Non-Markovian Dynamics and the Quantum-To-Classical Transition for Quantum Brownian Motion

In this Thesis I discuss the dynamics of the quantum Brownian motion model in harmonic potential. This paradigmatic model has an exact solution, making it possible to consider also analytically the non-Markovian dynamics. The issues covered in this Thesis are themed around decoherence. First, I consider decoherence as the mediator of quantum-to-classical transition. I examine five different definitions for nonclassicality of quantum states, and show how each definition gives qualitatively different times for the onset of classicality. In particular I have found that all characterizations of nonclassicality, apart from one based on the interference term in the Wigner function, result in a finite, rather than asymptotic, time for the emergence of classicality. Second, I examine the diverse effects which coupling to a non-Markovian, structured reservoir, has on our system. By comparing different types of Ohmic reservoirs, I derive some general conclusions on the role of the reservoir spectrum in both the short-time and the thermalization dynamics. Finally, I apply these results to two schemes for decoherence control. Both of the methods are based on the non-Markovian properties of the dynamics.

Microscopic simulation of pigment coating consolidation

The control of coating layer properties is becoming increasingly important as a result of an emerging demand for novel coated paper-based products and an increasing popularity of new coating application methods. The governing mechanisms of microstructure formation dynamics during consolidation and drying are nevertheless, still poorly understood. Some of the difficulties encountered by experimental methods can be overcome by the utilisation of numerical modelling and simulation-based studies of the consolidation process. The objective of this study was to improve the fundamental understanding of pigment coating consolidation and structure formation mechanisms taking place on the microscopic level. Furthermore, it is aimed to relate the impact of process and suspension properties to the microstructure of the coating layer. A mathematical model based on a modified Stokesian dynamics particle simulation technique was developed and applied in several studies of consolidation-related phenomena. The model includes particle-particle and particle-boundary hydrodynamics, colloidal interactions, Born repulsion, and a steric repulsion model. The Brownian motion and a free surface model were incorporated to enable the specific investigation of consolidation and drying. Filter cake stability was simulated in various particle systems, and subjected to a range of base substrate absorption rates and system temperatures. The stability of the filter cake was primarily affected by the absorption rate and size of particles. Temperature was also shown to have an influence. The consolidation of polydisperse systems, with varying wet coating thicknesses, was studied using imposed pilot trial and model-based drying conditions. The results show that drying methods have a clear influence on the microstructure development, on small particle distributions in the coating layer and also on the mobility of particles during consolidation. It is concluded that colloidal properties can significantly impact coating layer shrinkage as well as the internal solids concentration profile. Visualisations of particle system development in time and comparison of systems at different conditions are useful in illustrating coating layer structure formation mechanisms. The results aid in understanding the underlying mechanisms of pigment coating layer consolidation. Guidance is given regarding the relationship between coating process conditions and internal coating slurry properties and their effects on the microstructure of the coating.

Non-Markovian Dynamics in Continuous Variable Quantum Systems

The present manuscript represents the completion of a research path carried forward during my doctoral studies in the University of Turku. It contains information regarding my scientific contribution to the field of open quantum systems, accomplished in collaboration with other scientists. The main subject investigated in the thesis is the non-Markovian dynamics of open quantum systems with focus on continuous variable quantum channels, e.g. quantum Brownian motion models. Non-Markovianity is here interpreted as a manifestation of the existence of a flow of information exchanged by the system and environment during the dynamical evolution. While in Markovian systems the flow is unidirectional, i.e. from the system to the environment, in non-Markovian systems there are time windows in which the flow is reversed and the quantum state of the system may regain coherence and correlations previously lost. Signatures of a non-Markovian behavior have been studied in connection with the dynamics of quantum correlations like entanglement or quantum discord. Moreover, in the attempt to recognisee non-Markovianity as a resource for quantum technologies, it is proposed, for the first time, to consider its effects in practical quantum key distribution protocols. It has been proven that security of coherent state protocols can be enhanced using non-Markovian properties of the transmission channels. The thesis is divided in two parts: in the first part I introduce the reader to the world of continuous variable open quantum systems and non-Markovian dynamics. The second part instead consists of a collection of five publications inherent to the topic.

Numerical Simulation of Stochastic Di erential Equations

Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

Excessive functions, Appell polynomials and optimal stopping

The main topic of the thesis is optimal stopping. This is treated in two research articles. In the first article we introduce a new approach to optimal stopping of general strong Markov processes. The approach is based on the representation of excessive functions as expected suprema. We present a variety of examples, in particular, the Novikov-Shiryaev problem for Lévy processes. In the second article on optimal stopping we focus on differentiability of excessive functions of diffusions and apply these results to study the validity of the principle of smooth fit. As an example we discuss optimal stopping of sticky Brownian motion. The third research article offers a survey like discussion on Appell polynomials. The crucial role of Appell polynomials in optimal stopping of Lévy processes was noticed by Novikov and Shiryaev. They described the optimal rule in a large class of problems via these polynomials. We exploit the probabilistic approach to Appell polynomials and show that many classical results are obtained with ease in this framework. In the fourth article we derive a new relationship between the generalized Bernoulli polynomials and the generalized Euler polynomials.