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In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Fengjiao Liu , Panagiotis Tsiotras

We predict that continuously monitored quantum dynamics can be chaotic. The optimal paths between past and future boundary conditions can diverge exponentially in time when there is time-dependent evolution and continuous weak monitoring.…

Quantum Physics · Physics 2018-08-08 Philippe Lewalle , John Steinmetz , Andrew N. Jordan

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Statistical Mechanics · Physics 2016-02-17 Daniel G. Barci , Zochil González Arenas , Miguel Vera Moreno

Unidirectionally coupled dynamical system is studied by focusing on the input (or boundary) dependence. Due to convective instability, noise at an up-flow is spatially amplified to form an oscillation. The response, given by the down-flow…

chao-dyn · Physics 2009-10-31 Koichi Fujimoto , Kunihiko Kaneko

Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…

Chaotic Dynamics · Physics 2014-01-03 Khanh-Dang Nguyen Thu Lam , Jorge Kurchan

Simple dynamical systems -- with a small number of degrees of freedom -- can behave in a complex manner due to the presence of chaos. Such systems are most often (idealized) limiting cases of more realistic situations. Isolating a small…

Chaotic Dynamics · Physics 2015-04-17 Temple He , Salman Habib

A new type of deterministic (non-probabilistic) computer logic system inspired by the stochasticity of brain signals is shown. The distinct values are represented by independent stochastic processes: independent voltage (or current) noises.…

General Physics · Physics 2010-04-05 Laszlo B. Kish

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…

Dynamical Systems · Mathematics 2021-04-06 M. M. Shumafov , V. B. Tlyachev

The transport properties of Brownian ratchet was studied in the presence of stochastic intensity noise (SIN) in both overdamped and underdamped regimes. In the overdamped case, analytical solution using the matrix continued fraction method…

Statistical Mechanics · Physics 2015-03-19 Yoshihiko Hasegawa , Masanori Arita

We study the effect of local unitary noise on the entanglement evolution of a two-qubit system subject to local monitoring and inter-qubit coupling. We construct a stochastic Hamiltonian by incorporating the noise into the…

Quantum Physics · Physics 2024-03-14 Dominic Shea , Alessandro Romito

A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the…

Statistical Mechanics · Physics 2015-06-25 P. F. Gora

We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium…

Statistical Mechanics · Physics 2015-05-13 I. A. Shuda , S. S. Borysov , A. I. Olemskoi

We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent…

Probability · Mathematics 2007-10-16 Nils Berglund , Bastien Fernandez , Barbara Gentz

Relativity and quantum mechanics are two cornerstones of modern physics, yet their unification within a single-particle path integral and a dynamical explanation of quantum measurement remain unresolved. Historically, these two problems…

General Physics · Physics 2026-04-20 Wei Wen

In this thesis we aim to analyze and quantify the energetic and information contents that can be extracted from a dynamical system subject to the external environment. The latter is usually assumed to be deleterious for the feasibility of…

Quantum Physics · Physics 2018-05-07 Stefano Gherardini

We provide a technique to obtain provably optimal control sequences for quantum systems under the influence of time-correlated multiplicative control noise. Utilizing the circuit-level noise model introduced in [Phys. Rev. Research 3,…

Multiplicative noise makes stochastic dynamics depend on how the white-noise limit is interpreted. In multidimensional systems with matrix-valued noise amplitudes $\sigma(x)$, this dependence includes a local Jacobian contribution that is…

Statistical Mechanics · Physics 2026-05-14 Surachate Limkumnerd

First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…

Astrophysics · Physics 2009-10-31 Ilya V. Pogorelov , Henry E. Kandrup

We have analyzed the effects of the addition of external noise to non-dynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , G. Gomila , J. M. Rubí