相关论文: Short-time Fokker-Planck propagator beyond the Gau…
We study the fractal uncertainty principle in the joint time-frequency representation, and we prove a version for the Short-Time Fourier transform with Gaussian window on the modulation spaces. This can equivalently be formulated in terms…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We study the effective diffusion constant of a Brownian particle linearly coupled to a thermally fluctuating scalar field. We use a path integral method to compute the effective diffusion coefficient perturbatively to lowest order in the…
We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum…
We present a canonical phase space approach to stochastic systems described by Langevin equations driven by white noise. Mapping the associated Fokker-Planck equation to a Hamilton-Jacobi equation in the nonperturbative weak noise limit we…
The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…
Models of inflationary cosmology can lead to variation of observable parameters ("constants of Nature") on extremely large scales. The question of making probabilistic predictions for today's observables in such models has been investigated…
This paper investigates the transient probabilistic responses of nonlinear single-degree-of-freedom oscillators subjected to external fractional Gaussian noise (FGN) excitation. Owing to the inherent long-range correlations and memory…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
A technique to build perturbative series for the spectator field's correlation functions in de Sitter space through the Fokker-Planck equation is proposed. We derive from the first-order differential equation the iterative integral relation…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
We study the Fokker-Planck equation for an active particle with both the radial and tangential forces and the perturbative force. We find the solution of the joint probability density. In the limit of the long-time domain and for the…
We study the relationship between information- and estimation-theoretic quantities in time-evolving systems. We focus on the Fokker-Planck channel defined by a general stochastic differential equation, and show that the time derivatives of…
We study the large distance behavior of a steady distribution of two Brownian particles under external driving in a two-dimensional space. Employing a method of perturbative system reduction, we analyze a Fokker-Planck equation that…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
We present a systematic derivation of the Heisenberg evolution of a trilinear bosonic Hamiltonian system in presence of a strong drive beyond the standard approximation of a classical, undepleted driving field. We employ a perturbative…
We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the…
A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…
Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…