Related papers: Temporal breakdown and Borel resummation in the co…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…
Many stochastic time series can be described by a Langevin equation composed of a deterministic and a stochastic dynamical part. Such a stochastic process can be reconstructed by means of a recently introduced nonparametric method, thus…
We consider convergence properties of the long-term behaviors with respect to the coefficient of the stochastic term for a nonautonomous stochastic $p$-Laplacian lattice equation with multiplicative noise. First, the upper semi-continuity…
Perturbation theory of a large class of scalar field theories in $d<4$ can be shown to be Borel resummable using arguments based on Lefschetz thimbles. As an example we study in detail the $\lambda \phi^4$ theory in two dimensions in the…
We study an exactly solvable model of monitored dynamics in a system of $N$ spin-$1/2$ particles with pairwise all-to-all noisy interactions, where each spin is constantly perturbed by weak measurements of the spin component in a random…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
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…
We are concerned with the reconstruction of inclusions in elastic bodies based on measurements from a laboratory experiment. In doing so, we solve the inverse problem of the time-harmonic elastic wave equation, in contrast to the stationary…
Let $(X,T,\mu,d)$ be a metric measure-preserving system for which $3$-fold correlations decay exponentially for Lipschitz continuous observables. Suppose that $(M_k)$ is a sequence satisfying some weak decay conditions and suppose there…
It is well established that starting only with strong, projective quantum measurements, experiments can be designed to allow weak measurements, which lead to random walk between the possible final measurement outcomes. However, one can ask…
We give a relatively short, almost self-contained proof of the fact that the partition function of the suitably renormalised $\Phi^4_3$ measure admits an asymptotic expansion, the coefficients of which converge as the ultraviolet cut-off is…
This paper investigates inverse source problems for time-dependent electromagnetic waves governed by Maxwell's equations. After applying the Fourier transform with respect to time, the problem leads to a frequency-domain electromagnetic…
An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…
Consider a parabolic SPDE \[ \partial_t u = \Delta u + \sigma(u)\eta, \] on $(0\,,\infty)\times\mathbb{R}^d$, where $\eta$ is a centered, generalized Gaussian noise with $\text{Cov}[\eta(t\,,x)\,,\eta(s\,,y)]=\delta_0(t-s)\Lambda(x-y)$ for…
It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the…
Lying between traditional parabolic and hyperbolic equations, time-fractional wave equations of order $\alpha\in(1,2)$ in time inherit both decaying and oscillating properties. In this article, we establish a long-time asymptotic estimate…
In this work we establish weak convergence rates for temporal discretisations of stochastic wave equations with multiplicative noise, in particular, for the hyperbolic Anderson model. For this class of stochastic partial differential…
A time-discrete approach avoids the assumption of an 'integration sense'. New path increments (in a short time step) are complete in the order of that step, and not Gaussian distributed when the noise is multiplicative; this eliminates an…
Reconstructing the Hamiltonian of a quantum system is an essential task for characterizing and certifying quantum processors and simulators. Existing techniques either rely on projective measurements of the system before and after coherent…