Related papers: Stochastic Impedance
This paper consists in two parts. First we set up a general scheme of local traps in an homogeneous deterministic quantum system. The current of particles caught by the trap is linked to the dynamical behaviour of the trap states. In this…
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
A system of coherently-driven two-level atoms is analyzed in presence of two independent stochastic perturbations: one due to collisions and a second one due to phase fluctuations of the driving field. The behaviour of the quantum…
Transport of a particle in a spatially periodic harmonic potential under the influence of a slowly time-dependent unbiased periodic external force is studied. The equations of motion are the same as in the problem of a slowly forced…
A noisy stabilized Kuramoto-Sivashinsky equation is analyzed by stochastic decomposition. For values of control parameter for which periodic stationary patterns exist, the dynamics can be decomposed into diffusive and transverse parts which…
Dynamics of the structured particles consisting of potentially interacting material points is considered in the framework of classical mechanics. Equations of interaction and motion of structured particles have been derived. The expression…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…
We give a definition for Obstacle Problems with measure data and general obstacles. For such problems we prove existence and uniqueness of solutions and consistency with the classical theory of Variational Inequalities. Continuous…
We study a message passing model, applicable also to traffic problems. The model is implemented in a discrete lattice, where particles move towards their destination, with fluctuations around the minimal distance path. A repulsive…
Non-equilibrium transportation of particles through a restricted space (such as porous media or narrow channels) significantly differs from free space. With a simple model of two types of particles competing to transport via a passive…
A subjective survey of stochastic models of quantum mechanics is given along with a discussion of some key radiative processes, the clues they offer, and the difficulties they pose for this program. An electromagnetic basis for deriving…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
We establish transportation cost inequalities, with respect to the uniform and $L_2$-metric, on the path space of continuous functions, for laws of solutions of stochastic differential equations with reflections. We also consider the case…
Timeseries generated from a dynamical source can often be modeled as sample paths of a stochastic differential equation (SDE). The timeseries thus reflects the motion of a particle which flows along the direction provided by a drift /…
Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…
We develop a general formulation of quantum statistical mechanics in terms of probability currents that satisfy continuity equations in the multi-particle position space, for closed and open systems with a fixed number of particles. The…
Dynamics of systems of structured particles consisting of potentially interacting material points is considered in the framework of classical mechanics. Equations of interaction and motion of structured particles have been derived. The…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
We consider an overdamped Brownian motion in "quartic" potential subjected to periodic driving. This system for the case of a weak periodic driving has been intensively studied during past decade within the context of stochastic resonance.…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…