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We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Anup Biswas , Vivek S. Borkar

Precise qubit control in the presence of spatio-temporally correlated noise is pivotal for transitioning to fault-tolerant quantum computing. Generically, such noise can also have non-Gaussian statistics, which hampers existing…

Quantum Physics · Physics 2025-06-17 Wenzheng Dong , Yuanlong Wang , Muhammad Qasim Khan

We address the dynamics of entanglement and quantum discord for two non interacting qubits initially prepared in a maximally entangled state and then subjected to a classical colored noise, i.e. coupled with an external environment…

Quantum Physics · Physics 2013-06-06 C. Benedetti , F. Buscemi , P. Bordone , M. G. A. Paris

Circadian clocks are biochemical oscillators that allow organisms to estimate the time of the day. These oscillators are inherently noisy due to the discrete nature of the reactants and the stochastic character of their interactions. To…

Biological Physics · Physics 2018-03-21 Michele Monti , David K. Lubensky , Pieter Rein ten Wolde

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

adap-org · Physics 2008-02-03 G. D. Lythe

Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…

Statistical Mechanics · Physics 2015-11-25 Jannis Schuecker , Markus Diesmann , Moritz Helias

Particle-in-cell (PIC) is the most used algorithm to perform self-consistent tracking of intense charged particle beams. It is based on depositing macro-particles on a grid, and subsequently solving on it the Poisson equation. It is well…

Accelerator Physics · Physics 2016-01-27 Frederik Kesting , Giuliano Franchetti

Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent…

Statistical Mechanics · Physics 2016-10-26 Matthew J. Russell , Oliver E. Jensen , Tobias Galla

Reliable processing of quantum information is a milestone to achieve for the deployment of quantum technologies. Uncontrolled, out-of-equilibrium sources of decoherence need to be characterized in detail for designing the control of quantum…

Quantum Physics · Physics 2023-10-26 Martin Kuffer , Analia Zwick , Gonzalo A. Alvarez

In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The Linear Inverse Model (LIM) is a class of data-driven methods that extract dynamic and stochastic…

Numerical Analysis · Mathematics 2025-05-01 Justin Lien , Yan-Ning Kuo , Hiroyasu Ando , Shoichiro Kido

We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these…

Probability · Mathematics 2023-04-26 Fabian Harang , Avi Mayorcas

We study the noise effects in a driven system of globally coupled oscillators, with particular attention to the interplay between driving and noise. The self-consistency equation for the order parameter, which measures the collective…

Statistical Mechanics · Physics 2009-10-31 H. Hong , M. Y. Choi , K. Park , B. -G. Yoon , K. -S. Soh

In order to stabilize the behavior of noisy systems, confining it around a desirable state, an effort is required to suppress the intrinsic noise. This noise suppression task entails a cost. For the important case of thermal noise in an…

Statistical Mechanics · Physics 2009-02-26 Giovanni Volpe , Jan Wehr , Dmitri Petrov , J. Miguel Rubi

Noise can be considered the natural enemy of quantum information. An often implied benefit of high-dimensional entanglement is its increased resilience to noise. However, manifesting this potential in an experimentally meaningful fashion is…

In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…

Statistical Mechanics · Physics 2022-02-02 C. J. McKinstrie , T. J. Stirling , A. S. Helmy

We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…

Probability · Mathematics 2019-06-13 Andrew L. Allan , Samuel N. Cohen

Some systems cannot be predicted by classical theories and it is required the development of combined deterministic and stochastic theories that make used of noise for dynamical prediction. Noise is not always an interfering signal which…

Adaptation and Self-Organizing Systems · Physics 2019-05-14 Alexandra Pinto Castellanos

We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…

Statistical Mechanics · Physics 2019-01-10 Morgane Borreguero , Marco Ellero , Nikolaus A. Adams

It is well known that the kinetics of an intracellular biochemical network is stochastic. This is due to intrinsic noise arising from the random timing of biochemical reactions in the network as well as due to extrinsic noise stemming from…

Subcellular Processes · Quantitative Biology 2019-06-05 Emma M. Keizer , Bjorn Bastian , Robert W. Smith , Ramon Grima , Christian Fleck

The dynamics of cellular chemical reactions are variable due to stochastic noise from intrinsic and extrinsic sources. The intrinsic noise is the intracellular fluctuations of molecular copy numbers caused by the probabilistic encounter of…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Yuta Sakurai , Yutaka Hori