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Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…

概率论 · 数学 2023-02-08 Wajdi Touhami

We derive the quantum thermodynamics of quantum Brownian motion from the exact solution of its reduced density matrix. We start from the total equilibrium thermal state between the Brownian particle and its reservoir, and solve analytically…

量子物理 · 物理学 2024-07-09 Chuan-Zhe Yao , Wei-Min Zhang

We derive an exact Markovian kinetic equation for an oscillator linearly coupled to a heat bath, describing quantum Brownian motion. Our work is based on the subdynamics formulation developed by Prigogine and collaborators. The space of…

统计力学 · 物理学 2007-05-23 B. A. Tay , G. Ordonez

A stochastic representation of the dynamics of open quantum systems, suitable for non-perturbative system-reservoir interaction, non-Markovian effects and arbitrarily driven systems is presented. It includes the case of driving on…

统计力学 · 物理学 2016-10-05 Jürgen T. Stockburger

A stochastic model of a continuous nondemolition observation of a free quantum Brownian motion is presented. The nonlinear stochastic wave equation describing the posterior dynamics of the observed quantum system is solved in a Gaussian…

量子物理 · 物理学 2007-05-23 V. P. Belavkin , P. Staszewski

We present the stochastic Schroedinger equation for the dynamics of a quantum particle coupled to a high temperature environment and apply it the dynamics of a driven, damped, nonlinear quantum oscillator. Apart from an initial slip on the…

量子物理 · 物理学 2009-10-31 Walter T. Strunz , Lajos Diosi , Nicolas Gisin , Ting Yu

Stochastic Schr{\"o}dinger equations for quantum trajectories offer an alternative and sometimes superior approach to the study of open quantum system dynamics. Here we show that recently established convolutionless non-Markovian stochastic…

量子物理 · 物理学 2009-11-10 Walter T. Strunz , Ting Yu

The de Broglie-Bohm interpretation of quantum mechanics and quantum field theory is generalized in such a way that it describes trajectories of relativistic fermionic particles and antiparticles and provides a causal description of the…

量子物理 · 物理学 2014-11-18 H. Nikolic

The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…

数学物理 · 物理学 2017-09-22 Jürg Fröhlich , Jeffrey Schenker

As a generic model for transport of interacting fermions through a barrier or interstitials in a lattice, quantum Brownian motion in a periodic potential is studied. There is a duality transformation between the continuous coordinate or…

凝聚态物理 · 物理学 2007-05-23 M. Sassetti , H. Schomerus , U. Weiss

Brownian motion (BM) is pivotal in natural science for the stochastic motion of microscopic droplets. In this study, we investigate BM driven by thermal composition noise at sub-micro scales, where inter-molecular diffusion and surface…

流体动力学 · 物理学 2025-02-26 Haodong Zhang , Fei Wang , Lorenz Ratke , Britta Nestler

A hierarchical equations of motion formalism for a quantum dissipation system in a grand canonical bath ensemble surrounding is constructed, on the basis of the calculus-on-path-integral algorithm, together with the parametrization of…

统计力学 · 物理学 2009-11-11 Jinshuang Jin , Sven Welack , JunYan Luo , Xin-Qi Li , Ping Cui , Rui-Xue Xu , YiJing Yan

The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…

量子物理 · 物理学 2018-06-15 R. Tsekov

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

数学物理 · 物理学 2023-05-31 Chris D Greenman

We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…

凝聚态物理 · 物理学 2009-10-31 Doron Cohen

We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…

统计力学 · 物理学 2020-04-22 Mário J. de Oliveira

The Brownian motion of a light quantum particle in a heavy classical gas is theoretically described and a new expression for the friction coefficient is obtained for arbitrary temperature. At zero temperature it equals to the de Broglie…

量子物理 · 物理学 2015-06-09 R. Tsekov

The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…

概率论 · 数学 2007-05-23 F. Baudoin , L. Coutin

We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…

数学物理 · 物理学 2026-02-11 C. Chen , M. Colangeli , M. H. Duong , M. Serva

Bosonic and fermionic particle currents can be introduced in a more unified way, with the cost of introducing a preferred spacetime foliation. Such a unified treatment of bosons and fermions naturally emerges from an analogous superstring…

高能物理 - 理论 · 物理学 2009-10-02 H. Nikolic