Related papers: Phase descriptions of a multidimensional Ornstein-…
Geometric phases of simple harmonic oscillator system are studied. Complete sets of "eigenfunctions" are constructed, which depend on the way of choosing classical solutions. For an eigenfunction, two different motions of the probability…
We consider the spatially homogeneous Boltzmann equation for (true) hard and moderately soft potentials. We study the pathwise properties of the stochastic process $(V_t)_{t\geq 0}$, which describes the time evolution of the velocity of a…
Phase response curves are important for analysis and modeling of oscillatory dynamics in various applications, particularly in neuroscience. Standard experimental technique for determining them requires isolation of the system and…
A new model for the finite one-dimensional harmonic oscillator is proposed based upon the algebra u(2)_{\alpha}. This algebra is a deformation of the Lie algebra u(2) extended by a parity operator, with deformation parameter {\alpha}. A…
We use holography to develop a physical picture of the real-time evolution of the spinodal instability of a four-dimensional, strongly-coupled gauge theory with a first-order, thermal phase transition. We numerically solve Einstein's…
We study the stochastic growth process in discrete time $x_{i+1} = (1 + \mu_i) x_i$ with growth rate $\mu_i = \rho e^{Z_i - \frac12 var(Z_i)}$ proportional to the exponential of an Ornstein-Uhlenbeck (O-U) process $dZ_t = - \gamma Z_t dt +…
We first study the drift parameter estimation of the fractional Ornstein-Uhlenbeck process (fOU) with periodic mean for every $\frac{1}{2}<H<1$. More precisely, we extend the consistency proved in \cite{DFW} for $\frac{1}{2}<H<\frac{3}{4}$…
Phase reduction is an important tool for studying coupled and driven oscillators. The question of how to generalize phase reduction to stochastic oscillators remains actively debated. In this work, we propose a method to derive a…
The goal of this paper is to construct ergodic estimators for the parameters in the double exponential Ornstein-Uhlenbeck process, observed at discrete time instants with time step size h. The existence and uniqueness, the strong…
Phase reduction is a dimensionality reduction scheme to describe the dynamics of nonlinear oscillators with a single phase variable. While it is crucial in synchronization analysis of coupled oscillators, analytical results are limited to…
We take up the idea of Nelson's stochastic processes, the aim of which was to deduce Schr\"odinger's equation. We make two major changes here. The first one is to consider deterministic processes which are pseudo-random but which have the…
Results are presented from numerical experiments aiming at the computation of stochastic phase-field models for phase transformations by coarse-graining molecular dynamics. The studied phase transformations occur between a solid crystal and…
The mixed density operator for coarsegrained eigenlevels of a static Hamiltonian is represented in phase space by the spectral Wigner function, which has its peak on the corresponding classical energy shell. The action of trajectory…
In the paper, the transition probability density of isotropic $\alpha$-stable stochastic process in a finite dimensional Euclidean space is considered. The results of applying pseudo differential operators with respect spatial variables to…
In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for the noise, we study least squares and maximum likelihood…
We develop a two-dimensional stochastic dissipative theory for the description of the transport of exciton polaritons accounting for their interaction with the environment of acoustic phonons. Our approach is based on the explicit modeling…
In this article we investigate the properties of Bernstein processes generated by infinite hierarchies of forward-backward systems of decoupled linear deterministic parabolic partial differential equations defined in Rd, where d is…
We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…
A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…
Biological systems can rely on collective formation of a metachronal wave in an ensemble of oscillators for locomotion and for fluid transport. We consider one-dimensional chains of phase oscillators with nearest neighbor interactions,…