相关论文: Direct Interaction Approximation for Non-Markovian…
An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…
A non-markovian stochastic model is shown to lead to a universal relationship between particle's energy, driven frequency and a frequency of interaction with the medium. It is briefly discussed the possible relevance of this general…
Developing physically consistent closure models is a longstanding challenge in simulating plasma turbulence, even in minimal systems such as the two-field Hasegawa-Wakatani (HW) model, which captures essential features of drift-wave…
We propose a collision model to investigate the information dynamics of a system coupled to an environment with varying degrees of non-Markovianity. We control the degree of non-Markovianity by applying a depolarising channel to a fixed and…
A fundamental aspect of turbulence theory is related to the identification of realizable phase-space statistical descriptions able to reproduce in some suitable sense the stochastic fluid equations of a turbulent fluid. In particular, a…
The time-convolutionless master equation provides a general framework to model non-Markovian dynamics of an open quantum system with a time-local generator. A diagrammatic representation is developed and proven for the perturbative…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
Beyond the conventional quantum regression theorem, a general formula for non-Markovian correlation functions of arbitrary system operators both in the time- and frequency-domain is given. We approach the problem by transforming the…
A non-Markovian model of quantum repeated interactions between a small quantum system and an infinite chain of quantum systems is presented. By adapting and applying usual pro jection operator techniques in this context, discrete versions…
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…
A novel random field model or the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities in terms of stochastic Fourier-type integrals has recently been introduced and analyzed by the authors.…
In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…
We derive the stochastic equations and consider the non-Markovian dynamics of a system of multiple two-level atoms in a common quantum field. We make only the dipole approximation for the atoms and assume weak atom-field interactions. From…
We review the theory of wave interaction in finite and infinite depth. Both of these strands of water-wave research begin with the deterministic governing equations for water waves, from which simplified equations can be derived to model…
An efficient algorithm to simulate dynamics of open quantum system is presented. The method describes the dynamics by unraveling stochastic wave functions converging to a density operator description. The stochastic techniques are based on…
This paper considers a distributed interference avoidance problem employing frequency assignment in the Gaussian interference channel (IC). We divide the common channel into several subchannels and each user chooses the subchannel with less…
The Darwin approximation is investigated for its possible use in simulation of electromagnetic effects in large size, high frequency capacitively coupled discharges. The approximation is utilized within the framework of two different fluid…
This paper studies the pricing problem in which the underlying asset follows a non-Markovian stochastic volatility model. Classical partial differential equation methods face significant challenges in this context, as the option prices…