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We derive an approximate Gaussian solution of the Lindblad equation in the semiclassical limit, given a general Hamiltonian and linear coupling with the environment. The theory is carried out in the chord representation and describes the…

Quantum Physics · Physics 2009-06-24 O. Brodier , A. M. Ozorio de Almeida

In the paper with the above-noted title, T. C. Wallstrom claims that the description of the particle's motion as a certain "conservative" diffusion is not equivalent to quantum mechanics in spite of the fact that the Madelung "hydrodynamic"…

Quantum Physics · Physics 2010-07-20 Vel Hushwater

In this paper we present an exact Grassmann stochastic Schr\"{o}dinger equation for the dynamics of an open fermionic quantum system coupled to a reservoir consisting of a finite or infinite number of fermions. We use this stochastic…

Quantum Physics · Physics 2013-05-29 Wufu Shi , Xinyu Zhao , Ting Yu

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…

Statistical Mechanics · Physics 2007-05-23 Debashis Barik , Deb Shankar Ray

Stochastic Master equations or quantum filtering equations for mixed states are well known objects in quantum physics. Building a mathematically rigorous theory of these equations in infinite-dimensional spaces is a long standing open…

Probability · Mathematics 2024-06-14 Vassili N. Kolokoltsov

We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…

Mathematical Physics · Physics 2021-03-11 Jeffrey Schenker , F. Zak Tilocco , Shiwen Zhang

The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…

Probability · Mathematics 2017-04-07 Feng Bao , Yanzhao Cao , Xiaoping Han

According to Schroedinger's ideas, classical dynamics of point particles should correspond to the " geometrical optics " limit of a linear wave equation, in the same way as ray optics is the limit of wave optics. It is shown that, using…

General Relativity and Quantum Cosmology · Physics 2007-11-19 Mayeul Arminjon

This paper provides a new characterization of the stochastic invariance of a closed subset of R^d with respect to a diffusion. We extend the well-known inward pointing Stratonovich drift condition to the case where the diffusion matrix can…

Probability · Mathematics 2018-06-22 Eduardo Abi Jaber , Bruno Bouchard , Camille Illand , Eduardo Jaber

This article sets up a formalism to describe stochastic thermodynamics for driven out-of-equilibrium open quantum systems. A stochastic Schr\"odinger equation allows to construct quantum trajectories describing the dynamics of the system…

Statistical Mechanics · Physics 2016-10-17 Cyril Elouard , Alexia Auffèves , Maxime Clusel

We determine filtering and master equations for a quantum system interacting with wave packet of light in a continuous-mode squeezed number state. We formulate the problem of conditional evolution of a quantum system making use of model of…

Quantum Physics · Physics 2024-07-18 Anita Dąbrowska , Marcin Marciniak

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluctuation-dissipation relation, e.g. Brownian motion. We study…

Mathematical Physics · Physics 2012-08-22 Scott Hottovy , Giovanni Volpe , Jan Wehr

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

We analyze the mean-field limit of a stochastic Schr{\"o}dinger equation arising in quantum optimal control and mean-field games, where N interacting particles undergo continuous indirect measurement. For the open quantum system described…

Analysis of PDEs · Mathematics 2025-07-28 Anne de Bouard , Gaoyue Guo , Théo Hérouard

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

Probability · Mathematics 2018-11-06 Deng Zhang

In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…

Statistical Mechanics · Physics 2020-01-29 Coline Larmier , Alain Mazzolo , Andrea Zoia

It is shown that non-Markovian master equations for an open system which are local in time can be unravelled through a piecewise deterministic quantum jump process in its Hilbert space. We derive a stochastic Schr\"odinger equation that…

Quantum Physics · Physics 2009-11-13 Heinz-Peter Breuer , Jyrki Piilo

We study stochastic evolution equations describing the dynamics of open quantum systems. First, using resolvent approximations, we obtain a sufficient condition for regularity of solutions to linear stochastic Schroedinger equations driven…

Quantum Physics · Physics 2014-05-27 Franco Fagnola , Carlos M. Mora

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

Statistical Mechanics · Physics 2015-05-18 Duccio Fanelli , Alan J. McKane