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Given a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises, we derive necessary and sufficient conditions in terms of their variances $\sigma^2(\varepsilon)$ such that the solution to the stochastic heat equation with noise…

Probability · Mathematics 2019-11-06 Carsten Chong , Thomas Delerue

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

Dynamical Systems · Mathematics 2008-08-08 Zhihui Yang , Jinqiao Duan

We consider a time dependent trap externally manipulated in such a way that one of its bound states is brought up towards the continuum threshold, and then down again. We evaluate the probability $P^{stay}$ for a particle, initially in a…

Quantum Physics · Physics 2015-10-28 D. Sokolovski , M. Pons

In the past few years, stochastic resetting has become a subject of immense interest. Most of the theoretical studies so far focused on instantaneous resetting which is, however, a major impediment to practical realization or experimental…

Statistical Mechanics · Physics 2021-04-14 Deepak Gupta , Carlos A Plata , Anupam Kundu , Arnab Pal

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

Shortcuts to adiabaticity are alternative fast processes which reproduce the same final state as the adiabatic process in a finite or even shorter time, which have been extended from Hermitian systems to non-Hermitian systems in recent…

Quantum Physics · Physics 2024-04-15 T. Z. Luan , H. Z. Shen , X. X. Yi

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

In this paper, we study the fast and noise-resistant population transfer, quantum entangled states preparation, and quantum entangled states' transition by constructing the shortcuts to adiabatic passage (STAP) for multiparticle based on…

Quantum Physics · Physics 2014-09-29 Ye-Hong Chen , Yan Xia , Qing-Qin Chen , Jie Song

This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…

Optimization and Control · Mathematics 2021-09-07 Nicolás Garcia , Christoph Kawan , Serdar Yüksel

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

Probability · Mathematics 2013-06-04 Andrey Pilipenko

In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Fengjiao Liu , Panagiotis Tsiotras

This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…

Probability · Mathematics 2020-02-17 Erkan Nane , Yinan Ni

A method is proposed to drive an ultrafast non-adiabatic dynamics of an ultracold gas trapped in a box potential. The resulting state is free from spurious excitations associated with the breakdown of adiabaticity, and preserves the quantum…

Quantum Gases · Physics 2014-12-02 A. del Campo , M. G. Boshier

Adiabatic processes driven by non-Hermitian, time-dependent Hamiltonians may be sped up by generalizing inverse engineering techniques based on Berry's transitionless driving algorithm or on dynamical invariants. We work out the basic…

Quantum Physics · Physics 2015-09-18 S. Ibáñez , S. Martínez-Garaot , Xi Chen , E. Torrontegui , J. G. Muga

We consider a class of L\'evy-type processes derived via a Doob-transform from L\'evy processes conditioned by a control function called potential. These processes have position-dependent and generally unbounded components, with stationary…

Probability · Mathematics 2018-06-29 Kamil Kaleta , József Lőrinczi

Bayesian optimisation is a sample-efficient search methodology that holds great promise for accelerating drug and materials discovery programs. A frequently-overlooked modelling consideration in Bayesian optimisation strategies however, is…

We propose a method to transfer the population and control the state of two-level and three-level atoms speeding-up Adiabatic Passage techniques while keeping their robustness versus parameter variations. The method is based on…

Quantum Physics · Physics 2010-09-20 Xi Chen , I. Lizuain , A. Ruschhaupt , D. Guery-Odelin , J. G. Muga

In this paper we introduce a new class of state space models based on shot-noise simulation representations of non-Gaussian L\'evy-driven linear systems, represented as stochastic differential equations. In particular a conditionally…

Probability · Mathematics 2020-01-09 Simon Godsill , Marina Riabiz , Ioannis Kontoyiannis

Spatially extended dynamical systems, namely coupled map lattices, driven by additive spatio-temporal noise are shown to exhibit stochastic synchronization. In analogy with low-dymensional systems, synchronization can be achieved only if…

Chaotic Dynamics · Physics 2009-10-31 Lucia Baroni , Roberto Livi , Alessandro Torcini

We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…

Statistical Mechanics · Physics 2009-10-31 Boris Podobnik , Plamen Ch. Ivanov , Youngki Lee , H. Eugene Stanley