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We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

Biological Physics · Physics 2016-03-02 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

In this paper, we report a theoretical study of the phase diffusion in a gain-switched single-mode semiconductor laser. We use stochastic rate equations for the electrical field to analyze the phase statistics of the gain-switched laser.…

Quantum Physics · Physics 2023-05-05 Angel Valle

Reversible electropermeabilization, commonly referred to as electroporation, is a transient increase in cell membrane permeability induced by short, high-voltage electric pulses. We present a stochastically perturbed version of a…

Analysis of PDEs · Mathematics 2026-04-14 Tobias Gebäck , Oleksandr Misiats , Ioanna Motschan-Armen , Irina Pettersson

We study numerically the integrable turbulence in the framework of the one-dimensional nonlinear Schrodinger equation (1D-NLSE) of the focusing type using a new approach called the "growing of turbulence". In this approach, we add a small…

Exactly Solvable and Integrable Systems · Physics 2022-12-09 D. S. Agafontsev , A. A. Gelash , R. I. Mullyadzhanov , V. E. Zakharov

A class of constant-amplitude (CA) solutions of the nonlinear Schrodinger equation with the third-order spatial dispersion (TOD) and complex potentials are considered. The system can be implemented in specially designed planar nonlinear…

Optics · Physics 2017-06-28 Bin Liu , Lu Li , Boris A. Malomed

In this paper, we present a novel stochastic method for solving variational inequalities (VI) in the context of Markovian noise. By leveraging Extragradient technique, we can productively solve VI optimization problems characterized by…

Optimization and Control · Mathematics 2026-05-18 Vladimir Solodkin , Michael Ermoshin , Roman Gavrilenko , Aleksandr Beznosikov

We analyze a numerical instability that occurs in the well-known split-step Fourier method on the background of a soliton. This instability is found to be very sensitive to small changes of the parameters of both the numerical grid and the…

Numerical Analysis · Computer Science 2010-08-31 Taras I. Lakoba

We present theoretical study of wavelength dependence of mode instability (MI) in high power fiber lasers, which employs an improved semi-analytical theoretical model. The influence of pump / seed wavelength and photodarkening on threshold…

Optics · Physics 2015-06-26 Rumao Tao , Pengfei Ma , Xiaolin Wang , Pu Zhou , Zejin Liu

This paper proposes a notion of viscosity weak supersolutions to build a bridge between stochastic Lyapunov stability theory and viscosity solution theory. Different from ordinary differential equations, stochastic differential equations…

Optimization and Control · Mathematics 2022-09-20 Yuki Nishimura , Kenta Hoshino

Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…

Statistics Theory · Mathematics 2020-10-15 Niels Lundtorp Olsen

Radio-wave scintillation observations reveal a nearly Kolmogorov spectrum of density fluctuations in the ionized interstellar medium. Although this density spectrum is suggestive of turbulence, no theory relevant to its interpretation…

Astrophysics · Physics 2009-11-06 Yoram Lithwick , Peter Goldreich

We show that the use of a dispersion oscillating fiber in passive cavities significantly extend modulational instability to novel high-frequency bands, which also destabilize the branches of the steady response which are stable with…

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

We study the mobility of an overdamped particle in a periodic potential tilted by a constant force. The mobility exhibits a stochastic resonance in inhomogeneous systems with space dependent friction coefficient. The result indicates that…

Statistical Mechanics · Physics 2009-10-31 Debasis Dan , Mangal. C. Mahato , A. M. Jayannavar

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

We consider numerical instability that can be observed in simulations of localized solutions of the generalized nonlinear Schr\"odinger equation (NLS) by a split-step method where the linear part of the evolution is solved by a…

Pattern Formation and Solitons · Physics 2014-10-15 Taras I. Lakoba

The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…

Analysis of PDEs · Mathematics 2022-03-25 Renhai Wang , Tomas Caraballo , Nguyen Huy Tuan

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

The non-reciprocal and dynamic nature of polarization mode dispersion (PMD) in optical fibers can be a problem for accurate time and frequency transfer. Here a simple, passive solution is put forward that is based on transmitting optical…

Optics · Physics 2022-04-13 Thomas Fordell

We give a development of the ODE method for the analysis of recursive algorithms described by a stochastic recursion. With variability modelled via an underlying Markov process, and under general assumptions, the following results are…

Probability · Mathematics 2007-05-23 J. Huang , I. Kontoyiannis , S. P. Meyn