Related papers: Spectrum of stochastic evolution operators: Local …
Recent experimental advances have inspired the development of theoretical tools to describe the non-equilibrium dynamics of quantum systems. Among them an exact representation of quantum spin systems in terms of classical stochastic…
The transfer matrix ${\mathbf{M}}$ of a short-range potential may be expressed in terms of the time-evolution operator for an effective two-level quantum system with a time-dependent non-Hermitian Hamiltonian. This leads to a dynamical…
The explicit semiclassical treatment of logarithmic perturbation theory for the nonrelativistic bound states problem is developed. Based upon $\hbar$-expansions and suitable quantization conditions a new procedure for deriving perturbation…
We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain,…
A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…
We establish a slow manifold for a fast-slow stochastic evolutionary system with anomalous diffusion, where both fast and slow components are influ- enced by white noise. Furthermore, we prove the exponential tracking property for the…
We introduce a semiclassical quantization method which is based on a stroboscopic description of the classical and the quantum flows. We show that this approach emerges naturally when one is interested in extracting the energy spectrum…
This paper studies the spectrum assignment of a class of stochastic systems with multiplicative noise. A novel $\alpha$-spectrum assignment is proposed for discrete-time and continuous-time stochastic systems with multiplicative noise. In…
By means of quantum stochastic calculus we construct a model for an atom with two degenerate levels and stimulated by a laser and we compute its fluorescence spectrum; let us stress that, once the model for the unitary atom-field dynamics…
These notes are inspired by the theory of cellular automata. A linear cellular automaton on a lattice of finite rank or on a toric grid is a discrete dinamical system generated by a convolution operator with kernel concentrated in the…
Spatially extended population dynamics models that incorporate intrinsic noise serve as case studies for the role of fluctuations and correlations in biological systems. Including spatial structure and stochastic noise in predator-prey…
We develop a complete and rigorous mathematical framework for the analysis of stochastic neural field equations under the influence of spatially extended additive noise. By comparing a solution to a fixed deterministic front profile it is…
We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…
The stationary distribution of a fully chaotic system typically exhibits a fractal structure, which dramatically changes if the dynamical equations are even slightly modified. Perturbative techniques are not expected to work in this…
The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index $(H_1,H_2)$ with $0.5<H_1,H_2<1$, is studied and a suitable version of the Bayes'…
Noise is ubiquitous in nature, so it is essential to characterize its effects. Considering a fluctuating Hamiltonian, we introduce an observable, the stochastic operator variance (SOV), which measures the spread of different stochastic…
The perturbation theory of operator semigroups is used to derive response formulas for a variety of combinations of acting forcings and reference background dynamics. In the case of background stochastic dynamics, we decompose the response…
We establish weak convergence rates for noise discretizations of a wide class of stochastic evolution equations with non-regularizing semigroups and additive or multiplicative noise. This class covers the nonlinear stochastic wave, HJMM,…
We study the role of demographic fluctuations in typical endemics as exemplified by the stochastic SIRS model. The birth-death master equation of the model is simulated using exact numerics and analysed within the linear noise…
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…