相关论文: Stochastic differential equation model for spontan…

It is shown that the intensity quantum noise of a single-emitter nanolaser can be accurately computed by adopting a stochastic interpretation of the standard rate equation model under the only assumption that the emitter excitation and…

This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic…

We use a probabilistic method to describe the effect of laser noise on the laser-atom interaction, in the case that the atom is a two level system without spontaneous emission. The stochastic differential equation for the laser-atom…

We investigate the modification of the intrinsic carrier noise spectral density induced in low-doped semiconductor materials by an external correlated noise source added to the driving high-frequency periodic electric field. A Monte Carlo…

Nanolasers operating at low power levels are strongly affected by intrinsic quantum noise, influencing both intensity fluctuations and laser coherence. Starting from semiclassical rate equations and making a simple hypothesis for the phase…

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a…

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Random label noises (or observational noises) widely exist in practical machine learning settings. While previous studies primarily focus on the affects of label noises to the performance of learning, our work intends to investigate the…

Here we present stochastic differential equations (SDEs) on a memristor crossbar, where the source of gaussian noise is derived from the random conductance due to ion drift in the devices during programming. We examine the effects of line…

We quantify noise-induced phase deviations of dispersion-managed solitons in optical fiber communications and femtosecond lasers. We first develop a perturbation theory for the dispersion-managed nonlinear Schrodinger equation (DMNLSE) in…

We analyze theoretically and experimentally the influence of current noise on the longitudinal mode hopping dynamics of a bulk semiconductor laser. It is shown that the mean residence times on each mode have different sensitivity to…

Coherence resonance occurring in semiconductor lasers with optical feedback is studied via the Lang-Kobayashi model with external non-white noise in the pumping current. The temporal correlation and the amplitude of the noise have a highly…

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

Stochastic resonance shows that under some circumstances noise can enhance the response of a system to a periodic force. While this effect has been extensively investigated theoretically and demonstrated experimentally in classical systems,…

We continue the analysis of models of spontaneous wave function collapse with stochastic dynamics driven by non-white Gaussian noise. We specialize to a model in which a classical "noise" field, with specified autocorrelator, is coupled to…

In coherent optical communication systems the laser phase noise is commonly modeled as a Wiener process. We propose a sliding-window based linearization of the phase noise, enabling a novel description. We show that, by stochastically…

Collective electron transport causes a weakly coupled semiconductor superlattice under dc voltage bias to be an excitable system with $2N+2$ degrees of freedom: electron densities and fields at $N$ superlattice periods plus the total…