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We demonstrate the equilibration of isolated macroscopic quantum systems, prepared in non-equilibrium mixed states with significant population of many energy levels, and observed by instruments with a reasonably bound working range compared…

统计力学 · 物理学 2009-11-13 Peter Reimann

We show that non-relativistic Quantum Mechanics can be faithfully represented in terms of a classical diffusion process endowed with a gauge symmetry of group Z_4. The representation is based on a quantization condition for the realized…

概率论 · 数学 2007-11-23 Claudio Albanese

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

统计力学 · 物理学 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen

In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…

量子物理 · 物理学 2009-11-10 I. Kurniawan , M. R. James

A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

偏微分方程分析 · 数学 2013-10-16 Mickael D. Chekroun , Honghu Liu , Shouhong Wang

We study nonlinear parabolic stochastic partial differential equations with Wick-power and Wick-polynomial type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fujita equation, the…

概率论 · 数学 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

统计力学 · 物理学 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient…

统计理论 · 数学 2022-07-21 Mikhail Ermakov

Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series…

地球物理 · 物理学 2015-04-08 John Scoville

Using stochastic quantization method we derive gauge-invariant equations, connecting multilocal vacuum correlators of nonperturbative field configurations immersed into the quantum background. Three alternative methods of stochastic…

高能物理 - 理论 · 物理学 2007-05-23 D. V. Antonov

By introducing a new stochastic integral, we investigate the energetics of classical stochastic systems driven by non-Gaussian white noises. In particular, we introduce a decomposition of the total-energy difference into the work and the…

统计力学 · 物理学 2012-05-23 Kiyoshi Kanazawa , Takahiro Sagawa , Hisao Hayakawa

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

计算工程、金融与科学 · 计算机科学 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

The numerical analysis of stochastic parabolic partial differential equations of the form $$ du + A(u) = f \,dt + g \, dW, $$ is surveyed, where $A$ is a partial operator and $W$ a Brownian motion. This manuscript unifies much of the theory…

数值分析 · 数学 2020-03-16 Martin Ondrejat , Andreas Prohl , Noel Walkington

The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic…

数学物理 · 物理学 2024-07-08 Soon Hoe Lim

Quantum stochastic processes are widely used in describing open quantum systems and in the context of quantum foundations. Physically relevant quantum stochastic processes driven by multiplicative colored noise are generically non-Markovian…

量子物理 · 物理学 2026-03-12 Aritro Mukherjee

We prove a version of the Wong-Zakai theorem for one-dimensional parabolic nonlinear stochastic PDEs driven by space-time white noise. As a corollary, we obtain a detailed local description of solutions. Dedicated to the memory of Kiyosi…

概率论 · 数学 2015-10-30 Martin Hairer , Étienne Pardoux

We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…

概率论 · 数学 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…

统计力学 · 物理学 2020-01-24 S. De Nicola , B. Doyon , M. J. Bhaseen

Throughout quantum mechanics there is statistical balance, in the collective response of an ensemble of systems to differing measurement types. Statistical balance is a core feature of quantum mechanics, underlying quantum mechanical…

量子物理 · 物理学 2022-10-31 Brian Drummond

Coupled Tchebyscheff maps have recently been introduced to explain parameters in the standard model of particle physics, using the stochastic quantisation of Parisi and Wu. This paper studies dynamical properties of these maps, finding…

混沌动力学 · 物理学 2025-08-04 Carl P. Dettmann