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This paper is devoted to the study of noise effects on blow-up solutions to stochastic nonlinear Schr\"odinger equations. It is a continuation of our recent work \cite{BRZ14}, where the (local) well-posedness is established in $H^1$, also…

Probability · Mathematics 2014-09-16 Viorel Barbu , Michael Röckner , Deng Zhang

A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…

Condensed Matter · Physics 2007-05-23 Maxi San Miguel , Raul Toral

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…

Mathematical Physics · Physics 2012-01-31 Marco Frasca

The time-global existence of solutions to a system of stochastic Schr\"odinger equations with multiplicative noise and the quadratic nonlinear terms are discussed in this paper. The same system in the deterministic treatment was studied in…

Analysis of PDEs · Mathematics 2023-05-30 Masaru Hamano , Shunya Hashimoto , Shuji Machihara

Reznikov et al. (Phys. Rev. Lett. 75, 3340 (1995)) have presented definitive observations of nonequilibrium noise in a quantum point contact. Especially puzzling is the "anomalous" peak structure of the excess noise measured at constant…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Frederick Green , Jagdish S. Thakur , Mukunda P. Das

We develop a quantum noise approach to study quantum transport through nanostructures. The nanostructures, such as quantum dots, are regarded as artificial atoms, subject to quasi-equilibrium fermionic reservoirs of electrons in biased…

Mesoscale and Nanoscale Physics · Physics 2011-01-14 Nan Zhao , Jia-Lin Zhu , R. -B. Liu , C. P. Sun

In this paper we focus on the stochastic Euler-Poincar\'{e} equations with pseudo-differential/multiplicative noise. We first establish two new cancellation properties on pseudo-differential operators, which play a key role in energy…

Analysis of PDEs · Mathematics 2022-09-16 Hao Tang

Causal "superluminal" effects have recently been observed and discussed in various contexts. The question arises whether such effects could be observed with extremely weak pulses, and what would prevent the observation of an "optical…

Quantum Physics · Physics 2007-05-23 Bilha Segev , Peter W. Milonni , James F. Babb , Raymond Y. Chiao

These are lectures notes for a 6 hour course given at PCMI, Park City, Utah, in the summer of 2003. The notes are based on a series of joint works of Kenig-Ponce-Vega. Each lecture had problems assigned with it. The lecture notes were…

Analysis of PDEs · Mathematics 2013-09-16 Carlos Kenig

A historical overview is given on the basic results which appeared by the year 1926 concerning Einstein's fluctuation formula of black-body radiation, in the context of light-quanta and wave-particle duality. On the basis of the original…

Quantum Physics · Physics 2007-05-23 Sandor Varro

Environmental noise on a controlled quantum system is generally modeled by a dissipative Lindblad equation. This equation describes the average state of the system via the density matrix $\rho$. One way of deriving this Lindblad equation is…

Quantum Physics · Physics 2026-03-04 Robert de Keijzer , Luke Visser , Oliver Tse , Servaas Kokkelmans

In this article, we study Stochastic mass critical nonlinear Schr\"odinger equations with a multiplicative noise in 3D with a slight time decay ($\langle t \rangle^{-\epsilon}$), and prove associated space-time bound and scattering…

Analysis of PDEs · Mathematics 2020-10-22 Chenjie Fan , Zehua Zhao

A classification of large-time and finite-time blow-up asymptotics of solutions of the Cauchy problem for higher-order Schr\"odinger equations is performed.

Analysis of PDEs · Mathematics 2011-07-18 V. A. Galaktionov , I. V. Kamotski

Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…

Condensed Matter · Physics 2007-05-23 Miguel A. Munoz

We study the geodesic deviation equation for a quantum particle in a linearized quantum gravitational field. Particle's Heisenberg equations of motion are treated as stochastic equations with a quantum noise. We explore the stochastic…

General Relativity and Quantum Cosmology · Physics 2023-03-02 Z. Haba

We develop resonance-based low-regularity numerical integrators for stochastic Schr"odinger equations with additive $Q$-Wiener noise, covering both the linear equation with rough potential and the cubic nonlinear case. For the linear…

Numerical Analysis · Mathematics 2026-05-05 Stefano Di Giovacchino

This brief article gives an overview of quantum mechanics as a {\em quantum probability theory}. It begins with a review of the basic operator-algebraic elements that connect probability theory with quantum probability theory. Then quantum…

Quantum Physics · Physics 2020-02-04 Hendra I. Nurdin

This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…

Probability · Mathematics 2026-02-17 Robert C. Dalang , Marta Sanz-Solé

Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Antonio Campos , Enric Verdaguer

In the first part of this paper I give the historical background to my initial interest in stochastic analysis and to the writing of my book Stochastic Differential Equations. The first edition of this book was published by Springer in…

Probability · Mathematics 2022-11-01 Bernt Øksendal