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It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
Non-Markovianity may significantly speed up quantum dynamics when the system interacts strongly with an infinite large reservoir, of which the coupling spectrum should be fine-tuned. The potential benefits are evident in many dynamics…
In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported normal diffusion with a Laplacian probability distribution in the particles displacements (i.e., Brownian yet…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the…
In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…
In this paper, we consider a class of convection-diffusion equations with memory effects. These equations arise as a result of homogenization or upscaling of linear transport equations in heterogeneous media and play an important role in…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
The nonstationary and steady-state transport through a mesoscopic sample connected to particle reservoirs via time-dependent barriers is investigated within the reduced density operator method. The generalized Master equation is solved via…
We study the evolution of a system of free fermions in one dimension under the simultaneous effects of coherent tunneling and stochastic Markovian noise. We identify a class of noise terms where a hierarchy of decoupled equations for the…
Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
We study and compare the sensitivity of multiple non-Markovianity indicators for a qubit subjected to general phase-covariant noise. For each of the indicators, we derive analytical conditions to detect the dynamics as non-Markovian. We…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
Gamma frequency oscillations (25-140 Hz), observed in the neural activities within many brain regions, have long been regarded as a physiological basis underlying many brain functions, such as memory and attention. Among numerous…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Differential equations containing memory terms that depend nonlinearly on past states model a variety of non-Markovian processes. In this study, we present a Markovian embedding procedure for such equations with distributed delay by…
In this paper we develop the new approach in time series analysis with a variable time step and present the results of quantitative and qualitative estimation of randomness and regularity, and the study of non-Markovian effects of the X-ray…
We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…