Related papers: Stochastic quantization with discrete fictitious t…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…
We propose a new higher-order time discretization scheme for the stochastic Navier--Stokes equations with additive noise, where its velocity and pressure approximates converge at strong rate $1.5$ in probability. The construction rests on…
In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…
We employ stochastic quantization for a self-interacting nonminimal massive scalar field in curved spacetime. The covariant background field method and local momentum space representation are used to obtain the Euclidean correlation…
Most of physical experiments are usually described as repeated measurements of some random variables. The experimental data registered by on-line computers form time series of outcomes. The frequencies of different outcomes are compared…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…
In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…
Continuously monitored atomic spin-ensembles allow, in principle, for real-time sensing of external magnetic fields beyond classical limits. Within the linear-Gaussian regime, thanks to the phenomenon of measurement-induced spin-squeezing,…
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
We develop a quantum field theory based on random nonHermitian actions, which upon quantization lead to stochastic nonlinear Schr\"{o}dinger dynamics for the state vector. In this framework, Lorentz and spacetime translation symmetries are…
In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…
Analog quantum simulation is a promising path towards solving classically intractable problems in many-body physics on near-term quantum devices. However, the presence of noise limits the size of the system and the length of time that can…
Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…
We study the problem of maximizing privacy of quantized sensor measurements by adding random variables. In particular, we consider the setting where information about the state of a process is obtained using noisy sensor measurements. This…
A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
The time-space fractional cable equation arises from extending the generalized fractional Ohm's law to model anomalous diffusion processes. In this paper, we develop and analyze a numerical approximation for stochastic nonlinear time-space…