Related papers: Enhanced noise sensitivity, 2D directed polymers a…
The problem of a spatially correlated noise affecting a complex system is studied in this paper. We present a comprehensive analysis of a 2D model polymer chain, driven by the spatially correlated Gaussian noise, for which we have varied…
In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…
We present exact analytical results for the statistics of nonlinear coupled oscillators under the influence of additive white noise. We suggest a perturbative approach for analysing the statistics of such systems under the action of a…
Short-range order in strongly disordered structures plays an important role in their heat conduction property. Using numerical and analytical methods, we show that short-range spatial correlation (with a correlation length of $\Lambda_{m}$)…
A one-dimensional, unsteady nozzle flow is modelled to identify the sources of indirect noise in multicomponent gases. First, from non-equilibrium thermodynamics relations, it is shown that a compositional inhomogeneity advected in an…
The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…
We study transport of an inertial Brownian particle moving in a symmetric and periodic one-dimensional potential, and subjected to both a symmetric, unbiased external harmonic force as well as biased dichotomic noise $\eta(t)$ also known as…
We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
We revisit the problem of the overdamped (large friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one space…
Elastic wave propagation provides a noninvasive way to probe granular materials. The discrete element method using particle configuration as input, allows a micromechanical interpretation on the acoustic response of a given granular system.…
We address the problem of image denoising in additive white noise without placing restrictive assumptions on its statistical distribution. In the recent literature, specific noise distributions have been considered and correspondingly,…
The nonlinear two-time-scale stochastic approximation is widely studied under conditions of bounded variances in noise. Motivated by recent advances that allow for variability linked to the current state or time, we consider state- and…
The noise sensitivity of a Boolean function describes its likelihood to flip under small perturbations of its input. Introduced in the seminal work of Benjamini, Kalai and Schramm [Inst. Hautes \'{E}tudes Sci. Publ. Math. 90 (1999) 5-43],…
Nonmodal amplification of stochastic disturbances in elasticity-dominated channel flows of Oldroyd-B fluids is analyzed in this work. For streamwise-constant flows with high elasticity numbers $\mu$ and finite Weissenberg numbers $We$, we…
In this paper, we show that suitable transport noises produce anomalous dissipation of both enstrophy of solutions to 2D Navier-Stokes equations and of energy of solutions to diffusion equations in all dimensions. The key ingredients are…
In the presence of elastic forces, even dilute polymer suspensions can exhibit erratic flow fluctuations even when the viscous forces dominate over the inertial forces, which occur at vanishing-low Reynolds numbers (Re). This phenomenon is…
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…
We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…
The sound velocity in selected liquid alloys of the isomorphous Bi-Sb system was measured as a function of temperature to a high accuracy of 0.2%. The sound velocity temperature coefficient, dlnc/dT, at the liquidus is found to vary…