相关论文: Asymptotics of high order noise corrections

Recent research has provided a wealth of evidence highlighting the pivotal role of high-order interdependencies in supporting the information-processing capabilities of distributed complex systems. These findings may suggest that high-order…

We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

We identify, through a change of variables, solution operators for evolution equations with generators given by certain simple first-order differential operators acting on Fock spaces. This analysis applies, through unitary equivalence, to…

We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…

First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…

This paper is a continuation a previous work of the authors where parametric Gevrey asymptotics for singularly perturbed nonlinear PDEs has been studied. Here, the partial differential operators are combined with particular Moebius…

We consider the effects of higherloop corrections to a Schwinger--Dyson equations for propagators. This is made possible by the efficiency of the methods we developed in preceding works, still using the supersymmetric Wess--Zumino model as…

The influence of the noise on the long-time ageing dynamics of a quenched ferromagnetic spin system with a non-conserved order parameter and described through a Langevin equation with a thermal noise term and a disordered initial state is…

We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…

We analyze the dynamical evolution of systems which obey simple growth laws, like diffusion limited aggregation or dielectric breakdown. We show that, if the developing patterns is sufficiently complex, a scale invariant noise spectrum is…

We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…

We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…

We use a recently developed order parameter expansion method to study the transition to synchronous firing occuring in a system of coupled active rotators under the exclusive presence of quenched noise. The method predicts correctly the…

In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…

Classical discrete-time adaptive controllers provide asymptotic stabilization. While the original adaptive controllers did not handle noise or unmodelled dynamics well, redesigned versions were proven to have some tolerance; however,…

Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…