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Related papers: Systems with Multiplicative Noise: Critical Behavi…

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The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…

adap-org · Physics 2016-08-16 G. Grinstein , M. A. Muñoz , Yuhai Tu

We study the KPZ equation (in D = 2, 3 and 4 spatial dimensions) by using a RSOS discretization of the surface. We measure the critical exponents very precisely, and we show that the rational guess is not appropriate, and that 4D is not the…

Statistical Mechanics · Physics 2009-10-31 E. Marinari , A. Pagnani , G. Parisi

In this article, we present a systematic study of the critical behavior of phase oscillators with multiplicative noise from a thermodynamic equilibrium approach. We have already presented the thermodynamics of phase noise oscillators and…

Statistical Mechanics · Physics 2017-05-24 Pedro D. Pinto , Fernando A. Oliveira , André L. A. Penna

In the vicinity of the onset of an instability, we investigate the effect of colored multiplicative noise on the scaling of the moments of the unstable mode amplitude. We introduce a family of zero dimensional models for which we can…

Statistical Mechanics · Physics 2015-06-05 Alexandros Alexakis , François Pétrélis

For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We…

Statistical Mechanics · Physics 2010-03-18 Giacomo Bormetti , Danilo Delpini

The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with…

Systems and Control · Electrical Eng. & Systems 2020-07-06 Yu Xing , Ben Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

Critical exponents are calculated exactly at the onset of an instability, using asymptotic expansiontechniques. When the unstable mode is subject to multiplicative noise whose spectrum at zero frequency vanishes, we show that the critical…

Fluid Dynamics · Physics 2015-06-03 F. Pétrélis , A. Alexakis

Control of linear dynamics with multiplicative noise naturally introduces robustness against dynamical uncertainty. Moreover, many physical systems are subject to multiplicative disturbances. In this work we show how these dynamics can be…

Optimization and Control · Mathematics 2023-12-27 Peter Coppens , Panagiotis Patrinos

Numerical simulations are essential tools for exploring the dynamic scaling properties of the nonlinear Kadar-Parisi-Zhang (KPZ) equation. Yet the inherent nonlinearity frequently causes numerical divergence within the strong-coupling…

Computational Physics · Physics 2023-12-25 Tianshu Song , Hui Xia

A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a…

Statistical Mechanics · Physics 2009-11-11 Miguel A. Munoz , Francesca Colaiori , Claudio castellano

The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Yu Xing , Benjamin Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

Multiplicative noise arises in inverse problems when, for example, uncertainty on measurements is proportional to the size of the measurement itself. The likelihood that arises is hence more complicated than that from additive noise. We…

Statistics Theory · Mathematics 2019-11-01 Matthew M. Dunlop

We investigate the three-state majority-vote model with noise on scale-free and regular networks. In this model, an individual selects an opinion equal to the opinion of the majority of its neighbors with probability $1 - q$ and opposite to…

Statistical Mechanics · Physics 2019-05-14 André L. M. Vilela , Bernardo J. Zubillaga , Chao Wang , Minggang Wang , Ruijin Du , H. Eugene Stanley

We prove the quantitative propagation of chaos for stochastic particle systems with interaction in both the drift and the diffusion coefficients, provided the drift kernel is bounded and free of Lipschitz or smoothness assumptions. Our…

Analysis of PDEs · Mathematics 2026-04-14 Ning Jiang , Rongli Mo

We provide a technique to obtain provably optimal control sequences for quantum systems under the influence of time-correlated multiplicative control noise. Utilizing the circuit-level noise model introduced in [Phys. Rev. Research 3,…

Recent developments in the analysis of Langevin equations with multiplicative noise (MN) are reported. In particular, we: (i) present numerical simulations in three dimensions showing that the MN equation exhibits, like the…

Condensed Matter · Physics 2009-10-31 W. Genovese , Miguel A. Munoz

We discuss a notion of quantum critical exponents in open quantum many-body systems driven by quantum noise. We show that in translationally invariant quantum lattice models undergoing quasi-local Markovian dissipative processes, mixed…

Quantum Physics · Physics 2010-12-23 J. Eisert , T. Prosen

Stochastic Bloch equations which model the fluorescence of two level molecules and atoms, NMR experiments and Josephson junctions are investigated to illustrate the profound effect of multiplicative noise on the critical frequency of a…

Statistical Mechanics · Physics 2010-03-24 I. Peleg , E. Barkai

An algorithm for optimizing the MERA tensor network in an infinite system is presented. Using this technique we compute the critical exponents of Ising and XXZ model.

Quantum Physics · Physics 2013-05-29 S. Montangero , M. Rizzi , V. Giovannetti , R. Fazio
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