Related papers: Pathwise Solution of a Class of Stochastic Master …
In this work we consider a stochastic version of the Primitive Equations (PEs) of the ocean and the atmosphere and establish the existence and uniqueness of pathwise, strong solutions. The analysis employs novel techniques in contrast to…
In this paper, we propose a new asymptotic expansion approach for nonlinear filtering based on a small parameter in the system noise. This method expresses the filtering distribution as a power series in the noise level, where the…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…
In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…
We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…
We analyze the quantum dynamics of radiation propagating in a single mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known…
The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…
This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…
The path integral approach offers not only an exact expression for the non- equilibrium dynamics of dissipative quantum systems, but is also a convenient starting point for perturbative treatments. An alternative way to explore the…
We propose a path integral formulation for scale invariant quantum field theories. We do it by modifying the functional integration measure in such a way that the partition function is always exactly scale invariant, at the cost of having…
In this paper we study a large class of nonlinear stochastic wave equations that arise in laser generation models and models for propagation in random media in a unified mathematical framework. Continuous and pulse-wave propagation models,…
A white noise quantum stochastic calculus is developped using classical measure theory as mathematical tool. Wick's and Ito's theorems have been established. The simplest quantum stochastic differential equation has been solved, unicity and…
Nanolasers operating at low power levels are strongly affected by intrinsic quantum noise, influencing both intensity fluctuations and laser coherence. Starting from semiclassical rate equations and making a simple hypothesis for the phase…
We derive the equations of quantum mechanics and quantum thermodynamics from the assumption that a quantum system can be described by an underlying classical system of particles. Each component $\phi_j$ of the wave vector is understood as a…
We present a method, based on the Keldysh formalism, for deriving stochastic master equations that describe the non-Markovian dynamics of a quantum system coupled to a Gaussian environment. This approach yields a compact expression for the…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…