diffusion of small adsorbates is analyzed in terms of the so-called intermediate scattering function and dynamic structure factor, observables in experiments using the well-known quasielastic Helium atom scattering and Helium spin…
This is a concise, pedagogical introduction to the dynamic field of open quantum systems governed by Markovian master equations. We focus on the mathematical and physical origins of the widely used Lindblad equation, its unraveling in terms…
Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…
A class of Brownian dynamics algorithms for stochastic reaction-diffusion models which include reversible bimolecular reactions is presented and analyzed. The method is a generalization of the $\lambda$--$\newrho$ model for irreversible…
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady…
We propose new equations of motion under the theory of the Brownian motion to connect the states of quantum, diffusion, soliton, and periodic localization. The new equations are nothing but the classical equations of motion with two…
Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
The dissipative dynamics of a quantum Brownian particle is studied for different types of environment. We derive analytic results for the time evolution of the mean energy of the system for Ohmic, sub-Ohmic and super-Ohmic environments,…
The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…
In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given $\sigma$-field $\mathcal{Q}$. In our framework, we recall well-known results about Markov--Wiener diffusions. We…
We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…
The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…
The dynamics of a tracer molecule near a fluid membrane is investigated, with particular emphasis given to the interplay between the instantaneous position of the particle and membrane fluctuations. It is found that hydrodynamic…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
During the last ten years, the studies on non-Markovian open system dynamics has become increasingly popular and having contributions from diverse set of research communities. This interest has arisen due to fundamental problematics how to…