相关论文: Asymptotics of high order noise corrections

A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…

We study classical and quantum maps on the torus phase space, in the presence of noise. We focus on the spectral properties of the noisy evolution operator, and prove that for any amount of noise, the quantum spectrum converges to the…

We consider classical nonlinear oscillators on hexagonal lattices. When the coupling between the elements is repulsive, we observe coexisting states, each one with its own basin of attraction. These states differ by their degree of…

The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

In this paper we investigate a class of nonautonomous linear parabolic problems with time depending Ornstein-Uhlenbeck operators. We study the asymptotic behavior of the associated evolution operator and evolution semigroup in the periodic…

We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin…

We theoretically evaluate the impact of drift-free noise on the dynamics of $\mathcal{PT}$-symmetric non-Hermitian systems with an exceptional point, which have recently been proposed for sensors. Such systems are currently considered as…

We evoke the idea of representation of the chaotic attractor by the set of unstable periodic orbits and disclose a novel noise-induced ordering phenomenon. For long unstable periodic orbits forming the strange attractor the weights (or…

A new approach to the problem of finding the asymptotical behaviour of large orders of semiclassical expansion is suggested. Asymptotics of high orders not only for eigenvalues, but also for eigenfunctions, are constructed. Thus, one can…

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

In this work we study the asymptotic behavior of solutions for a general linear second-order evolution differential equation in time with fractional Laplace operators in $\mathbb{R}^n$. We obtain improved decay estimates with less demand on…

Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the…

The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…

The construction of a statistical model for eigenfunctions of the Ising model in transverse and longitudinal fields is discussed in detail for the chaotic case. When the number of spins is large, each wave function coefficient has the…

The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…

This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…

We study the asymptotic behavior of complex discrete evolution equations of Ginzburg- Landau type. Depending on the nonlinearity and the data of the problem, we find different dynamical behavior ranging from global existence of solutions…

The problem of large order behaviour of perturbation theory for quantum mechanical systems is considered. A new approach to it is developed. An explicit mechanism showing the connection between large order recursive relations and classical…

Given a quantum Hamiltonian and its evolution time, the corresponding unitary evolution operator can be constructed in many different ways, corresponding to different trajectories between the desired end-points. A choice among these…