Related papers: Stochastically Realized Observables for Excitonic …
We investigate the problem of joint statistical estimation of several parameters for a stochastic differential equation driven by an additive fractional Brownian motion. Based on discrete-time observations of the model, we construct an…
Confocal microscopy of fluorescent labeled particles has been used to study the dynamical and structural properties of colloidal and granular matter in real space. Localization algorithms allow for a fully automatized determination of the…
A stochastic system of particles is considered in which the sizes of the particles increase by successive binary mergers with the constraint that each coagulation event involves a particle with minimal size. Convergence of a suitably…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…
A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…
A numerically exact Monte Carlo scheme for calculation of open quantum system dynamics is proposed and implemented. The method consists of a Monte-Carlo summation of a perturbation expansion in terms of trajectories in Liouville phase-space…
The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…
In microscopic mechanical systems interactions between elastic structures are often mediated by the hydrodynamics of a solvent fluid. At microscopic scales the elastic structures are also subject to thermal fluctuations. Stochastic…
In this paper, based on the analysis of the formula (2.2) for calculating the elastic scattering diagrams of microparticles on a multilayer crystal surface, derived by the author in the article [3], it is shown that the stochastic approach…
Estimating the parameters governing the dynamics of a system is a prerequisite for its optimal control. We present a simple but powerful method that we call STEADY, for STochastic Estimation algorithm for DYnamical variables, to estimate…
Particle number fluctuations $N(t)$, measured in virtual observation boxes of an image or a simulation, offer a way to quantify particle dynamics when particle tracking is impractical, such as in high-density systems. While traditionally…
Fractional-order stochastic gradient descent (FOSGD) leverages fractional exponents to capture long-memory effects in optimization. However, its utility is often limited by the difficulty of tuning and stabilizing these exponents. We…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
This paper deals with the state estimation of stochastic models with continuous dynamics. The aim is to incorporate spectral differentiation methods into the solution to the Fokker-Planck equation in grid-based state estimation routine,…
Non-invasive light scattering methods provide data on biological macromolecules (i.e. proteins, nucleic acids, as well as assemblies and larger entities composed of them) that are complementary with those of size exclusion chromatography,…
Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…
Precise measurement of the particle number, spatial distribution and internal state is fundamental to all proposed experiments with ultracold molecules both in bulk gases and optical lattices. Here, we demonstrate in-situ detection of…
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter $H \in (0,1)$. We first focus on continuous observations and develop a kernel-based estimator achieving faster…
We propose a measurement strategy which can, probabilistically, reproduce the statistics of any observable for spatially encoded photonic qubits. It comprises the implementation of a two-outcome positive operator-valued measure followed by…