Related papers: Stochastic Methods and Dynamical Wave-function Col…
The paper proposes a method of damage detection in elastic materials, which is based on analyzing the time-dependent (dynamic) response of the material excited by an acoustic signal. A case study is presented consisting of experimental…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
Stochastic fluid-fluid models (SFFMs) offer powerful modeling ability for a wide range of real-life systems of significance. The existing theoretical framework for this class of models is in terms of operator-analytic methods. For the first…
We propose an optimized algorithm for the numerical simulation of two-time correlation functions by means of stochastic wave functions. As a first application, we investigate the two-time correlation function of a nonlinear optical…
In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
A long-standing quantum-mechanical puzzle is whether the collapse of the wave function is a real physical process or simply an epiphenomenon. This puzzle lies at the heart of the measurement problem. One way to choose between the…
This paper argues that every quantum system can be understood as a sufficiently general kind of stochastic process unfolding in an old-fashioned configuration space according to ordinary notions of probability. This argument is based on an…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
Non-interferometric experiments have been successfully employed to constrain models of spontaneous wave function collapse, which predict a violation of the quantum superposition principle for large systems. These experiments are grounded on…
Fracture processes in heterogeneous materials comprise a large number of disordered spatial degrees of freedom, representing the dynamical state of a sample over the entire domain of interest. This complexity is usually modeled directly,…
Wavefunction collapse models modify Schr\"odinger's equation so that it describes the collapse of a superposition of macroscopically distinguishable states as a dynamical process. This provides a basis for the resolution of the quantum…
We explain the collapse of the wavefunction with the notion that, in a measurement, the system observed nucleates a first order phase transition in the measuring device. The possible final states differ by the values of macroscopic…
In this work we study the problem of constructing stochastic processes with a predetermined covariance decay by parameterizing its marginals and a given family of copulas. We show that the proposed methodology is compatibility-free and…
We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…
This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such…
This is a complementary document for the paper titled "Asynchronous Distributed Gaussian Process Regression for Online Learning and Dynamical Systems".
Mechanically induced crystallographic phase transformation that reflects dynamic stress responses of intrinsically stochastic nature is a pertinent yet much less well-understood phenomenon. We focus on understanding the physical…
We address a long-standing criticism of the stochastic mechanics approach to quantum theory by one of its pioneers, Edward Nelson: multi-time correlations in stochastic mechanics differ from those in textbook quantum theory. We elaborate…