Related papers: Stochastic limit approximation for rapidly decayin…
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…
We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…
The dissipative dynamics of a quantum bistable system coupled to a Ohmic heat bath is investigated beyond the spin-boson approximation. Within the path-integral approach to quantum dissipation, we propose an approximation scheme which…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
This paper presents a useful compact formula for deriving an effective Hamiltonian describing the time-averaged dynamics of detuned quantum systems. The formalism also works for ensemble-averaged dynamics of stochastic systems. To…
We consider the extinction regime in the spatial stochastic logistic model in $\mathbb{R}^d$ (a.k.a. Bolker--Pacala--Dieckmann--Law model of spatial populations) using the first-order perturbation beyond the mean-field equation. In space…
Overdamped stochastic systems maintained far from equilibrium can display sustained oscillations with fluctuations that decrease with the system size. The correlation time of such noisy limit cycles expressed in units of the cycle period is…
In this paper, we extend the dynamical low-rank approximation method to the space of finite signed measures. Under this framework, we derive stochastic low-rank dynamics for stochastic differential equations (SDEs) coming from classical…
We present a new methodology for studying non-Hamiltonian nonlinear systems based on an information theoretic extension of a renormalization group technique using a modified maximum entropy principle. We obtain a rigorous dimensionally…
Estimating the parameters governing the dynamics of a system is a prerequisite for its optimal control. We present a simple but powerful method that we call STEADY, for STochastic Estimation algorithm for DYnamical variables, to estimate…
We provide an extensive study of the sub-ohmic spin-boson model with power law density of states J(\omega)=\omega^s (with 0<s<1), focusing on the equilibrium dynamics of the three possible spin components, from very weak dissipation to the…
The adiabatic approximation in open systems is formulated through the effective Hamiltonian approach. By introducing an ancilla, we embed the open system dynamics into a non-Hermitian quantum dynamics of a composite system, the adiabatic…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…
We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…
We present a dynamical description of slow relaxation processes based on the extension of Onsager's fluctuation theory to systems in local quasi-equilibrium. A non-Markovian Fokker-Planck equation for the conditional probability density is…
We propose a $\tau$-leaping simulation algorithm for stochastic systems subject to fast environmental changes. Similar to conventional $\tau$-leaping the algorithm proceeds in discrete time steps, but as a principal addition it captures…
We develop a semi-analytical approach beyond the Born-Markov approximation to study the quench dynamics of the spin-boson model in the strong-coupling regime ($\alpha\leq1/2$) for the Ohmic bath. The basic idea in our approach is to write…
Exponential decay estimates of a general linear weakly damped wave equation are studied with decay rate lying in a range. Based on the $C^0$-conforming finite element method to discretize spatial variables keeping temporal variable…
Within the lowest-order Born approximation, we present an exact calculation of the time dynamics of the spin-boson model in the ohmic regime. We observe non-Markovian effects at zero temperature that scale with the system-bath coupling…