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We present a canonical formalism for computing quantum fluctuations of certain discrete degrees of freedom in systems governed by integrable partial differential equations with known Hamiltonian structure, provided these models are…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
This paper is concerned with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. A prototypical method, which comprises of the Euler-Maruyama scheme for time…
This paper develops and analyzes some fully discrete mixed finite element methods for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise that is white in time and correlated in space. The stochastic Cahn-Hilliard…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions…
This work investigates a fully discrete mixed finite element method for the stochastic Boussinesq system driven by multiplicative noise. The spatial discretization is performed using a standard mixed finite element method, while the…
An efficient method for the calculation of ferromagnetic resonant modes of magnetic structures is presented. Finite-element discretization allows flexible geometries and location dependent material parameters. The resonant modes can be used…
We present a method to determine the shot noise in quantum systems from knowledge of their time evolution - the latter being obtained using numerical simulation techniques. While our ultimate goal is the study of interacting systems, the…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
We formulate a data-driven method for constructing finite volume discretizations of a dynamical system's underlying Continuity / Fokker-Planck equation. A method is employed that allows for flexibility in partitioning state space,…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…
Phase transitions, sharp in the thermodynamic limit, get smeared in finite systems where macroscopic order-parameter fluctuations dominate. Achieving a coherent and complete theoretical description of these fluctuations is a central…
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…
We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…