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The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

The dichotomy between noise-stable and (completely) noise-sensitive stochastic models is of recent interest in probability theory. Of particular interest is the study of lattice models coming from statistical physics. The Fourier transform…

High Energy Physics - Theory · Physics 2007-05-23 Gil Kalai

We give a short review of known exact inequalities that can be interpreted as "energy-time" and "frequency-time" uncertainty relations. In particular we discuss a precise form of signals minimizing the physical frequency-time uncertainty…

Quantum Physics · Physics 2015-04-06 V. V. Dodonov , A. V. Dodonov

The Gaussian state description of continuous variables is adapted to describe the quantum interaction between macroscopic atomic samples and continuous-wave light beams. The formalism is very efficient: a non-linear differential equation…

Quantum Physics · Physics 2007-05-23 L. B. Madsen , K. Mølmer

This paper studies the stability and $\mathcal{H}_{\infty}$ performance analysis problem for linear networked and quantized control systems with both communication delays random packet losses. To deal with the network-induced uncertainties…

Systems and Control · Electrical Eng. & Systems 2021-03-05 Wei Ren , Junlin Xiong

We consider long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long- time evolution, can be described as a motion on the cone of…

Probability · Mathematics 2015-06-22 Mark Freidlin

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

Using the rigid body as an example, we illustrate some features of stochastic geometric mechanics. These features include: i) a geometric variational motivation for the noise structure involving Lie-Poisson brackets and momentum maps, ii)…

Dynamical Systems · Mathematics 2016-06-22 Alexis Arnaudon , Alex L. De Castro , Darryl D. Holm

This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…

Statistical Mechanics · Physics 2023-09-26 Josselin Garnier , Laurent Mertz

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…

Statistical Mechanics · Physics 2009-10-31 S. Dumitru , A. Boer

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

We address the dynamics of entanglement and quantum discord for two non interacting qubits initially prepared in a maximally entangled state and then subjected to a classical colored noise, i.e. coupled with an external environment…

Quantum Physics · Physics 2013-06-06 C. Benedetti , F. Buscemi , P. Bordone , M. G. A. Paris

A smooth function of the second moments of $N$ continuous variables gives rise to an uncertainty relation if it is bounded from below. We present a method to systematically derive such bounds by generalizing an approach applied previously…

Quantum Physics · Physics 2016-10-18 Spiros Kechrimparis , Stefan Weigert

In this paper, we present an approach for designing correct-by-design controllers for cyber-physical systems composed of multiple dynamically interconnected uncertain systems. We consider networked discrete-time uncertain nonlinear systems…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…

Statistical Mechanics · Physics 2022-02-14 Grzegorz Gradziuk , Gabriel Torregrosa , Chase P. Broedersz

The dynamics of cellular chemical reactions are variable due to stochastic noise from intrinsic and extrinsic sources. The intrinsic noise is the intracellular fluctuations of molecular copy numbers caused by the probabilistic encounter of…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Yuta Sakurai , Yutaka Hori

Elastic turbulence can lead to to increased flow resistance, mixing and heat transfer. Its control -- either suppression or promotion -- has significant potential, and there is a concerted ongoing effort by the community to improve our…

Fluid Dynamics · Physics 2025-12-05 Jack R. C. King , Robert J. Poole , Cláudio P. Fonte , Steven J. Lind

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart