Related papers: Hermitian stochastic methodology for X-ray superfl…
Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…
This technical note is concerned with aeroelastic flutter problems: the analysis of aeroelastic systems undergoing airspeed-dependent dynamic instability. Existing continuation methods for parametric stability analysis are based on marching…
We derive the expression for spontaneous emission rate in finite one-dimensional photonic crystal with arbitrary defects using the effective resonator model to describe electromagnetic field distributions in the structure. We obtain…
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…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…
This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…
This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…
In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…
Resonant inelastic x-ray scattering (RIXS) is a well-established tool for studying electronic, nuclear and collective dynamics of excited atoms, molecules and solids. An extension of this powerful method to a time-resolved probe technique…
Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…
Spectral line-shapes provide a window into the local environment coupled to a quantum transition in the condensed phase. In this paper, we build upon a stochastic model to account for non-stationary background processes produced by…
Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…
In this paper, wave propagation in structured media with quasiperiodic patterns is investigated. We propose a methodology based on Sturmian sequences for the generation of structured mechanical systems from a given parameter. The approach…
A Riemannian stochastic representation of model uncertainties in molecular dynamics is proposed. The approach relies on a reduced-order model, the projection basis of which is randomized on a subset of the Stiefel manifold characterized by…
We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…
Turbulent flows have historically presented formidable challenges to predictive computational modeling. Traditional numerical simulations often require vast computational resources, making them infeasible for numerous engineering…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
We present novel approaches to the dynamics of an open quantum system coupled linearly to a non-Markovian fermionic or bosonic environment. In the first approach, we obtain a hierarchy of stochastic evolution equations of the diffusion…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
We investigate the continuous quantum measurement of a superconducting qubit undergoing fluorescence. The fluorescence of the qubit is detected via a phase-preserving heterodyne measurement, giving the fluorescence quadrature signals as two…