相关论文: The Stochastic Quantization Method for Systems wit…

In this paper, we study a numerical approximation for a class of stationary states for reaction-diffusion system with m densities having disjoint support, which are governed by a minimization problem. We use quantitative properties of both…

We discuss dissipative systems in Quantum Field Theory by studying the canonical quantization of the damped harmonic oscillator (dho). We show that the set of states of the system splits into unitarily inequivalent representations of the…

This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…

We introduce a semiclassical quantization method which is based on a stroboscopic description of the classical and the quantum flows. We show that this approach emerges naturally when one is interested in extracting the energy spectrum…

Dissipative and stochastic effects in the geometric phase of a qubit are taken into account using a geometrical description of the corresponding open--system dynamics within a canonical Langevin framework based on a Caldeira--Leggett like…

In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a…

Diffusion and flow-driven instability, or transport-driven instability, is one of the central mechanisms to generate inhomogeneous gradient of concentrations in spatially distributed chemical systems. However, verifying the transport-driven…

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

We use the stochastic quantization method to obtain the free scalar propagator of a finite temperature field theory formulated in Minkowski spacetime. First we use the Markovian stochastic quantization approach to present the two-point…

Quantum scattering is studied in a system consisting of randomly distributed point scatterers in the strip. The model is continuous yet exactly solvable. Varying the number of scatterers (the sample length) we investigate a transition…

We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts…

We review some aspects of the quantization of the damped harmonic oscillator. We derive the exact action for a damped mechanical system in the frame of the path integral formulation of the quantum Brownian motion problem developed by…

We introduce a quantum stochastic dynamics for heat conduction. A multi-level subsystem is coupled to reservoirs at different temperatures. Energy quanta are detected in the reservoirs allowing the study of steady state fluctuations of the…

We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…

Complexity is often exhibited in dynamical systems, where certain parameters evolve with time in a strange and chaotic nature. These systems lack predictability and are common in the physical world. Dissipative systems are one of such…

This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…

We show for the first time that the stochastic variational method can naturally derive the Navier-Stokes equation starting from the action of ideal fluid. In the frame work of the stochastic variational method, the dynamical variables are…

A generalization of the stochastic wave function method to quantum master equations which are not in Lindblad form is developed. The proposed stochastic unravelling is based on a description of the reduced system in a doubled Hilbert space…

We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…