Related papers: Conditional probabilities in multiplicative noise …
Using the Wigner-Weyl mapping of quantum mechanics to phase space we consider exactly the quantum mechanics of an harmonic oscillator driven by an external white noise force or whose frequency is time dependent, either adiabatically or…
We study the effects of additive noise on traveling pulse solutions in spatially extended neural fields with linear adaptation. Neural fields are evolution equations with an integral term characterizing synaptic interactions between neurons…
Using the new variational approach proposed recently for a systematic improvement of the locally harmonic Feynman-Kleinert approximation to path integrals we calculate the partition function of the anharmonic oscillator for all temperatures…
We apply recent results on the probability distribution for quantum stress tensor fluctuations to the problem of barrier penetration by quantum particles. The probability for large stress tensor fluctuations decreases relatively slowly with…
This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
We provide a symmetry classification of scalar stochastic equations with multiplicative noise. These equations can be integrated by means of the Kozlov procedure, by passing to symmetry adapted variables.
The quantum mechanical transition amplitudes are calculated perturbatively on the basis of the stochastic quantization method of Parisi and Wu. It is shown that the stochastic scheme reproduces the ordinary result for the amplitude and…
There are several inequivalent proposals in the literature for how to compute the probability distribution of the time that a detector registers for the arrival of a quantum particle. For two of these proposals, based on absorbing boundary…
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…
An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…
This article aims to investigate the impact of noise on parameter fitting for an Ornstein-Uhlenbeck process, focusing on the effects of multiplicative and thermal noise on the accuracy of signal separation. To address these issues, we…
The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…
A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…
We theoretically show that the dynamics of a driven quantum harmonic oscillator subject to non-dissipative noise is formally equivalent to the single-particle dynamics propagating through an experimentally feasible dynamically-disordered…
Introducing a perturbative definition, phase space path integrals can be calculated without slicing. This leads to a short-time expansion of the quantum-mechanical path amplitude, or a high-temperature expansion of the unnormalized density…
We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…
For the stochastic heat equation with multiplicative noise we consider the problem of estimating the diffusivity parameter in front of the Laplace operator. Based on local observations in space, we first study an estimator that was derived…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
Partial symplectic conditional and joint probability representations of quantum mechanics are considered. The correspondence rules for most interesting physical operators are found and the expressions of the dual symbols of operators are…
We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…