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Related papers: Sensitivity analysis of colored noise-driven inter…

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Probing the spatially heterogeneous activity across scales is a major challenge in living matter. Energy injection at diverse length scales leads to mode coupling, inter-modal energy transfer, and entropy production. We demonstrate the…

Soft Condensed Matter · Physics 2026-03-10 Joscha Mecke , Klaus Kroy

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

The phononless hopping conductivity of a disordered system with localized states is studied in a broad range of frequencies by straightforward computer simulations taking into account Coulomb interactions. At sufficiently low temperatures,…

Disordered Systems and Neural Networks · Physics 2009-11-11 J. Matulewski , S. D. Baranovskii , P. Thomas

In this paper we consider systems of weakly interacting particles driven by colored noise in a bistable potential, and we study the effect of the correlation time of the noise on the bifurcation diagram for the equilibrium states. We…

Numerical Analysis · Mathematics 2020-04-27 S. N. Gomes , G. A. Pavliotis , U. Vaes

Global sensitivity analysis is used to quantify the influence of uncertain input parameters on the response variability of a numerical model. The common quantitative methods are applicable to computer codes with scalar input variables. This…

Applications · Statistics 2008-06-09 Bertrand Iooss , Mathieu Ribatet

Heat and pressure are ultimately transmitted via quantized degrees of freedom, like gas particles and phonons. While a continuous Brownian description of these noise sources is adequate to model measurements with relatively long integration…

Quantum Physics · Physics 2024-04-12 Daniel S. Barker , Daniel Carney , Thomas W. LeBrun , David C. Moore , Jacob M. Taylor

Sensitivity indices when the inputs of a model are not independent are estimated by local polynomial techniques. Two original estimators based on local polynomial smoothers are proposed. Both have good theoretical properties which are…

Methodology · Statistics 2008-12-18 Sébastien Da Veiga , François Wahl , Fabrice Gamboa

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

Methodology · Statistics 2025-10-30 Dominik Sturm , Ivo F. Sbalzarini

In this paper we continue the study of the derivation of different types of kinetic equations which arise from scaling limits of interacting particle systems. We began this study in \cite{NVW}. More precisely, we consider the derivation of…

Mathematical Physics · Physics 2021-03-18 Alessia Nota , Juan J. L. Velázquez , Raphael Winter

We investigate the behaviour of a system of particles with the different character of interaction. The approach makes it possible to describe systems of interacting particles by statistical methods taking into account a spatial…

Condensed Matter · Physics 2007-05-23 Volodymyr Krasnoholovets , Bohdan Lev

This paper considers the impact of external noise sources, including interfering transmitters, on a diffusive molecular communication system, where the impact is measured as the number of noise molecules expected to be observed at a passive…

Information Theory · Computer Science 2015-11-20 Adam Noel , Karen C. Cheung , Robert Schober

We study a low temperature anisotropic anti-ferromagnetic 2D Ising model through the guise of a certain dimer model. This model has a bijection with a one-dimensional particle system equipped with creation and annihilation. In the…

Probability · Mathematics 2012-09-14 Sunil Chhita

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…

Statistical Mechanics · Physics 2015-11-25 Jannis Schuecker , Markus Diesmann , Moritz Helias

We investigate the phase sensitivity of a linear two-mode atom interferometer subject to environmental noise, modeled within the framework of open quantum systems with both number-conserving and non-conserving Lindblad operators.…

Quantum Physics · Physics 2025-12-23 Tommaso Favalli , Žan Kokalj , Andrea Trombettoni

The phase locking value (PLV) is a widely used measure to detect phase connectivity. Main drawbacks of the standard PLV are it can be sensitive to noisy observations and does not provide uncertainty measures under finite samples. To…

Methodology · Statistics 2025-09-09 Shonosuke Sugasawa , Takeru Matsuda , Tomoyuki Nagakawa

Progress in experimental techniques at nanoscale made measurements of noise in molecular junctions possible. These data are important source of information not accessible through average flux measurements. Emergence of optoelectronics,…

Mesoscale and Nanoscale Physics · Physics 2018-03-09 Kuniyuki Miwa , Feng Chen , Michael Galperin

A new class of functions, called the `Information sensitivity functions' (ISFs), which quantify the information gain about the parameters through the measurements/observables of a dynamical system are presented. These functions can be…

Methodology · Statistics 2017-12-27 Sanjay Pant

We introduce and validate a machine learning-assisted protocol to classify time and space correlations of classical noise acting on a quantum system, using two interacting qubits as probe. We consider different classes of noise, according…

We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a…

Statistical Mechanics · Physics 2010-01-04 Michele Ceriotti , Giovanni Bussi , Michele Parrinello