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In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic…

Quantum Physics · Physics 2007-05-23 Dorje C. Brody , Lane P. Hughston

We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…

Probability · Mathematics 2021-04-20 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

A reason is discussed (may be not the only one) for why we do not see any superposition of macroscopic states in the real world. Under the general assumption that quantum macrostates are statistical ensembles of microstates, it is shown…

Quantum Physics · Physics 2026-05-18 Fabio Siringo

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…

Dynamical Systems · Mathematics 2018-04-18 Alexis Arnaudon , Nader Ganaba , Darryl Holm

We consider the nonlinear Schr\"odinger equation on the $d$-dimensional torus $\mathbb T^d$, with the nonlinearity of polynomial type $|u|^{2\sigma}u$. For any $\sigma \in \mathbb N$ and $s>\frac d2$ we prove that adding to this equation a…

Probability · Mathematics 2024-06-28 Zdzisław Brzeźniak , Benedetta Ferrario , Mario Maurelli , Margherita Zanella

Recent developments in quantum physics make heavy use of so-called "quantum trajectories." Mathematically, this theory gives rise to "stochastic Schr\"odinger equations", that is, perturbation of Schr\"odinger-type equations under the form…

Probability · Mathematics 2009-04-02 Clément Pellegrini

We consider the one-dimensional stochastic heat and wave equations driven by Gaussian noises with constant initial conditions. We study the spatial average of the solutions on an interval of length $R$ and show that the family of laws of…

Probability · Mathematics 2025-08-05 Masahisa Ebina

An universal form of kinetic equation for open systems is considered which naturally unifies classical and quantum cases and allows to extend concept of wave function to open quantum systems. Corresponding stochastic Schr\"{o}dinger…

Statistical Mechanics · Physics 2008-10-02 Yuriy E. Kuzovlev

The stability properties and perturbation-induced dynamics of the full set of stationary states of the nonlinear Schroedinger equation are investigated numerically in two physical contexts: periodic solutions on a ring and confinement by a…

Condensed Matter · Physics 2009-10-31 Lincoln D. Carr , J. Nathan Kutz , William P. Reinhardt

We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…

Quantum Physics · Physics 2009-11-07 Angelo Bassi , GianCarlo Ghirardi

We study the ergodicity of finite-dimensional approximations of the Schr\"odinger equation. The system is driven by a multiplicative scalar noise. Under general assumptions over the distribution of the noise, we show that the system has a…

Mathematical Physics · Physics 2007-10-22 Vahagn Nersesyan

We study a quite general class of stochastic dispersive equations with linear multiplicative noise, including especially the Schr\"odinger and Airy equations. The pathwise Strichartz and local smoothing estimates are derived here in both…

Probability · Mathematics 2017-09-13 Deng Zhang

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

Probability · Mathematics 2007-11-08 Eric Gautier

We will construct a theory which can explain the dynamics toward the steady state self-gravitating systems (SGSs) where many particles interact via the gravitational force. Real examples of SGS in the universe are globular clusters and…

Cosmology and Nongalactic Astrophysics · Physics 2011-08-09 Tohru Tashiro , Takayuki Tatekawa

Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…

Statistical Mechanics · Physics 2016-05-25 J. Ruseckas , R Kazakevičius , B Kaulakys

During a continuous measurement, quantum systems can be described by a stochastic Schr\"odinger equation which, in the appropriate limit, reproduces the von Neumann wave-function collapse. The average behavior on the ensemble of all…

Condensed Matter · Physics 2009-10-30 Carlo Presilla , Ubaldo Tanbini

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…

Probability · Mathematics 2021-07-22 Cheuk Yin Lee , Yimin Xiao

We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and…

Probability · Mathematics 2016-11-02 Austin McDaniel , Ozer Duman , Giovanni Volpe , Jan Wehr

This work is concerned with existence and uniqueness of solutions to the reflection problem for linear parabolic equation with multiplicative Gaussian noise.

Classical Analysis and ODEs · Mathematics 2011-04-26 Viorel Barbu

This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…

Analysis of PDEs · Mathematics 2014-10-14 Guangying Lv , Jinqiao Duan