相关论文: Time-dependent optical linewidth in fluctuating en…

Using the Langevin approach and the multiscale technique, a kinetic theory of the time and space nonlocal fluctuations in the collisional plasma is constructed. In local equilibrium a generalized version of the Callen-Welton theorem is…

The power density spectrum of a light curve is often calculated as the average of a number of spectra derived on individual time intervals the light curve is divided into. This procedure implicitly assumes that each time interval is a…

We present a complete framework of stochastic thermodynamics for a single-mode linear optical cavity driven on resonance. We first show that the steady-state intra-cavity field follows the equilibrium Boltzmann distribution. The effective…

Consider the wave equation with heterogeneous coefficients in the homogenization regime. At large times, the wave interacts in a nontrivial way with the heterogeneities, giving rise to effective dispersive effects. The main achievement of…

It is well-known that classical linear elasticity equations are not form-invariant under local transformations. This is intrinsically related to the inhomogeneity of elastic media. However, the reported new linear elasticity equations for…

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

Linear dynamical relations that may exist in continuous-time, or at some natural sampling rate, are not directly discernable at reduced observational sampling rates. Indeed, at reduced rates, matricial spectral densities of vectorial time…

A stochastic model for a super-position of uncorrelated pulses with a random distribution of and correlations between amplitudes and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing…

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

Spatial systems with heterogeneities are ubiquitous in nature, from precipitation, temperature and soil gradients controlling vegetation growth to morphogen gradients controlling gene expression in embryos. Such systems, generally described…

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Just as turbulence in the Earth's atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering…

We test a hypothesis for the origin of dynamical heterogeneity in slowly relaxing systems, namely that it emerges from soft (Goldstone) modes associated with a broken continuous symmetry under time reparametrizations. We do this by…

Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000's of neurons are recorded during behaviors and in response…

We investigate the time-evolution of elastoplastic materials reinforced by randomly distributed long-range interactions. Starting from a rate-independent system on a discrete spring lattice that combines local linearized elasticity,…

This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…

We consider the short time behaviour of stochastic systems affected by a stochastic volatility evolving at a faster time scale. We study the asymptotics of a logarithmic functional of the process by methods of the theory of homogenisation…

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

We study the time evolution of bosonic systems where multiple driven bosonic modes of light interact with multiple mechanical resonators through arbitrary, time-dependent, optomechanical-like interactions. We find the analytical expression…

We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…