相关论文: Asymptotics of high order noise corrections
Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with…
The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…
In this paper, we study the small noise behaviour of solutions of a non-linear second order Langevin equation $\ddot x^\varepsilon_t +|\dot x^\varepsilon_t|^\beta=\dot Z^\varepsilon_{\varepsilon t}$, $\beta\in\mathbb R$, driven by symmetric…
We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order $1$, as $\e\downarrow 0$. The damping coefficient is assumed to be state dependent. We proceed first with a change of time and then, we…
In this paper we prove the existence of Extreme Value Laws for dynamical systems perturbed by instrument-like-error, also called observational noise. An orbit perturbed with observational noise mimics the behavior of an instrumentally…
For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. Using Malliavin calculus tools, we obtain precise vanishing noise asymptotics for the tail…
We consider the cubic Schrodinger equation on the line, for which the scattering theory requires modifications due to long range effects. We revisit the construction of the modified wave operator, and recall the construction of its inverse,…
Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian…
Grover's quantum algorithm improves any classical search algorithm. We show how random Gaussian noise at each step of the algorithm can be modelled easily because of the exact recursion formulas available for computing the quantum amplitude…
The problem of finding the large order asymptotics for the eigenfunction perturbation theory in quantum mechanics is studied. The relation between the wave function argument x and the number of perturbation theory order k that allows us to…
In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…
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…
We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or…
We present an application of the standard Langevin dynamics to the problem of weak coupling perturbative expansions for Lattice QCD. This method can be applied to the computation of the most general observables. In this preliminary work we…
We research adaptive maximum likelihood-type estimation for an ergodic diffusion process where the observation is contaminated by noise. This methodology leads to the asymptotic independence of the estimators for the variance of observation…
This paper concerns singular perturbation problems where the dynamics of the fast variable evolve in the whole space according to an operator whose infinitesimal generator is formed by a Grushin type second order part and a…
We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…
The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…
Orbits in a three-dimensional potential subjected to periodic driving, V(x^i,t)=[1+m_0 sin(omega t) V_0(x^i), divide naturally into two types, regular and chaotic, between which transitions are seemingly impossible. The chaotic orbits…
We study solutions to the quantum trajectory evolution of $N$-mode open quantum systems possessing a time-independent Hamiltonian, linear Heisenberg-picture dynamics, and Gaussian measurement noise. In terms of the mode annihilation and…