Related papers: Instanton filtering for the stochastic Burgers equ…
The use of quantum stochastic models is widespread in dynamical reduction, simulation of open systems, feedback control and adaptive estimation. In many applications only part of the information contained in the filter's state is actually…
Instanton methods, in which imaginary-time evolution gives the tunneling rate, have been widely used for studying quantum tunneling in various contexts. Nevertheless, how accurate instanton methods are for the problems of macroscopic…
Fractional Burgers equations pose substantial challenges for classical numerical methods due to the combined effects of nonlocality and shock-forming nonlinear dynamics. In particular, linear approximation frameworks-such as spectral,…
Numerical and anaytical studies of the instanton liquid model have allowed the determination of many hadronic parameters during the last 13 years. Most part of this thesis is devoted to the extension of the analytical methods. The meson…
In recent years, instanton calculus has successfully been employed to estimate tail probabilities of rare events in various stochastic dynamical systems. Without further corrections, however, these estimates can only capture the exponential…
For solutions of (inviscid, forceless, one dimensional) Burgers equation with random initial condition, it is heuristically shown that a stationary Feller-Markov property (with respect to the space variable) at some time is conserved at…
We analyze stochastic partial differential equations (SPDEs) with quadratic nonlinearities close to a change of stability. To this aim we compute finite-time Lyapunov exponents (FTLEs), observing a change of sign based on the interplay…
We develop an instanton approach to the non-equilibrium dynamics in one-dimensional random environments. The long time behavior is controlled by rare fluctuations of the disorder potential and, accordingly, by the tail of the distribution…
We obtain the exact solution for the Burgers equation with a time dependent forcing, which depends linearly on the spatial coordinate. For the case of a stochastic time dependence an exact expression for the joint probability distribution…
We consider the problem of estimating the dynamic latent states of an intracellular multiscale stochastic reaction network from time-course measurements of fluorescent reporters. We first prove that accurate solutions to the filtering…
The numerical simulation of the inviscid Burgers' equation is often hindered by spurious oscillations near discontinuities. To mitigate this issue, a viscous term can be introduced, leading to the viscous Burgers' equation. In this work,…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2}, 1)$. To discretize the continuous problem in space, a…
We develop a Lagrangian approach to conservation-law anomalies in weak solutions of inviscid Burgers equation, motivated by previous work on the Kraichnan model of turbulent scalar advection. We show that the entropy solutions of Burgers…
Similarity solutions play an important role in many fields of science: we consider here similarity in stochastic dynamics. Important issues are not only the existence of stochastic similarity, but also whether a similarity solution is…
Instanton analysis is applied to models B--H of critical dynamics. It is shown that the static instanton of the massless $\phi^{4}$ model determines the large-order asymptotes of the perturbation expansion of these near-equilibrium dynamic…
The purpose of this article is to derive the crossover from the Ornstein-Uhlenbeck process to energy solutions of the stochastic Burgers equation with characteristic operators given in terms of fractional operators, such as the regional…
In this work, high order splitting methods have been used for calculating the numerical solutions of the Burgers' equation in one space dimension with periodic and Dirichlet boundary conditions. However, splitting methods with real…
In this paper, we present an iterative reproducing kernel method for numerical solution of one dimensional fractional Burgers equation with variable coefficient. Convergence analysis is constructed theoretically. Numerical experiments show…
We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a second step, often by simulation, fit a more structured…