Related papers: Output-only parameter identification of a colored-…
This paper revisits the problem of estimating the fractional Ornstein - Uhlenbeck process observed in a linear channel with white noise of small intensity. We drive the exact asymptotic formulas for the mean square errors of the filtering…
We consider a system of two coupled oscillators one of which is driven parametrically and investigate both classical and quantum dynamics within Floquet description. Characteristic changes in the time evolution of the quantum fluctuations…
We investigate the excitation of a quantum particle shuttled in a harmonic trap with weak springconstant colored noise. The Ornstein-Uhlenbeck model for the noise correlation function describes a wide range of possible noises, in particular…
The development of fault-tolerant quantum processors relies on the ability to control noise. A particularly insidious form of noise is temporally correlated or non-Markovian noise. By combining randomized benchmarking with supervised…
The local, uncorrelated multiplicative noises driving a second-order, purely noise-induced, ordering phase transition (NIPT) were assumed to be Gaussian and white in the model of [Phys. Rev. Lett. \textbf{73}, 3395 (1994)]. The potential…
It is well known that asynchronous impulsive noise is the main source of distortion that drastically affects the power-line communications (PLC) performance. Recently, more realistic models have been proposed in the literature which better…
Recently, we have shown how a colored-noise Langevin equation can be used in the context of molecular dynamics as a tool to obtain dynamical trajectories whose properties are tailored to display desired sampling features. In the present…
Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…
We propose an efficient sensitivity analysis method for a wide class of colored noise-driven interacting particle systems (IPS). Our method is based on unperturbed simulations and significantly extends the Malliavin weight sampling method…
Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…
Driven by various kinds of noise, ensembles of limit cycle oscillators can synchronize. In this letter, we propose a general formulation of synchronization of the oscillator ensembles driven by common colored noise with an arbitrary power…
Hard-threshold estimators are popular in signal processing applications. We provide a detailed study of using hard-threshold estimators for estimating an unknown deterministic signal when additive white Gaussian noise corrupts observations.…
Stochastic resonance with white noise has been well established as a potential signal amplification mechanism in nanomechanical two-state systems. While white noise represents the archetypal stimulus for stochastic resonance, typical…
Laser resonances play a crucial role in optical and quantum systems because the photons impact the stability and coherence of laser sources. While laser oscillations are typically stable and periodic, the presence of nonlinear effects can…
Motivated by the precedent study of Ordenes-Huanca and Velazquez [JSTAT \textbf{093303} (2016)], we address the study of a simple model of a pure non-neutral plasma: a system of identical non-relativistic charged particles confined under an…
The governed equations for the order parameter, one-time and two-time correlators are obtained on the basis of the Langevin equation with the white multiplicative noise which amplitude $x^{a}$ is determined by an exponent $0<a<1$ ($x$ being…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
In this work we consider a new class of oscillatory instabilities that pertain to thermocapillary destabilization of a liquid film heated by a solid substrate. We assume the substrate thickness and substrate-film thermal conductivity ratio…
A new type of noised-induced phase transitions that should occur in systems of elements with motivated behavior is considered. By way of an example, a simple oscillatory system {x,v} with additive white noise is analyzed numerically. A…
We use an extension of the van der Pol oscillator as an example of a system with multiple time scales to study the susceptibility of its trajectory to polynomial perturbations in the dynamics. A striking feature of many nonlinear,…