Related papers: The Schroedinger Problem, Levy Processes Noise in …
Let $A_\pm>0$, $\beta\in(0,1)$, and let $Z^{(\alpha)}$ be a strictly $\alpha$-stable L\'evy process with the jump measure $\nu(\mathrm{d} z)=(C_+\mathbb{I}_{(0,\infty)}(z)+ C_-\mathbb{I}_{(-\infty,0)}(z))|z|^{-1-\alpha}\,\mathrm{d} z$,…
In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…
The predictability of turbulent flows remains a challenging problem for mathematicians, physicists, and meteorologists. In this context, we consider the 3D incompressible Navier-Stokes equations with small-scale random forcing on…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
We consider stochastic and deterministic three-wave semi-linear systems with bounded and almost continuous set of frequencies. Such systems can be obtained by considering nonlinear lattice dynamics or truncated partial differential…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
While the linearity of the Schr\"odinger equation and the superposition principle are fundamental to quantum mechanics, so are the backaction of measurements and the resulting nonlinearity. It is remarkable, therefore, that the…
We investigate the evolution of the quantum state for a free particle placed into a random external potential of white-noise type. The master equation for the density matrix is derived by means of path integral method. We propose an…
Noise is ubiquitous in real quantum systems, leading to non-Hermitian quantum dynamics, and may affect the fundamental states of matter. Here we report in experiment a quantum simulation of the two-dimensional non-Hermitian quantum…
We study a recently proposed modified Schr\"{o}dinger equation having an added nonlinear term, which gives rise to disentanglement. The process of quantum measurement is explored for the case of a pair of coupled spins. We find that the…
We prove a theorem showing that quantum mechanics is not directly a stochastic process characterizing Brownian motion but rather its square root. This implies that a complex-valued stochastic process is involved. Schr\"odinger equation is…
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…
This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a…
The central limit theorem has been found to apply to random vectors in complex Hilbert space. This amounts to sufficient reason to study the complex valued Gaussian, looking for relevance to quantum mechanics. Here we show that the…
Despite its age, quantum theory still suffers from serious conceptual difficulties. To create clarity, mathematical physicists have been attempting to formulate quantum theory geometrically and to find a rigorous method of quantization, but…
We consider the problem of stochastic averaging of a quantum two-state dynamics driven by non-Markovian, discrete noises of the continuous time random walk type (multistate renewal processes). The emphasis is put on the proper averaging…
Stochastic quantisation normally involves the introduction of a fictitious extra time parameter, which is taken to infinity so that the system evolves to an equilibrium state.In the case of a locally supersymmetric theory, an interesting…
We consider the noise-induced transitions in the randomly perturbed discrete logistic map from a linearly stable periodic orbit consisting of T periodic points. The traditional large deviation theory and asymptotic analysis for small noise…
A covariant generalization of a non-relativistic stochastic quantum mechanics introduced by de la Pe\~na and Cetto is formulated. The analysis is done in space-time and avoids the use of a non-covariant time evolution parameter in order to…