Related papers: Finite-difference time-domain formulation of stoch…
With extensive variational simulations, dissipative quantum phase transitions in the sub-Ohmic spin-boson model are numerically studied in a dense limit of environmental modes. By employing a generalized trial wave function composed of…
To extract useful information about quantum effects in cold atom experiments, one central task is to identify the intrinsic quantum fluctuation from extrinsic system noises of various kinds. As a data processing method, principal component…
We consider the numerical approximation of acoustic wave propagation problems by mixed BDM(k+1)-P(k) finite elements on unstructured meshes. Optimal convergence of the discrete velocity and super-convergence of the pressure by one order are…
We consider the problem of the measurement of a system occurring during a finite time interval, while environmentally-induced noise decreases the system-state coherence. We assume a Markovian measuring device and, therefore, use a…
In this work, we are interested in the behaviour of a single ferromagnetic mono--domain particle submitted to an external field with a stochastic perturbation. This model is a step toward the mathematical understanding of thermal effects on…
This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…
We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from…
Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…
We consider a stochastic process with long-range dependence perturbed by multiplicative noise. The marginal distributions of both the original process and the noise have regularly-varying tails, with tail indices $\alpha,\alpha'>0$,…
We derive an inequality relating the finite-frequency linear response and fluctuations of an observable in a physical system. The relation holds for arbitrary observables and perturbations in general Markovian dynamics, including over- and…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…
The Gaussian phase-space representation can be used to implement quantum dynamics for fermionic particles numerically. To improve numerical results, we explore the use of dynamical diffusion gauges in such implementations. This is achieved…
In this study, a Galerkin finite element method is presented for time-fractional stochastic heat equation driven by multiplicative noise, which arises from the consideration of heat transport in porous media with thermal memory with random…
The numerical investigation of acoustic damping materials, such as foams, constitutes a valuable enhancement to experimental testing. Typically, such materials are modeled in a homogenized way in order to reduce the computational effort and…
In order to reduce the computational cost of the simulation of electromagnetic responses in geophysical settings that involve highly heterogeneous media, we develop a multiscale finite volume method with oversampling for the quasi-static…
This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…
This paper develops a harmonic-domain framework for systems with variable fundamental frequency. A variable-frequency sliding Fourier decomposition is introduced in the phase domain, together with necessary and sufficient conditions for…
Researchers have employed variations of the Smoluchowski coagulation equation to model a wide variety of both organic and inorganic phenomena and with relatively few known analytical solutions, numerical solutions play an important role in…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…