Related papers: Finite-difference time-domain formulation of stoch…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
We analyze here in details the probability to find a given number of particles in a finite volume inside a normal or superfluid finite system. This probability, also known as counting statistics, is obtained using projection operator…
We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…
We study the occupation numbers and number fluctuations of ultra-cold atoms in deep optical lattices for finite temperatures within the Bose-Hubbard model. Simple analytical expressions for the mean occupation number and number fluctuations…
We investigate the dynamics of bosonic atoms in elongated Josephson junctions. We find that these systems are characterized by an intrinsic coupling between the Josephson mode of macroscopic quantum tunneling and the sound modes. This…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
Efficient modeling of dispersive materials via time-domain simulations of the Maxwell equations relies on the technique of auxiliary differential equations. In this approach, a material's frequency-dependent permittivity is represented via…
We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…
The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…
The dynamics of a system formed by a finite number $N$ of globally coupled bistable oscillators and driven by external forces is studied focusing on a global variable defined as the arithmetic mean of each oscillator variable. Several…
This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…
We analyze dynamical systems subjected to an additive noise and their deterministic limit. In this work, we will introduce a notion by which a stochastic system has something like a Markov partition for deterministic systems. For a chosen…
We have studied the dynamical properties of finite $N$-unit FitzHugh-Nagumo (FN) ensembles subjected to additive and/or multiplicative noises, reformulating the augmented moment method (AMM) with the Fokker-Planck equation (FPE) method [H.…