Related papers: Some Limit Theorems for Linear Oscillators with No…
Nonlinear amplifiers such as the transistor are ubiquitous in classical technology, but their quantum analogues are not well understood. We introduce a class of nonlinear amplifiers that amplify any normal operator and add only a…
An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…
Inspired by the observation of a distributed time delay in the nonlinear response of an optical resonator, we investigate the effects of a similar delay on a noise-driven mechanical oscillator. For a delay time that is commensurate with the…
Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…
We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow…
Theoretical models that describe oscillations in biological systems are often either a limit cycle oscillator, where the deterministic nonlinear dynamics gives sustained periodic oscillations, or a noise-induced oscillator, where a fixed…
We consider a slow-fast stochastic differential system with L\'evy noise. We will employ the perturbed test function method to study the normal deviation of the slow-fast system. Our main result states that the deviation can be approximated…
Self-sustained oscillators are ubiquitous and essential for metrology, communications, time reference, and geolocation. In its most basic form an oscillator consists of a resonator driven on-resonance, through feedback, to create a periodic…
We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.
We consider a finite horizon linear discrete time varying system whose input is a random noise with an imprecisely known probability law. The statistical uncertainty is described by a nonnegative parameter a which constrains the anisotropy…
Time-decaying perturbations of nonlinear oscillatory systems in the plane are considered. It is assumed that the unperturbed systems are non-isochronous and the perturbations oscillate with an asymptotically constant frequency. Resonance…
The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
The weak coupling limit for a quantum system, with discrete energy spectrum, coupled to a Bose reservoir with the most general linear interaction is considered: under this limit we have a quantum noise processes substituting for the field.…
Non-linear effects in accelerator physics are important for both successful operation of accelerators and during the design stage. Since both of these aspects are closely related, they will be treated together in this overview. Some of the…
Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…
An extension of fluctuation-dissipation theorem is used to derive a "speed limit" theorem for nonlinear electronic devices. This speed limit provides a lower bound on the dissipation that is incurred when transferring a given amount of…
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…
We show that a wide class of uncoupled limit cycle oscillators can be in-phase synchronized by common weak additive noise. An expression of the Lyapunov exponent is analytically derived to study the stability of the noise-driven…