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The Fourier law and the diffusion equation are derived from the Schrodinger equation of a diffusive medium (consisting of a random potential). The theoretical model is backed by numerical simulation. This derivation can easily be…

Disordered Systems and Neural Networks · Physics 2008-12-31 Er'el Granot , Nisim Cohen , Shmuel Sternklar

We present a new strategy for filtering high-dimensional multiscale systems characterized by high-order non-Gaussian statistics using observations from leading-order moments. A closed stochastic-statistical modeling framework suitable for…

Mathematical Physics · Physics 2024-07-09 Di Qi , Jian-Guo Liu

Recently there has been much progress in the development of stochastic models for state reduction in quantum mechanics. In such models, the collapse of the wave function is a physical process, governed by a nonlinear stochastic differential…

Quantum Physics · Physics 2023-03-03 Dorje C. Brody , Lane P. Hughston

We consider a system of stochastic differential equations driven by a standard n-dimensional Brownian motion where the drift coefficient satisfies a Novikov-type condition while the diffusion coefficient is the identity matrix. We define a…

Probability · Mathematics 2013-07-15 Alberto Lanconelli

We develop the general formalism for the study of neutrino propagation in presence of stochastic media. This formalism allows the systematic derivation of evolution equations for averaged quantities as survival probabilities and higher…

High Energy Physics - Phenomenology · Physics 2009-12-30 E. Torrente-Lujan

We consider quantum stochastic processes and discuss a level 2.5 large deviation formalism providing an explicit and complete characterisation of fluctuations of time-averaged quantities, in the large-time limit. We analyse two classes of…

Statistical Mechanics · Physics 2021-08-03 Federico Carollo , Juan P. Garrahan , Robert L. Jack

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

Wave self-focusing in molecular systems subject to thermal effects, such as thin molecular films and long biomolecules, can be modeled by stochastic versions of the Discrete Self-Trapping equation of Eilbeck, Lomdahl and Scott, and this can…

Pattern Formation and Solitons · Physics 2009-11-11 Brenton LeMesurier , Barron Whitehead

We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…

Mathematical Physics · Physics 2008-05-08 Luc Bouten , Ramon van Handel , Andrew Silberfarb

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…

Probability · Mathematics 2015-01-08 Benjamin Gess , Michael Röckner

We critically evaluate the most widespread assumption in the theoretical description of coherent control strategies for open quantum systems. We show that, for non-Markovian open systems dynamics, this fixed-dissipator assumption leads to a…

Quantum Physics · Physics 2016-12-06 Carole Addis , Elsi-Mari Laine , Clemens Gneiting , Sabrina Maniscalco

In this paper, we treat the quantum filtering problem for multiple input multiple output (MIMO) Markovian open quantum systems coupled to multiple boson fields in an arbitrary zero-mean jointly Gaussian state, using the reference…

Quantum Physics · Physics 2014-09-10 Hendra I. Nurdin

In this paper, we are concerned with the dynamical behavior of the stochastic nonclassical parabolic equation, more precisely, it is shown that the inviscid limits of the stochastic nonclassical diffusion equations reduces to the stochastic…

Dynamical Systems · Mathematics 2017-03-09 Peng Gao

We consider a microscopic model of an inhomogeneous environment where an arbitrary quantum system is locally coupled to a harmonic bath via a finite-range interaction. We show that in the overdamped regime the position distribution obeys a…

Statistical Mechanics · Physics 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

We provide a rigorous construction of Markovian master equations for a wide class of quantum systems that encompass quadratic models of finite size, linearly coupled to an environment modeled by a set of independent thermal baths. Our…

Quantum Physics · Physics 2021-05-18 Antonio D'Abbruzzo , Davide Rossini

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…

Probability · Mathematics 2018-03-06 Martin Hutzenthaler , Peter Pfaffelhuber , Clemens Printz

We prove sharp universal upper bounds on the number of steady and asymptotic states of discrete- and continuous-time Markovian evolutions of open quantum systems. We show that the bounds depend only on the dimension of the system and not on…

Quantum Physics · Physics 2024-06-26 Daniele Amato , Paolo Facchi

The basic strategy underlying models of spontaneous wave function collapse (collapse models) is to modify the Schroedinger equation by including nonlinear stochastic terms, which tend to localize wave functions in space in a dynamical…

Quantum Physics · Physics 2015-06-18 A. Bassi , H. Ulbricht

Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…

Statistical Mechanics · Physics 2007-05-23 P. Garbaczewski