相关论文: A Dynamical Theory of Markovian Diffusion

We review and further develop the Keldysh functional integral technique for the study of Lindbladian evolution of many-body driven-dissipative quantum systems. A systematic and pedagogical account of the dynamics of generic bosonic and…

We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…

The central physical concepts and mathematical techniques used in the theory of open quantum systems are reviewed. Particular emphasis is laid on the interrelations of apparently different approaches. Starting from the appropriate…

A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…

We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…

Non-Markovian dynamics is studied for two interacting quibts strongly coupled to a dissipative bosonic environment. For the first time, we have derived the non-Markovian quantum state diffusion (QSD) equation for the coupled two-qubit…

The theoretical understanding of active matter, which is driven out of equilibrium by directed motion, is still fragmental and model oriented. Stochastic thermodynamics, on the other hand, is a comprehensive theoretical framework for driven…

Dynamical aspects of quantum Brownian motion in a low temperature environment are investigated. We give a systematic calculation of quantum entanglement among two Brownian oscillators without invoking Born-Markov approximation widely used…

Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…

We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived…

We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases---a transient to $+\infty$ mode which is activated when the…

We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…

We analyze a class of dynamics of open quantum systems which is governed by the dynamical map mutually commuting at different times. Such evolution may be effectively described via spectral analysis of the corresponding time dependent…

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has…

Brownian motion is a universal characteristic of colloidal particles embedded in a host medium, and it is the fingerprint of molecular transport or diffusion, a generic feature of relevance not only in Physics but also in several branches…