Related papers: Stochastic Schroedinger Equations with General Com…

In this paper we present a perturbative procedure that allows one to numerically solve diffusive non-Markovian Stochastic Schr\"odinger equations, for a wide range of memory functions. To illustrate this procedure numerical results are…

We give a pedagogical introduction of the stochastic variational method by considering the quantization of a non-inertial particle system. We show that the effects of fictitious forces are represented in the forms of vector fields which…

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

On the contrary to the common intuition, which suggests that a steep expulsive potential makes quantum states widely delocalized, we demonstrate that one- and two-dimensional (1D and 2D) Schroedinger equations, which include expulsive…

We prove three results on the existence of densities for the laws of finite dimensional functionals of the solutions of the stochastic Navier-Stokes equations in dimension 3. In particular, under very mild assumptions on the noise, we prove…

In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…

This paper proves Strichartz estimates for the Schrodinger Equation with a potential term and white noise dispersion in dimension $1$. We also explore dispersive estimates using previous results in the field.

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Quantum chaotic and integrable systems are known to exhibit a characteristic $1/f$ and $1/f^{2}$ noise, respectively, in the power spectrum associated to their spectral fluctuations. A recent work [R. Riser, V. A. Osipov, and E. Kanzieper,…

In this thesis we consider primarily the dynamics of quantum systems subjected to continuous observation. In the Schr\"{o}dinger picture the evolution of a continuously monitored quantum system, referred to as a `quantum trajectory', may be…

In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…

In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally…

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

We study constrained 2-dimensional Navier-Stokes Equations driven by a multiplicative Gaussian noise in the Stratonovich form. In the deterministic case [4] we showed the existence of global solutions only on a two dimensional torus and…

For any choice of initial state and weak assumptions about the Hamiltonian, large isolated quantum systems undergoing Schrodinger evolution spend most of their time in macroscopic superposition states. The result follows from von Neumann's…

It is conjectured that the eigenvalues of random Schrodinger operators at the localization transition in dimensions d>=2 behave like the eigenvalues of the Gaussian Orthogonal Ensemble (GOE). We show that there are sequences of n by m boxes…

We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the…

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

The derivation of the Schr\"odinger-like equations from the system of equations of the quantum hydrodynamic analogy (QHA) is analyzed in presence of fluctuations. If in absence of fluctuation each QHA solution can be tracked back to the…

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…