Related papers: Delayed and Predictive Dynamics with Stochastic Ti…
A system under constant observation is practically freezed to the measurement subspace. If the system driving is a random classical field, the survival probability of the system in the subspace becomes a random variable described by the…
An important challenge in quantum science is to fully understand the efficiency of energy flow in networks. Here we present a simple and intuitive explanation for the intriguing observation that optimally efficient networks are not purely…
In the presence of system-environment coupling, classical complex systems undergo stochastic dynamics, where rich phenomena can emerge at large spatio-temporal scales. To investigate these phenomena, numerical approaches for simulating…
Reversal of the time direction in stochastic systems driven by white noise has been central throughout the development of stochastic realization theory, filtering and smoothing. Similar ideas were developed in connection with certain…
The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…
Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are…
We develop further ideas on how to construct low-dimensional models of stochastic dynamical systems. The aim is to derive a consistent and accurate model from the originally high-dimensional system. This is done with the support of centre…
So far it has been shown that the quantum dynamics cannot be described as a classical Markov process unless the number of classical states is uncountably infinite. In this paper, we present a stochastic model with time-correlated noise that…
When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
We study the spreading of a quantum-mechanical wavepacket in a one-dimensional tight-binding model with a noisy potential, and analyze the emergence of classical diffusion from the quantum dynamics due to decoherence. We consider a finite…
We present a general theory of classical metastability in open quantum systems. Metastability is a consequence of a large separation in timescales in the dynamics, leading to the existence of a regime when states of the system appear…
This contribution investigates an original stochastic approach for the emergence of stop-and-go waves in traffic flow, a collective phenomenon with significant safety and environmental implications. Using a stable nonlinear car-following…
Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…
We provide an experimental study of the relationship between the action of different classical noises on the dephasing dynamics of a two-level system and the non-Markovianity of the quantum dynamics. The two-level system is encoded in the…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
We demonstrate the existence of noise-induced periodicity (coherence resonance) in both a discrete-time model and a continuous-time model of an excitable neuron. In particular, we show that the effects of noise added to the fast and slow…
The problem of time in canonical quantum gravity remains one of the most significant challenges, primarily due to the "frozen" formalism emerging from the Wheeler-DeWitt equation. Within the ADM formalism, we introduce a novel approach in…
Stop-and-go waves are commonly observed in traffic and pedestrian flows. In traffic theory they are described by phase transitions of metastable models. The self-organization phenomenon occurs due to inertia mechanisms but requires fine…
This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…