相关论文: Asymptotics of high order noise corrections
We study noise-averaged observables for a system of exchange-coupled quantum spins (qubits), each subject to a stochastic drive, by establishing mappings onto stochastic models in the strong-noise limit. Averaging over noise yields…
The evolution of a quantum system interacting with an environment can be described as a unitary process acting on both the system and the environment. In this framework, the system's evolution can be predicted by tracing out the…
Langevin stochastic differential equations provide a dynamical description of pulsar timing noise and gravitational wave background (GWB) signals. They are also central to state space algorithms that have gained traction in pulsar timing…
We obtain a large deviation principle describing the small time asymptotics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear drift operator that is satisfied by…
In this note we solve a general statistical inverse problem under absence of knowledge of both the noise level and the noise distribution via application of the (modified) heuristic discrepancy principle. Hereby the unbounded (non-Gaussian)…
We consider estimation of the spot volatility in a stochastic boundary model with one-sided microstructure noise for high-frequency limit order prices. Based on discrete, noisy observations of an It\^o semimartingale with jumps and general…
We present a novel method for estimating the circulations and positions of point vortices using trajectory data of passive particles in the presence of Gaussian noise. The method comprises two algorithms: the first one calculates the vortex…
We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…
We subject the stationary solutions of inviscid and axially symmetric rotational accretion to a time-dependent radial perturbation, which includes nonlinearity to any arbitrary order. Regardless of the order of nonlinearity, the equation of…
In this paper we study the time evolution of an observable in the interacting fermion systems driven out of equilibrium. We present a method for solving the Heisenberg equations of motion by constructing excitation operators which are…
Noise induced decoherence is one of the main threats to large-scale quantum computation. In an attempt to assess the noise affecting a qubit we go beyond the standard steady-state solution of the transmission through a qubit-coupled cavity…
In this paper, we investigate the influence of noise giving an estimate of the gradient having a acute angle with the original. Noise amplitude has a relative model. The work offers both theoretical calculations and theorems, as well as…
We analyze the response of a complex quantum-mechanical system (e. g., a quantum dot) to a time-dependent perturbation. Assuming the dot energy spectrum and the perturbation to be described by the Gaussian Orthogonal Ensemble of random…
We study stochastic evolution equations driven by Gaussian noise. The key features of the model are that the operators in the deterministic and stochastic parts can have the same order and the noise can be time-only, space-only, or…
We prove the existence of solutions for an evolution quasi-variational inequality with a first order quasilinear operator and a variable convex set, which is characterized by a constraint on the absolute value of the gradient that depends…
In this paper we prove a stability result about the asymptotic dynamics of a perturbed nonautonomous evolution equation in $\mathbb{R}^n$ governed by a maximal monotone operator.
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
The present work is motivated by the asymptotic control theory for a system of linear oscillators: the problem is to design a common bounded scalar control for damping all oscillators in asymptotically minimal time. The motion of the system…
We consider estimating a matrix from noisy observations coming from an arbitrary additive bi-rotational invariant perturbation. We propose an estimator which is optimal among the class of rectangular rotational invariant estimators and can…
We investigate the properties of hysteresis cycles produced by a one-dimensional, periodically forced Langevin equation. We show that depending on amplitude and frequency of the forcing and on noise intensity, there are three qualitatively…