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Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…

Analysis of PDEs · Mathematics 2022-02-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams , Shouhong Wang

Randomized measurements are useful for analyzing quantum systems especially when quantum control is not fully perfect. However, their practical realization typically requires multiple rotations in the complex space due to the adoption of…

Quantum Physics · Physics 2025-08-28 Jin-Min Liang , Satoya Imai , Shuheng Liu , Shao-Ming Fei , Otfried Gühne , Qiongyi He

Molecular dynamics simulations are widely used across chemistry, physics, and biology, providing quantitative insight into complex processes with atomic detail. However, their limited timescale of a few microseconds is a significant…

Chemical Physics · Physics 2025-04-10 Ofir Blumer , Barak Hirshberg

We consider quantum state tomography with measurement procedures of the following type: First, we subject the quantum state we aim to identify to a know time evolution for a desired period of time. Afterwards we perform a measurement with a…

Quantum Physics · Physics 2017-01-24 Michael Kech

Establishing a notion of the quantum state that applies consistently across space and time could be a crucial step toward formulating a relativistic quantum theory. We give an operational meaning to multipartite quantum states over…

Quantum Physics · Physics 2026-04-14 Seok Hyung Lie , Hyukjoon Kwon

The paradigm of stochastic resonance (SR)---the idea that signal detection and transmission may benefit from noise---has met with great interest in both physics and the neurosciences. We investigate here the consequences of reducing the…

Biological Physics · Physics 2009-11-06 Hans E. Plesser , Theo Geisel

We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the…

Chaotic Dynamics · Physics 2009-10-31 Alexander Silchenko , Chin-Kun Hu

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

Considering widely dispersed uncertain renewable energy sources (RESs), scenario-based stochastic optimization is an effective method for the economic dispatch of renewables-rich power systems. However, on classic computers, to simulate RES…

Optimization and Control · Mathematics 2024-04-23 Xutao Han , Zhiyi Li , Yue Xu

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

Statistical Mechanics · Physics 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

Optimization and Control · Mathematics 2013-04-02 Quang-Cuong Pham , Jean-Jacques Slotine

We study hysteresis for a two-dimensional, spin-1/2, nearest-neighbor, kinetic Ising ferromagnet in an oscillating field, using Monte Carlo simulations and analytical theory. Attention is focused on small systems and weak field amplitudes…

Materials Science · Physics 2009-10-30 S. W. Sides , P. A. Rikvold , M. A. Novotny

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

We demonstrate a fast, robust and non-destructive protocol for quantum state estimation based on continuous weak measurement in the presence of a controlled dynamical evolution. Our experiment uses optically probed atomic spins as a…

Quantum Physics · Physics 2009-11-13 Greg A. Smith , Andrew Silberfarb , Ivan H. Deutsch , Poul S. Jessen

A series of short time stochastic resonance (SR) phenomena, realized in a bistable receiver, can be utilized to convey train of information represented by frequency-shift keying (FSK) signals. It is demonstrated that the SR regions of the…

Soft Condensed Matter · Physics 2007-05-23 Fabing Duan , Derek Abbott

The ultracold molecular conversion rate occurring in an adiabatic ramp through a Fano-Feshbach resonance is studied and compared in two statistical models. One model, the so-called stochastic phase space sampling (SPSS)[E.Hodby et al.,…

Atomic Physics · Physics 2014-09-29 Tomotake Yamakoshi , Shinichi Watanabe , Chen Zhang , Chris H. Greene

The optical spin noise spectroscopy (SNS) is a minimally invasive route towards obtaining dynamical information about electrons and atomic gases by measuring mesoscopic time-dependent spin fluctuations. Recent improvements of the…

Mesoscale and Nanoscale Physics · Physics 2015-06-17 Fuxiang Li , Avadh Saxena , Darryl Smith , Nikolai A. Sinitsyn