相关论文: The Stochastic Quantization Method for Systems wit…

We propose a scalable method for forward stochastic reachability analysis for uncontrolled linear systems with affine disturbance. Our method uses Fourier transforms to efficiently compute the forward stochastic reach probability measure…

Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number…

We propose a method of quantization based on Hamilton-Jacobi theory in the presence of a random constraint due to the fluctuations of a set of hidden random variables. Given a Lagrangian, it reproduces the results of canonical quantization…

We analyse dissipation in quantum computation and its destructive impact on efficiency of quantum algorithms. Using a general model of decoherence, we study the time evolution of a quantum register of arbitrary length coupled with an…

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Quantum dissipation in thermal environment is investigated, using the path integral approach. The reduced density matrix of the harmonic oscillator system coupled to thermal bath of oscillators is derived for arbitrary spectrum of bath…

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Physical mechanisms of phase separation in living systems can play key physiological roles and have recently been the focus of intensive studies. The strongly heterogeneous and disordered nature of such phenomena in the biological domain…

In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

When studying out-of-equilibrium systems, one often excites the dynamics in some degrees of freedom while removing the excitation in others through damping. In order for the system to converge to a statistical steady state, the dynamics…

The quantum dynamics of open many-body systems poses a challenge for computational approaches. Here we develop a stochastic scheme based on the positive P phase-space representation to study the nonequilibrium dynamics of coupled spin-boson…

We adopt a stochastic approach to study the charge transport in transistors. In this approach, the hole and electron densities are ruled by diffusion-reaction stochastic partial differential equations satisfying local detailed balance…

Quantization of electromagnetic fields is investigated in the framework of stochastic variational method (SVM). Differently from the canonical quantization, this method does not require canonical form and quantization can be performed…

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…

Physical quantum systems are generically coupled to an environment, resulting in open system dynamics. A typical approach to simulating this dynamics is to propagate the density matrix of the system via the Lindblad master equation. This…

The constrained Hamiltonian systems admitting no gauge conditions are considered. The methods to deal with such systems are discussed and developed. As a concrete application, the relationship between the Dirac and reduced phase space…