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In this paper, we show that under a generic condition of the coefficient of a stochastic phase oscillator the Lyapunov exponent of the linearization along an arbitrary solution is always negative. Consequently, the generated random…

Dynamical Systems · Mathematics 2018-01-10 Y. Sato , T. S. Doan , N. T. The , H. T. Tuan

A popular approach to learning encoders for lossy compression is to use additive uniform noise during training as a differentiable approximation to test-time quantization. We demonstrate that a uniform noise channel can also be implemented…

Machine Learning · Statistics 2020-10-22 Eirikur Agustsson , Lucas Theis

We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

To learn and reason in the presence of uncertainty, the brain must be capable of imposing some form of regularization. Here we suggest, through theoretical and computational arguments, that the combination of noise with synchronization…

Neurons and Cognition · Quantitative Biology 2013-12-06 Jake Bouvrie , Jean-Jacques Slotine

The emphasis of this paper is to investigate the high-order approximation of a class of SPDEs with cubic nonlinearity driven by multiplicative noise with the help of the amplitude equations. The highlight of our work is that we improve the…

Probability · Mathematics 2023-08-31 Shiduo Qu , Hongjun Gao

We consider the quantum dynamics of a pair of coupled quantum oscillators coupled to a common correlated dissipative environment. The resulting equations of motion for both the operator moments and covariances can be integrated analytically…

Quantum Physics · Physics 2025-01-09 Eric R Bittner , Bhavay Tyagi

In this reply we clarify the main points of our manuscript and respond to the critique in the Comment arXiv:2002.11514. In particular, we emphasize that our conclusion "squeezing loses effectiveness in the deep quantum regime" does not…

Quantum Physics · Physics 2020-04-21 Wai Keong Mok , Leong Chuan Kwek , Hermanni Heimonen

In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…

Functional Analysis · Mathematics 2018-06-26 Oussama Amine , David Baños , Frank Proske

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

Statistics Theory · Mathematics 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

We present the linear-stability analysis of synchronised states in coupled time-delay systems. There exists a synchronisation threshold, for which we derive upper bounds, which does not depend on the delay time. We prove that at least for…

chao-dyn · Physics 2009-10-31 Martin J. Bünner , Wolfram Just

We prove optimal regularity estimates in Sobolev spaces in time and space for solutions to stochastic porous medium equations. The noise term considered here is multiplicative, white in time and coloured in space. The coefficients are…

Probability · Mathematics 2022-10-25 Stefano Bruno , Benjamin Gess , Hendrik Weber

We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…

Systems and Control · Computer Science 2018-05-18 Arunselvan Ramaswamy , Shalabh Bhatnagar

We revisit second-order-in-time space-time discretizations of the linear and semilinear wave equations by establishing precise equivalences with first-order-in-time formulations. Focusing on schemes using continuous piecewise-polynomial…

Numerical Analysis · Mathematics 2026-01-07 Matteo Ferrari , Ilaria Perugia , Enrico Zampa

In this article, we study the time-reversal properties of a generic Markovian stochastic field dynamics with Gaussian noise. We introduce a convenient functional geometric formalism that allows us to straightforwardly generalize known…

Statistical Mechanics · Physics 2025-04-15 Jérémy O'Byrne , Michael E. Cates

We investigate quantum synchronization phenomenon within the complex network constituted by coupled optomechanical systems and prove the unknown identical quantum states can be shared or distributed in the quantum network even though the…

Quantum Physics · Physics 2017-03-08 Wenlin Li , Chong Li , Heshan Song

We have analyzed the Kuramoto-Sivashinsky equation with a stochastic noise term through a dynamic renormalization group calculation. For a system in which the lattice spacing is smaller than the typical wavelength of the linear instability…

Condensed Matter · Physics 2009-10-28 Rodolfo Cuerno , Kent Baekgaard Lauritsen

We study the rate of convergence of linear two-time-scale stochastic approximation methods. We consider two-time-scale linear iterations driven by i.i.d. noise, prove some results on their asymptotic covariance and establish asymptotic…

Probability · Mathematics 2009-09-29 Vijay R. Konda , John N. Tsitsiklis

Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…

Statistical Mechanics · Physics 2019-12-25 Valerio Lucarini

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and…

Probability · Mathematics 2016-11-02 Austin McDaniel , Ozer Duman , Giovanni Volpe , Jan Wehr
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