Related papers: Anharmonic oscillator driven by additive Ornstein-…
We consider application of the multiple time delayed feedback for control of anharmonic (nonlinear) oscillators subject to noise. In contrast to the case of a single delay feedback, the multiple one exhibits resonances between feedback and…
We discuss differential-- versus integral--equation based methods describing out--of thermal equilibrium systems and emphasize the importance of a well defined reduction to statistical observables. Applying the projection operator approach,…
We show an example of benign non-separability in an apparently separable system consisting of $n$ free non-correlated quantum particles, solitonic solutions to the nonlinear phase modification of the Schr\"{o}dinger equation proposed…
We present the general solutions for the classical and quantum dynamics of the anharmonic oscillator coupled to a purely diffusive environment. In both cases, these solutions are obtained by the application of the Baker-Campbell-Hausdorff…
Consider a periodic, mean-reverting Ornstein-Uhlenbeck process $X=\{X_t,t\geq0\}$ of the form $d X_{t}=\left(L(t)+\alpha X_{t}\right) d t+ dB^H_{t}, \quad t \geq 0$, where $L(t)=\sum_{i=1}^{p}\mu_i\phi_i (t)$ is a periodic parametric…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We find the possibility of the non-perturbative an-harmonic correction to Mehler's formula for propagator of the harmonic oscillator. We evaluate the conditional Wiener measure functional integral with a term of the fourth order in the…
Statistical early warning signs can be used to identify an approaching bifurcation in stochastic dynamical systems and are now regularly employed in applications concerned with the identification of potential rapid, non-linear change or…
The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…
The paper discusses analytical and numerical results for non-harmonic, undamped, single-well, stochastic oscillators driven by additive noises. It focuses on average kinetic, potential and total energies together with the corresponding…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…
We experimentally investigate the atom-optical delta-kicked harmonic oscillator for the case of nonlinearity due to collisional interactions present in a Bose-Einstein condensate. A Bose condensate of rubidium atoms tightly confined in a…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
A system of a quantum harmonic oscillator bi-linearly coupled with a Glauber amplifier is analysed considering a time-dependent Hamiltonian model. The Hilbert space of this system may be exactly subdivided into invariant finite dimensional…
Non-linear effects on driven oscillations are important in many fields of physics, ranging from applied mechanics to optics. They are instrumental for quantum applications. A limitation is that the non-linearities known up to now are…
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by such a noise. Our main contribution is on the…
Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…
Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
We study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry--Esseen bound of the so-called alternative estimator of the mean reversion parameter. The…