Related papers: Langevin dynamics for vector variables driven by m…
This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…
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…
We investigate Turing pattern formation in a stochastic and spatially discretized version of a reaction diffusion advection (RDA) equation, which was previously introduced to model synaptogenesis in \textit{C. elegans}. The model describes…
We review here the development of the general formalism for the study of fermion propagation in the presence of stochastic media. This formalism allows the systematic derivation of evolution equations for averaged quantities as survival…
Recently found positive representation for an arbitrary complex, gaussian weight is used to construct a statistical formulation of gaussian path integrals directly in the Minkowski time. The positivity of Minkowski weights is achieved by…
We study the bi-parameter local linearization of the one-dimensional nonlinear stochastic wave equation driven by a Gaussian noise, which is white in time and has a spatially homogeneous covariance structure of Riesz-kernel type. We…
We study the mechanism of stochastic resonance in a two dimensional Landau Ginzburg equation perturbed by a white noise. We shortly review how to renormalize the equation in order to avoid ultraviolet divergences. Next we show that the…
This work is devoted to quantifying how periodic perturbation can change the rate of metastable transition in stochastic mechanical systems with weak noises. A closed-form explicit expression for approximating the rate change is provided,…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
We present a new analytic approach to describe large scale structure formation in the mildly non-linear regime. The central object of the method is the time-dependent probability distribution function generating correlators of the…
A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…
To investigate the impact of non-linear interactions on dynamic coarse graining, we study a simplified model system, featuring a tracer particle in a complex environment. Using a projection operator formalism and computer simulations, we…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
We analyze the noise induced synchronization between a collective variable characterizing a complex system with a finite number of interacting bistable units and time periodic driving forces. A random phase process associated to the…
White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…
The Landau-Lifshitz-Gilbert equation perturbed by a multiplicative space-dependent noise is considered for a ferromagnet filling a bounded three-dimensional domain. We show the existence of weak martingale solutions taking values in a…
The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…
We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…
Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…