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In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

Probability · Mathematics 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…

Statistical Mechanics · Physics 2022-04-18 J. Kevin Pierce

We analytically show that probabilistic amplification of a weak coherent state stored inside an atomic medium can be achieved via detection of coherently scattered photons. We show that this is because of collective excitations created…

Quantum Physics · Physics 2019-11-26 Keiichiro Furuya , Mahdi Hosseini

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

Data Analysis, Statistics and Probability · Physics 2012-10-23 B. Lehle

We simulate the transition from amplified spontaneous emission (ASE) to lasing in random systems with varying degrees of mode overlap. This is accomplished by solving the stochastic Maxwell-Bloch equations with the finite-difference…

Optics · Physics 2010-12-30 Jonathan Andreasen , Hui Cao

A universal deterministic noiseless quantum amplifier has been shown to be impossible. However, probabilistic noiseless amplification of a certain set of states is physically permissible. Regarding quantum state amplification as quantum…

Quantum Physics · Physics 2015-09-02 M. J. Hu , Y. S. Zhang

This paper establishes strong and weak convergence rates for slow-fast systems driven by $\alpha$-stable processes with jump coefficients. Unlike existing studies on multiscale systems driven by additive L\'{e}vy white noise, our model…

Probability · Mathematics 2026-03-05 Qiu-Chen Yang , Kun Yin

Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…

Pattern Formation and Solitons · Physics 2021-06-08 Adriano A. Batista , A. A. Lisboa de Souza , Raoni S. N. Moreira

We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…

Dynamical Systems · Mathematics 2014-05-13 Enrico Priola

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Probability · Mathematics 2024-11-28 Shivam Singh Dhama

We study the behaviour of a symmetric exclusion process in the presence of non-Markovian stochastic resetting, where the configuration of the system is reset to a step-like profile at power-law waiting times with an exponent $\alpha$. We…

Statistical Mechanics · Physics 2023-08-22 Seemant Mishra , Urna Basu

In randomness amplification a slightly random source is used to produce an improved random source. Perhaps surprisingly, a single source of randomness cannot be amplified at all classically. However, the situation is different if one…

We determine the late-time dynamics of a generic spin ensemble with inhomogeneous broadening - equivalently, qubits with arbitrary Zeeman splittings - coupled to a dissipative environment with strength decreasing as $1/t$. The approach to…

Quantum Physics · Physics 2025-10-13 Lieuwe Bakker , Suvendu Barik , Vladimir Gritsev , Emil A. Yuzbashyan

The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…

Statistical Mechanics · Physics 2014-04-28 Katy J. Rubin , Gunnar Pruessner , Grigorios A. Pavliotis

Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…

Statistical Mechanics · Physics 2010-08-31 Yoshihiko Hasegawa , Masanori Arita

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…

Statistical Mechanics · Physics 2015-06-16 Tomasz Srokowski

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…

Probability · Mathematics 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

This work is devoted to investigating the evolution of concentration in a genetic regulation system, when the synthesis reaction rate is under additive and multiplicative asymmetric stable L\'evy fluctuations. By focusing on the impact of…

Biological Physics · Physics 2018-03-02 Hui Wang , Xiujun Cheng , Jinqiao Duan , Jürgen Kurths , Xiaofan Li