Related papers: Renormalization of stochastic differential equatio…
We develop a Renormalization Group (RG) approach to the study of existence and uniqueness of solutions to stochastic partial differential equations driven by space-time white noise. As an example we prove well-posedness and independence of…
I consider a specially designed simple mechanical problem where "particle acceleration" due to an external force creates sound waves. Theoretical description of this phenomenon should provide the total energy conservation. To introduce…
A general new technique to solve the two-center problem with arbitrarily-orientated deformed realistic potentials is demonstrated, which is based on the powerful potential separable expansion method. As an example, molecular single-particle…
In this paper, we study the long-time behavior of a stochastic heat equation with multiplicative noise and localized control. We begin by analyzing the uncontrolled dynamics and derive explicit decay rates for both mean-square and almost…
For the nonlinear stochastic partial differential equation which is driven by multiplicative noise of the form \[D_t^\beta u = \left[ { - {{\left( { - \Delta } \right)}^s}u + \zeta \left( u \right)} \right]dt + A\sum\limits_{m \in Z_0^d}…
An algorithmic method to exploit a general class of infinitesimal symmetries for reducing stochastic differential equations is presented and a natural definition of reconstruction, inspired by the classical reconstruction by quadratures, is…
Quantum error correction protocols have been developed to offset the high sensitivity to noise inherent in quantum systems. However, much is still unknown about the behaviour of a quantum error-correcting code under general noise, including…
We present a novel way of constructing reduced models for systems of ordinary differential equations. The reduced models we construct depend on coefficients which measure the importance of the different terms appearing in the model and need…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
We consider a higher-order Milstein scheme for stochastic partial differential equations with trace class noise which fulfill a certain commutativity condition. A novel technique to generally improve the order of convergence of Taylor…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
This paper presents a speech enhancement method, where an adaptive threshold is statistically determined based on Gaussian modeling of Teager energy (TE) operated perceptual wavelet packet (PWP) coefficients of noisy speech. In order to…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…
Recent algebraic parametric estimation techniques led to point-wise derivative estimates by using only the iterated integral of a noisy observation signal. In this paper, we extend such differentiation methods by providing a larger choice…
This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…
In this paper, we develop a numerical method for determining the potential in one and two dimensional fractional Calder\'{o}n problems with a single measurement. Finite difference scheme is employed to discretize the fractional Laplacian,…
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…
In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…
We consider the generalized almost periodic homogenization problem for two different types of stochastic conservation laws with oscillatory coefficients and multiplicative noise. In both cases the stochastic perturbations are such that the…