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The non-Markovian dynamics of open quantum systems is still a challenging task, particularly in the non-perturbative regime at low temperatures. While the Stochastic Liouville-von Neumann equation (SLN) provides a formally exact tool to…

Statistical Mechanics · Physics 2016-12-21 Michael Wiedmann , Jürgen T. Stockburger , Joachim Ankerhold

In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces. The integral is constructed via the radonification of…

Probability · Mathematics 2021-12-06 A. E. Alvarado-Solano , C. A. Fonseca-Mora

Presentation of the probability as an intrinsic property of the nature leads researchers to switch from deterministic to stochastic description of the phenomena. The procedure of stochastization of one-step process was formulated. It allows…

Mathematical Physics · Physics 2016-03-08 M. Hnatich , E. G. Eferina , A. V. Korolkova , D. S. Kulyabov , L. A. Sevastyanov

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…

Statistics Theory · Mathematics 2023-02-22 Søren Wengel Mogensen

Quantum technologies offer a promising route to the efficient sampling and analysis of stochastic processes, with potential applications across the sciences. Such quantum advantages rely on the preparation of a quantum sample state of the…

Quantum Physics · Physics 2024-04-17 Chengran Yang , Marta Florido-Llin`as , Mile Gu , Thomas J. Elliott

The construction of stochastic solutions is a powerful method to obtain localized solutions in configuration or Fourier space and for parallel computation with domain decomposition. Here a stochastic solution is obtained for the…

Plasma Physics · Physics 2015-06-03 E. Floriani , R. Vilela Mendes

The stochastic nature of quantum mechanics is more naturally reflected in a bilinear two-process representation of density matrices rather than in squared wave functions. This proposition comes with a remarkable change of the entanglement…

Quantum Physics · Physics 2024-04-30 Hans Christian Öttinger

We construct high order symmetric volume-preserving methods for the relativistic dynamics of a charged particle by the splitting technique with processing. Via expanding the phase space to include time $t$, we give a more general…

Computational Physics · Physics 2016-10-12 Yang He , Yajuan Sun , Ruili Zhang , Yulei Wang , Jian Liu , Hong Qin

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

Artificial Intelligence · Computer Science 2012-12-05 Eric Mjolsness

We develop a system of non-linear stochastic evolution equations that describes the continuous measurements of quantum systems with mixed initial state. We address quantum systems with unbounded Hamiltonians and unbounded interaction…

Mathematical Physics · Physics 2025-03-20 Carlos M. Mora

Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…

Numerical Analysis · Mathematics 2023-12-06 David Cohen , Annika Lang

The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…

Analysis of PDEs · Mathematics 2018-07-25 Stefan Neukamm , Mario Varga

We extend the Nakajima-Zwanzig projection operator technique to the determination of multitime correlation functions of open quantum systems. The correlation functions are expressed in terms of certain multitime homogeneous and…

Quantum Physics · Physics 2017-02-16 Anton Ivanov , Heinz-Peter Breuer

We discuss the time evolution of the wave function which is solution of a stochastic Schroedinger equation describing the dynamics of a free quantum particle subject to spontaneous localizations in space. We prove global existence and…

Quantum Physics · Physics 2010-02-26 Angelo Bassi , Detlef Duerr , Martin Kolb

The inclusion of stochastic terms in equations of motion for fluid problems enables a statistical representation of processes which are left unresolved by numerical computation. Here, we derive stochastic equations for the behaviour of…

Fluid Dynamics · Physics 2023-03-22 Oliver D. Street

In this paper we study propagation of the high frequency electromagnetic waves in a curved spacetime. We discuss a so call spinoptics approach which generalizes a well known geometric optics approximation and allows one to take into account…

General Relativity and Quantum Cosmology · Physics 2024-08-26 Valeri P. Frolov

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…

Quantum Physics · Physics 2026-01-21 Vasco Cavina , Antonio D'Abbruzzo , Vittorio Giovannetti

The Stochastic Backscatter Model involves the generation of a set of random variables characterised by prescribed correlations in space and time. These variables are obtained by smoothing an initially uncorrelated random field, which…

Computational Physics · Physics 2025-11-12 Angelo Passariello