Related papers: Nonparametric Diffusivity Estimation for the Stoch…
Based on the physics of stochastic processes we present a new approach for structural health monitoring. We show that the new method allows for an in-situ analysis of the elastic features of a mechanical structure even for realistic…
We consider heat transfer in an infinite two-dimensional square harmonic scalar lattice lying in a viscous environment and subjected to a heat source. The basic equations for the particles of the lattice are stated in the form of a system…
Nonparametric density estimation is considered for a discretely observed stationary continuous-time process. For each of three given time sampling procedures either random or deterministic, we establish that histograms and frequency…
In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
We give a decomposition expression for dissipative heat using the instantaneous diffusion coefficient in a nonequilibrium steady state. The dissipative heat can be expressed using three diffusion coefficients: instantaneous, equilibrium,…
We derive a bound on the precision of state estimation for finite dimensional quantum systems and prove its attainability in the generic case where the spectrum is non-degenerate. Our results hold under an assumption called local asymptotic…
Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…
We apply noise thermometry to characterize charge and thermoelectric transport in single InAs nanowires (NWs) at a bath temperature of 4.2 K. Shot noise measurements identify elastic diffusive transport in our NWs with negligible…
Based on the system heat bath approach where the bath is nonlinearly modulated by an external Gaussian random force, we propose a new microscopic model to study directed motion in the overdamped limit for a nonequilibrium open system.…
In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global…
We apply a variant of the Nose-Hoover thermostat to derive the Hamiltonian of a nonextensive system that is compatible with the canonical ensemble of the generalized thermostatistics of Tsallis. This microdynamical approach provides a…
In this note, we consider the stochastic heat and Schr\"odinger equation, and show that, at time $t$, the onset of the chaos occurs on the scale of $1/t$, and the Fourier spectrum of the solution is asymptotically Gaussian after centering…
Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series…
A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…
We present a new stochastic analysis for steady and transient one-dimensional heat conduction problem based on the homogenization approach. Thermal conductivity is assumed to be a random field K consisting of random variables of a total…
We study a stochastic version of the one-dimensional discrete nonlinear Schr{\"o}dinger equation (DNSE), which is derived from first principles, and thus possesses all the properties required by statistical mechanics, such as detailed…
We consider a controlled second order differential equation which is partially observed with an additional fractional noise. we study the asymptotic (for large observation time) design problem of the input and give an efficient estimator of…
We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…
We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $\lambda\beta e^{\beta u }$, forced by an additive space-time white noise. We…