相关论文: Asymptotics of high order noise corrections

We extend the second-order von Neumann approach within the generalized master equation formalism for quantum electronic transport to include the counting field. The resulting non-Markovian evolution equation for the reduced density matrix…

We consider the rates of noise-induced switching between the stable states of dissipative dynamical systems with delay and also the rates of noise-induced extinction, where such systems model population dynamics. We study a class of systems…

Dichotomous noise appears in a wide variety of physical and mathematical models. It has escaped attention that the standard results for the long time properties cannot be applied when unstable fixed points are crossed in the asymptotic…

The purpose of this paper is to provide a sharp analysis on the asymptotic behavior of the Durbin-Watson statistic. We focus our attention on the first-order autoregressive process where the driven noise is also given by a first-order…

When dealing with an orbit determination problem, uncertainties naturally arise from intrinsic errors related to observation devices and approximation models. Following the least squares method and applying approximation schemes such as the…

Among quantum Langevin equations describing the unitary time evolution of a quantum system in contact with a quantum bath, we completely characterize those equations which are actually driven by classical noises. The characterization is…

In this work we begin a theoretical and numerical investigation on the spectra of evolution operators of neutral renewal equations, with the stability of equilibria and periodic orbits in mind. We start from the simplest form of linear…

Analysis is presented of a system whose dynamics are dramatically simplified by tiny amounts of additive noise. The dynamics divide naturally into two phases. In the slower phase, trajectories are close to an invariant manifold; this allows…

We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect-product extension. Random…

A self-consistent quadratic theory is presented to account for nonlinear contributions in quantum dynamics. Evolution equations are shown to depend on higher-order gradients of the Hamiltonian, which are incorporated via their equations of…

We discuss differential-- versus integral--equation based methods describing out--of thermal equilibrium systems and emphasize the importance of a well defined reduction to statistical observables. Applying the projection operator approach,…

We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…

For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. We give a revealing elementary proof of a result proved earlier using heavy machinery from…

We consider the high-dimensional linear regression model and assume that a fraction of the measurements are altered by an adversary with complete knowledge of the data and the underlying distribution. We are interested in a scenario where…

Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…

The asymptotic analysis of a linear high-field Wigner-BGK equation is developped by a modified Chapman-Enskog procedure. By an expansion of the unknown Wigner function in powers of the Knudsen number $\epsilon$, evolution equations are…

We continue the study of the operator of generalized Maxwell equations and completely discover the behavior of the solutions of the time-harmonic equations as the frequency tends to zero. Thereby, we identify degenerate operators in terms…

We consider the dynamic linear regression problem, where the predictor vector may vary with time. This problem can be modeled as a linear dynamical system, with non-constant observation operator, where the parameters that need to be learned…

We study synchronization of locally coupled noisy phase oscillators which move diffusively in a one-dimensional ring. Together with the disordered and the globally synchronized states, the system also exhibits several wave-like states which…

An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…