Related papers: Nonlinear response theory for Markov processes II:…
The asymptotic log-Harnack inequality is established for several different models of stochastic differential systems with infinite memory: non-degenerate SDEs, Neutral SDEs, semi-linear SPDEs, and stochastic Hamiltonian systems. As…
We present a detailed study of a scalar differential equation with threshold state-dependent delayed feedback. This equation arises as a simplification of a gene regulatory model. There are two monotone nonlinearities in the model: one…
We consider the stochastically driven one dimensional nonlinear oscillator $\ddot{x}+2\Gamma\dot{x}+\omega^2_0 x+\lambda x^3 = f(t)$ where f(t) is a Gaussian noise which, for the bulk of the work, is delta correlated (white noise). We…
The uniform static spin susceptibility in the paraphase of the one-band Hubbard model is calculated within a theory of magnetic short--range order (SRO) which extends the four-field slave-boson functional-integral approach by the trans-…
New types of stationary solutions of a one-dimensional driven sixth-order Cahn-Hilliard type equation that arises as a model for epitaxially growing nano-structures such as quantum dots, are derived by an extension of the method of matched…
We examine the long-wavelength current response in anisotropic superconductors and show how the field-dependence of the Meissner penetration length can be used to detect the structure of the order parameter. Nodes in the excitation gap lead…
Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…
Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…
We derive the first four terms in a series for the order paramater (the stationary activity density rho) in the supercritical regime of a one-dimensional stochastic sandpile; in the two-dimensional case the first three terms are reported.…
Chemical affinities are responsible for driving active matter systems out of equilibrium. At the nano-scale, molecular machines interact with the surrounding environment and are subjected to external forces. The mechano-chemical coupling…
Nonlinear electrical response permits a unique window into effects of band structure geometry. It can be calculated either starting from a Boltzmann approach for small frequencies, or using Kubo's formula for resonances at finite frequency.…
This work presents a fully theoretical and self consistent framework for calculating the third-order nonlinear susceptibility of CdSe/ZnS--MOF composite quantum dots. The approach unifies finite-potential quantum confinement,the Liouville…
This paper is concerned with a characterization of the observability for a continuous-time hidden Markov model where the state evolves as a general continuous-time Markov process and the observation process is modeled as nonlinear function…
The paper deals with the problem of output regulation in a "non-equilibrium" context for a special class of multivariable nonlinear systems stabilizable by high-gain feedback. A post-processing internal model design suitable for the…
We study the statistical inference of nonlinear stochastic approximation algorithms utilizing a single trajectory of Markovian data. Our methodology has practical applications in various scenarios, such as Stochastic Gradient Descent (SGD)…
The methods of the probability theory have been used in order to build up a new model of hysteresis. It turns out that the reversal points of the control parameter (e. g., the magnetic field) are Markov points which determine the stochastic…
This paper considers a class of nonlinear time harmonic Maxwell systems at fixed frequency, with nonlinear terms taking the form $\mathscr{X}(x,|\vec E(x)|^2)\vec E(x)$, $\mathscr{Y}(x,|\vec H(x)|^2)\vec H(x)$, such that $\mathscr{X}(x,s)$,…
The paper introduces a new regression model designed for situations where both the response and covariates are non-stationary extremes. This method is specifically designed for situations where both the response variable and covariates are…
We present a new methodology for studying non-Hamiltonian nonlinear systems based on an information theoretic extension of a renormalization group technique using a modified maximum entropy principle. We obtain a rigorous dimensionally…
We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are $U$-statistics in the observations. The $U$-statistics are based on higher order…