相关论文: Non-Markovian process with variable memory functio…

We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For this purpose, we cast the GLE in an extended phase space…

We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality \cite{MR1481127}. The strong Feller property for the corresponding segment…

Transport equations with a nonlocal velocity field have been introduced as a continuum model for interacting particle systems arising in physics, chemistry and biology. Fractional time derivatives, given by convolution integrals of the…

In the paper, we propose an analytical and numerical approach to identify scalar parameters (coefficients, orders of fractional derivatives) in the multi-term fractional differential operator in time, $\mathbf{D}_t$. To this end, we analyze…

The Mittag-Leffler type functions arise naturally in the solution of fractional order integral and differential equations, especially in the investigations of the fractional generalization of the kinetic equation. This article introduces a…

There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…

We present a standard form of master equations (ME) for general one-dimensional non-Markovian (history-dependent) jump processes, complemented by an asymptotic solution derived from an expanded system-size approach. The ME is obtained by…

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…

This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems…

Non-Markovian local in time master equations give a relatively simple way to describe the dynamics of open quantum systems with memory effects. Despite their simple form, there are still many misunderstandings related to the physical…

The Mittag-Leffler (ML) function plays a fundamental role in fractional calculus but very few methods are available for its numerical evaluation. In this work we present a method for the efficient computation of the ML function based on the…

The generalized Kadanoff-Baym ansatz (GKBA) is an approximation to the Kadanoff-Baym equations (KBE), that neglects certain memory effects that contribute to the Green's function at non-equal times. Here we present arguments and numerical…

We study a class of multipartite open quantum dynamics for systems of arbitrary number of qubits. The non-Markovian quantum master equation can involve arbitrary single or multipartite and time-dependent dissipative coupling mechanisms,…

This paper deals with the fractional Caputo--Fabrizio derivative and some basic properties related. A computation of this fractional derivative to power functions is given in terms of Mittag--Lefler functions. The inverse operator named the…

We propose a delayed Mittag-Leffler type matrix function with logarithm, which is an extension of the classical Mittag-Leffler type matrix function with logarithm and delayed Mittag-Leffler type matrix function. With the help of the delayed…

We consider the asymptotic expansion of the generalised exponential integral involving the Mittag-Leffler function introduced recently by Mainardi and Masina [{\it Fract. Calc. Appl. Anal.} {\bf 21} (2018) 1156--1169]. We extend the…

We discuss in detail how non-Markovian open system dynamics can be described in terms of quantum jumps [J. Piilo et al., Phys. Rev. Lett. 100, 180402 (2008)]. Our results demonstrate that it is possible to have a jump description contained…

In this paper we present a perturbative procedure that allows one to numerically solve diffusive non-Markovian Stochastic Schr\"odinger equations, for a wide range of memory functions. To illustrate this procedure numerical results are…

In reaction rate theory, in production-destruction type models and in reaction-diffusion problems when the total derivatives are replaced by fractional derivatives the solutions are obtained in terms of Mittag-Leffler functions and their…

It is well-known that the transition function of the Ornstein-Uhlenbeck process solves the Fokker-Planck equation. This standard setting has been recently generalized in different directions, for example, by considering the so-called…