Related papers: Systems with Multiplicative Noise: Critical Behavi…
The dynamical properties of a quantum system can be profoundly influenced by its environment. Usually, the environment provokes decoherence and its action on the system can often be schematized by adding a noise term in the Hamiltonian.…
We present general quantum mechanical expressions for higher order moments, cumulants, and spectra of continuously measured quantum systems with applications in spin noise spectroscopy, quantum transport, and measurement theory in general.…
Having a priori knowledge of the force acting on a noisy system it is possible to solve the issue relative to the interpretation of multiplicative noise terms (aka Ito-Stratonovich dilemma). We experimentally show that for a Brownian…
This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…
In this paper we study an Ergodic Markovian BSDE involving a forward process $X$ that solves an infinite dimensional forward stochastic evolution equation with multiplicative and possibly degenerate diffusion coefficient. A concavity…
We consider the critical behavior associated with incommensurate unidirectional charge-density-wave ordering in a weakly orthorhombic system subject to uniaxial strain as an experimentally significant example of $U(1)\times U(1)$…
We study how matrix-product-operator (MPO) truncation errors evolve when simulating two setups: (1) 1D Haar-random circuits under either depolarizing noise or amplitude-damping noise, and (2) 1D Lindbladian dynamics of a non-integrable…
We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…
This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
This paper considers the impact of external noise sources, including interfering transmitters, on a diffusive molecular communication system, where the impact is measured as the number of noise molecules expected to be observed at a passive…
We show that the critical scaling behavior of random-field systems with short-range interactions and disorder correlations cannot be described in general by only two independent exponents, contrary to previous claims. This conclusion is…
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
Quantum metrology fundamentally relies upon the efficient management of quantum uncertainties. We show that, under equilibrium conditions, the management of quantum noise becomes extremely flexible around the quantum critical point of a…
This paper studies the sample complexity of the stochastic Linear Quadratic Regulator when applied to systems with multiplicative noise. We assume that the covariance of the noise is unknown and estimate it using the sample covariance,…
Quantum computing devices require exceptional control of their experimental parameters to prepare quantum states and simulate other quantum systems. Classical optimization procedures used to find such optimal control parameters, have…
Simple dynamical systems -- with a small number of degrees of freedom -- can behave in a complex manner due to the presence of chaos. Such systems are most often (idealized) limiting cases of more realistic situations. Isolating a small…
Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize…
We study numerically the Kuramoto-Sivashinsky (KS) equation forced by external white noise in two space dimensions, that is a generic model for e.g. surface kinetic roughening in the presence of morphological instabilities. Large scale…
Pulse stabilization of cycles with Prediction-Based Control including noise and stochastic stabilization of maps with multiple equilibrium points is analyzed for continuous but, generally, non-smooth maps. Sufficient conditions of global…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…