Related papers: Stochastic Quantisation and Non-Equilibrium Statis…
Uncertainties have become a major concern in integrated circuit design. In order to avoid the huge number of repeated simulations in conventional Monte Carlo flows, this paper presents an intrusive spectral simulator for statistical circuit…
A brief presentation of the basic concepts in quantum probability theory is given in comparison to the classical one. The notion of quantum white noise, its explicit representation in Fock space, and necessary results of noncommutative…
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…
We construct a white noise theory and white noise calculus for the (multi-parameter) L\' evy sheet and its compensated Poisson random measures. The theory applies to stochastic partial differential equations subject to L\' evy noise.
In the first part of this paper I give the historical background to my initial interest in stochastic analysis and to the writing of my book Stochastic Differential Equations. The first edition of this book was published by Springer in…
Recent studies indicate that the noise characteristics of phasor measurement units (PMUs) can be more accurately described by non-Gaussian distributions. Consequently, estimation techniques based on Gaussian noise assumptions may produce…
In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…
The method of restricted path integrals allows one to effectively consider continuous (prolonged in time) measurements of quantum systems. Monitoring of the system coordinates is such a continuous measurement that allows one to describe a…
In this study we investigate a novel approach to stochastically perturb the disease transmission coefficient, which is a key parameter in susceptible-infected-susceptible (SIS) models. Motivated by the papers [2] and [5], we perturb the…
We provide an algorithm based on weighted-ensemble (WE) methods, to accurately sample systems at steady state. Applying our method to different one- and two-dimensional models, we succeed to calculate steady state probabilities of order…
We introduce a $Z_2$ noise for the stochastic estimation of matrix inversion and discuss its superiority over other noises including the Gaussian noise. This algorithm is applied to the calculation of quark loops in lattice quantum…
We establish a general criterion which ensures exponential mixing of parabolic Stochastic Partial Differential Equations (SPDE) driven by a non additive noise which is white in time and smooth in space. We apply this criterion on two…
A generic non-integrable (unitary) out-of-equilibrium quantum process, when interrogated across many times, is shown to yield the same statistics as an (non-unitary) equilibrated process. In particular, using the tools of quantum stochastic…
The Polynomial Chaos Expansion (PCE) technique recovers a finite second order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochas- tic quantity {\xi}, hence acting as a…
Estimation of expectation values of incompatible observables is an essential practical task in quantum computing, especially for approximating energies of chemical and other many-body quantum systems. In this work we introduce a method for…
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…
Stochastic resonance shows that under some circumstances noise can enhance the response of a system to a periodic force. While this effect has been extensively investigated theoretically and demonstrated experimentally in classical systems,…
This paper deals with the resolution of inverse problems in a periodic setting or, in other terms, the reconstruction of periodic continuous-domain signals from their noisy measurements. We focus on two reconstruction paradigms: variational…
We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed…
The stochastic differential equation $\dot{x}(t) = ax(t) + bx(t-\tau) + c x(t) \xi(t)$ with a time-delayed feedback and a multiplicative Gaussian noise is shown to be related to Kardar-Parisi-Zhang universality class of growing surfaces.