Related papers: Trace formulas for stochastic evolution operators:…
We use a probabilistic method to describe the effect of laser noise on the laser-atom interaction, in the case that the atom is a two level system without spontaneous emission. The stochastic differential equation for the laser-atom…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…
Unstable periodic orbits scar wave functions in chaotic systems. This also influences the associated spectra, that follow the otherwise universal Porter--Thomas intensity distribution. We show here how this deviation extend to other longer…
Conventional weak-coupling Rayleigh-Schr\"odinger perturbation theory suffers from problems that arise from resonant coupling of successive orders in the perturbation series. Multiple-scale analysis, a powerful and sophisticated…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
A general technique for the periodic orbit quantization of systems with near-integrable to mixed regular-chaotic dynamics is introduced. A small set of periodic orbits is sufficient for the construction of the semiclassical recurrence…
We evaluate the Gutzwiller trace formula for the level density of classically chaotic systems by considering the level density in a bounded energy range and truncating its Fourier integral. This results in a limiting procedure which…
The roundoff errors in computer simulations of continuous dynamical systems, caused by finiteness of machine arithmetic, can lead to qualitative discrepancies between phase portraits of the resulting spatially discretized systems and the…
This paper presents a heuristic derivation of a geometric minimum action method that can be used to determine most-probable transition paths in noise-driven dynamical systems. Particular attention is focused on systems that violate detailed…
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…
This paper develops the theoretical foundations for the ability of a control field to cooperate with noise in the manipulation of quantum dynamics. The noise enters as run-to-run variations in the control amplitudes, phases and frequencies…
We study of the effect of weak noise on critical one dimensional maps; that is, maps with a renormalization theory. We establish a one dimensional central limit theorem for weak noises and obtain Berry--Esseen estimates for the rate of this…
These notes were written during the 9th and 10th sessions of the subject Dynamical Systems II coursed at DTU (Denmark) during the Winter Semester 2015-2016, and later extended in February 2017. They aim to provide students with a…
We formulate a discrete-time Bayesian stochastic volatility model for high-frequency stock-market data that directly accounts for microstructure noise, and outline a Markov chain Monte Carlo algorithm for parameter estimation. The methods…
We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…
In this work we investigate the phenomenon of pathwise non-uniqueness for the stochastic incompressible Euler equations with a passive tracer on the whole Euclidean space. The stochastic perturbations are interpreted as a transport noise…