相关论文: Trace formulas for stochastic evolution operators:…

We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…

We generalize and extend the stochastic path integral formalism and action principle for continuous quantum measurement introduced in [A. Chantasri, J. Dressel and A. N. Jordan, Phys. Rev. A {\bf 88}, 042110 (2013)], where the optimal…

We present the analysis of two recently proposed noise reduction techniques, Hutch++ and XTrace, both based on inexact deflation. These methods were proven to have a better asymptotic convergence to the solution than the classical…

This study uses a combination of stochastic optimization, statistical mechanical theory, and molecular simulation to test the extent to which the long-time dynamics of a single tracer particle can be enhanced by rationally modifying its…

In this article, we derive a Stratonovich and Skorohod type change of variables formula for a multidimensional Gaussian process with low H\"older regularity (typically lower than 1/4). To this aim, we combine tools from rough paths theory…

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Specification languages are essential in deductive program verification, but they are usually based on first-order logic, hence less expressive than the programs they specify. Recently, trace specification logics with fixed points that are…

To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one…

We show that an arithmetic path integral over the $\ell$-torsion of a Jacobian $J[\ell]$ is equal to the trace of the Frobenius action on a representation of the Heisenberg group $H(J[\ell])$, up to an explicitly determined sign. This is an…

In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic…

We present a computer-assisted approach to coarse-graining the evolutionary dynamics of a system of nonidentical oscillators coupled through a (fixed) network structure. The existence of a spectral gap for the coupling network graph…

This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

High-order implicit shock tracking (fitting) is a class of high-order, optimization-based numerical methods to approximate solutions of conservation laws with non-smooth features by aligning elements of the computational mesh with…

We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal and scalar noise types. The…

We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…

McKean-Vlasov SDEs describe systems where the dynamics depend on the law of the process. The corresponding Fokker-Planck equation is a nonlinear, nonlocal PDE for the corresponding measure flow. In the presence of common noise and…

We propose a new systematic fibre bundle formulation of nonrelativistic quantum mechanics. The new form of the theory is equivalent to the usual one but it is in harmony with the modern trends in theoretical physics and potentially admits…

We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…