Related papers: Stochastic path power and the Laplace transform
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
We formally extend the energy landscape approach for the thermodynamics of liquids to account for saddle points. By considering the extensive nature of macroscopic potential energies, we derive the scaling behavior of saddles with system…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
We study the transition time distribution for a particle moving between two wells of a multidimensional potential in the low-noise limit of overdamped Langevin dynamics. Possible transition paths are restricted to a thin tube surrounding…
Stochastic evolution equations describing the dynamics of systems under the influence of both deterministic and stochastic forces are prevalent in all fields of science. Yet, identifying these systems from sparse-in-time observations…
We examine energy transport in an ensemble of closed quantum systems driven by stochastic perturbations. One can show that the probability and energy fluxes can be described in terms of quantum advection modes (QAM) associated with the…
The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…
We consider a finite region of a $d$-dimensional lattice, $d\in\mathbb{N}$, of weakly coupled harmonic oscillators. The coupling is provided by a nearest-neighbour potential (harmonic or not) of size $\varepsilon$. Each oscillator weakly…
We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…
The complex dynamics of an increasing number of systems is attributed to the emergence of a rugged energy landscape with an exponential number of metastable states. To develop this picture into a predictive dynamical theory I discuss how to…
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…
The majority of current phylogenetic comparative methods assume that the stochastic evolutionary process is homogeneous over the phylogeny or offer relaxations of this in rather limited and usually parameter expensive ways. Here we make a…
Here we present a multiscale method to calculate the saddle point associated with the effective dynamics arising from a stochastic system which couples slow deterministic drift and fast stochastic dynamics. This problem is motivated by the…
Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…
We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…
High-quality nanomechanical oscillators can sensitively probe force, mass, or displacement in experiments bridging the gap between the classical and quantum domain. Dynamics of these stochastic systems is inherently determined by the…
We consider countable system of harmonic oscillators on the real line with quadratic interaction potential with finite support and local external force (stationary stochastic process) acting only on one fixed particle. In the case of…