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A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the small mass limit. Our systems have arbitrary state-dependent…

Mathematical Physics · Physics 2016-04-29 Scott Hottovy , Austin McDaniel , Giovanni Volpe , Jan Wehr

Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…

Probability · Mathematics 2026-01-29 Pierpaolo Brutti , Claudio Durastanti , Francesco Mari

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

In this work, we study the mean field Schr\"odinger problem from a purely probabilistic point of view by exploiting its connection to stochastic control theory for McKean-Vlasov diffusions. Our main result shows that the mean field…

Probability · Mathematics 2024-09-27 Camilo Hernández , Ludovic Tangpi

We develop a systematic and efficient approach for numerically solving the non-Markovian quantum state diffusion equations for open quantum systems coupled to an environment up to arbitrary orders of noises or coupling strengths. As an…

Quantum Physics · Physics 2014-08-29 Zeng-Zhao Li , Cho-Tung Yip , Hai-Yao Deng , Mi Chen , Ting Yu , J. Q. You , Chi-Hang Lam

We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…

Mathematical Physics · Physics 2013-07-22 Jeremy Clark

We show that the Schr\"{o}dinger-Newton equation, which describes the nonlinear time evolution of self-gravitating quantum matter, can be made compatible with the no-signaling requirement by elevating it to a stochastic differential…

Quantum Physics · Physics 2015-02-11 Stefan Nimmrichter , Klaus Hornberger

We show that the stochastic Schrodinger equation for the filtered state of a system, with linear free dynamics, undergoing continual non-demolition measurement or either position or momentum, or both together, can be solved explicitly…

Quantum Physics · Physics 2008-11-04 John Gough

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

This article focuses on the general theory of open quantum systems in the Gaussian regime and explores a number of diverse ramifications and consequences of the theory. We shall first introduce the Gaussian framework in its full generality,…

Quantum Physics · Physics 2017-01-19 Marco G. Genoni , Ludovico Lami , Alessio Serafini

Closed quantum systems obey the Schroedinger equation whereas nonequilibrium behavior of many of systems is routinely described in terms of classical, Markovian stochastic processes. Evidently, there are fundamental differences between…

Quantum Physics · Physics 2016-02-29 Daniel Schmidtke , Jochen Gemmer

In quantum physics, recent investigations deal with the so-called "quantum trajectory" theory. Heuristic rules are usually used to give rise to "stochastic Schrodinger equations" which are stochastic differential equations of non-usual type…

Probability · Mathematics 2009-04-02 Clement Pellegrini

The stochastic variational method is applied to particle systems and continuum mediums. As the brief review of this method, we first discuss the application to particle Lagrangians and derive a diffusion-type equation and the…

Statistical Mechanics · Physics 2013-05-24 T. Koide , T. Kodama

We analyze the non-Markovian stochastic Schroedinger equation describing a particle subject to spontaneous collapses in space (in the language of collapse models), or subject to a continuous measurement of its position (in the language of…

Quantum Physics · Physics 2009-07-30 Angelo Bassi , Luca Ferialdi

We show how two-point correlation functions derived within non-isotropic random wave models are in fact quantum results that are obtained in the appropriate limit in terms of the exact Green function of the quantum system. Since no…

Chaotic Dynamics · Physics 2007-05-23 J. D. Urbina , K. Richter

Fix $d\in\{1,2\}$, we consider a $d$-dimensional stochastic wave equation driven by a Gaussian noise, which is temporally white and colored in space such that the spatial correlation function is integrable and satisfies Dalang's condition.…

Probability · Mathematics 2021-08-18 David Nualart , Guangqu Zheng

In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…

General Physics · Physics 2021-09-28 Mikhail Batanov-Gaukhman

We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…

Analysis of PDEs · Mathematics 2014-08-13 Wael W. Mohammed , Dirk Blömker