Controlled quantum evolutions and transitions

We study the nonstationary solutions of Fokker-Planck equations associated to either stationary or nonstationary quantum states. In particular we discuss the stationary states of quantum systems with singular velocity fields. We introduce a technique that allows to realize arbitrary evolutions ruled by these equations, to account for controlled quantum transitions. The method is illustrated by presenting the detailed treatment of the transition probabilities and of the controlling time-dependent potentials associated to the transitions between the stationary, the coherent, and the squeezed states of the harmonic oscillator. Possible extensions to anharmonic systems and mixed states are briefly discussed and assessed.Comment: 24 pages, 4 figure

Statistics of non-linear stochastic dynamical systems under L\'evy noises by a convolution quadrature approach

This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral transform of Wiener-Hopf type into the equation governing the characteristic function. Once this equation is rewritten as partial integro-differential equation, it is then solved by applying the method of convolution quadrature originally proposed by Lubich, here extended to deal with this particular integral transform. The proposed approach is relevant for two reasons: 1) Statistics of systems with several different drift terms can be handled in an efficient way, independently from the kind of white noise; 2) The particular form of Wiener-Hopf integral transform and its numerical evaluation, both introduced in this study, are generalizations of fractional integro-differential operators of potential type and Gr\"unwald-Letnikov fractional derivatives, respectively.Comment: 20 pages, 5 figure

Non-Linear Stochastic Equations with Calculable Steady States

We consider generalizations of the Kardar--Parisi--Zhang equation that accomodate spatial anisotropies and the coupled evolution of several fields, and focus on their symmetries and non-perturbative properties. In particular, we derive generalized fluctuation--dissipation conditions on the form of the (non-linear) equations for the realization of a Gaussian probability density of the fields in the steady state. For the amorphous growth of a single height field in one dimension we give a general class of equations with exactly calculable (Gaussian and more complicated) steady states. In two dimensions, we show that any anisotropic system evolves on long time and length scales either to the usual isotropic strong coupling regime or to a linear-like fixed point associated with a hidden symmetry. Similar results are derived for textural growth equations that couple the height field with additional order parameters which fluctuate on the growing surface. In this context, we propose phenomenological equations for the growth of a crystalline material, where the height field interacts with lattice distortions, and identify two special cases that obtain Gaussian steady states. In the first case compression modes influence growth and are advected by height fluctuations, while in the second case it is the density of dislocations that couples with the height.Comment: 9 pages, revtex

A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations

We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the authors for a single FPK equation of this type. We analyse the convergence of the scheme and we study its applicability in two examples. The first one concerns a population model involving two interacting species and the second one concerns two populations Mean Field Games

Approximate stationary density of the nonlinear dynamical systems excited with white noise

IEEE International Symposium on Circuits and Systems 2005, ISCAS 2005; Kobe; Japan; 23 May 2005 through 26 May 2005In this paper, obtaining approximate solution of Fokker-Planck-Kolmogorov (FPK) Equation using compactly supported functions has been discussed. With specific choice of such functions as piecewise multivariable polynomials which are supported on ellipsoidal regions, the parameters to be determined can be considerably decreased compared to Multi- Gaussian Closure scheme [1]. An example commonly considered in the literature has been analyzed and the proposed method has been compared with the Multi-Gaussian Closure scheme. The simulation results indicate that the new scheme is quite successful even if the driving noise is not white Gaussian, but has an exponential correlation function with small correlation time