Related papers: Interplay between Detection Strategies and Stochas…
This paper presents a thorough evaluation of a bistable system versus a matched filter in detecting bipolar pulse signals. The detectability of the bistable system can be optimized by adding noise, i.e. the stochastic resonance (SR)…
We study a periodically driven (symmetric as well as asymmetric)double-well potential system at finite temperature. We show that mean heat loss by the system to the environment(bath) per period of the applied field is a good quantifier of…
Based on the physics of stochastic processes we present a new approach for structural health monitoring. We show that the new method allows for an in-situ analysis of the elastic features of a mechanical structure even for realistic…
Orthogonal statistical learning and double machine learning have emerged as general frameworks for two-stage statistical prediction in the presence of a nuisance component. We establish non-asymptotic bounds on the excess risk of orthogonal…
Recently, Smajic et al. published an article on numerical structural opti- mizations of two-dimensional photonic crystals using two different classes of optimization algorithms i.e, deterministic for local searches and stochastic for…
We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…
In this work we theoretically investigate the stochastic resonance (SR) effect in an optomechanical membrane system subject to two weak signals (one optical field and one mechanical force). The quadratic optomechanical coupling allows us to…
The two-state model of stochastic resonance is extended to a chain of coupled two-state elements governed by the dynamics of Glauber's stochastic Ising model. Appropriate assumptions on the model parameters turn the chain into a prototype…
Systems showing stochastic resonance (SR) or coherent resonance (CR) share some features, in particular the nearby periodic character of the signal. We show that in spite of this resemblance the different underlying dynamics can be detected…
This study addresses limited attention allocation in a stochastic linear quadratic system with multiplicative noise. Our approach enables strategic resource allocation to enhance noise estimation and improve control decisions. We provide…
This work employs some techniques in order to filter random noise from the information provided by minimum spanning trees obtained from the correlation matrices of international stock market indices prior to and during times of crisis. The…
It is an experimental design problem in which there are two Poisson sources with two possible and known rates, and one counter. Through a switch, the counter can observe the sources individually or the counts can be combined so that the…
Stochastic patrol routing is known to be advantageous in adversarial settings; however, the optimal choice of stochastic routing strategy is dependent on a model of the adversary. We adopt a worst-case omniscient adversary model from the…
We consider distributionally robust optimal control of stochastic linear systems under signal temporal logic (STL) chance constraints when the disturbance distribution is unknown. By assuming that the underlying predicate functions are…
High frequency stochastic resonance (SR) phenomena, associated with fluctuational transitions between coexisting periodic attractors, have been investigated experimentally in an electronic model of a single-well Duffing oscillator bistable…
Leveraging advances in variational inference, we propose to enhance recurrent neural networks with latent variables, resulting in Stochastic Recurrent Networks (STORNs). The model i) can be trained with stochastic gradient methods, ii)…
Neuronal networks can generate burst events. It remains unclear how to analyse interburst periods and their statistics. We study here the phase-space of a mean-field model, based on synaptic short-term changes, that exhibit burst and…
Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
High-precision measurements benefit from lock-in detection of small signals. Here we discuss the extension of lock-in detection to many channels, using mutually orthogonal modulation waveforms, and show how the the choice of waveforms…