相关论文: Three-step master equation: class of parametric st…
A systematic procedure for deriving the master equation of a dissipative system is reported in the framework of stochastic description. For the Caldeira-Leggett model of the harmonic-oscillator bath, a detailed and elementary derivation of…
The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…
Given an unconditionally stable algorithm for solving the Cahn-Hilliard equation, we present a general calculation for an analytic time step $\d \tau$ in terms of an algorithmic time step $\dt$. By studying the accumulative multi-step error…
We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…
The Riccati equation method and an approach of the use of unknown factors is used to establish oscillation, suboscillation and nonoscillation criteria for linear systems of ordinary differential equations. A necessary condition for Lyapunov…
Non-Markovian master equations describe general open quantum systems when no approximation is made. We provide the exact closed master equation for the class of Gaussian, completely positive, trace preserving, non-Markovian dynamics. This…
We study the spectral stability of travelling and stationary front and pulse solutions in a class of degenerate reaction-diffusion systems. We characterise the essential spectrum of the linearised operator in full generality and identify…
A quantum master equation is obtained for identical fermions by including a relaxation term in addition to the mean-field Hamiltonian. [Huang C F and Huang K N 2004 Chinese J. Phys. ${\bf 42}$ 221; Gebauer R and Car R 2004 Phys. Rev. B…
In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…
Given a discrete-state continuous-time reactive system, like a digital circuit, the classical approach is to first model it as a state transition system and then prove its properties. Our contribution advocates a different approach: to…
We conduct a comprehensive investigation into the dynamics of gradient descent using large-order constant step-sizes in the context of quadratic regression models. Within this framework, we reveal that the dynamics can be encapsulated by a…
Asymptotic expressions for an integral appearing in the solution of a d-bar problem are presented. The integral is a solid Cauchy transform of a function with a rapidly oscillating phase with a small parameter $h$, $0<h\ll 1$. Whereas…
Inclusion of a term $-\gamma\nabla\nabla\cdot u$, forcing $\nabla\cdot u$ to be pointwise small, is an effective tool for improving mass conservation in discretizations of incompressible flows. However, the added grad-div term couples all…
We decide the stability and compute the Lyapunov exponent of continuous-time linear switching systems with a guaranteed dwell time. The main result asserts that the discretization method with step size~$h$ approximates the Lyapunov exponent…
The stability problem of a class of nonlinear switched systems defined on compact sets with state-dependent switching is considered. Instead of the Caratheodory solutions, the general Filippov solutions are studied. This encapsulates…
In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools…
We study the time evolution for the quantum harmonic oscillator subjected to a sudden change of frequency. It is based on an approximate analytic solution to the time dependent Ermakov equation for a step function. This approach allows for…
We present a general approach to derive Lindblad master equations for a subsystem whose dynamics is coupled to dissipative bosonic modes. The derivation relies on a Schrieffer-Wolff transformation which allows to eliminate the bosonic…
I show that a class of Linear DSGE models with one endogenous state variable can be represented as a three-state Markov chain. I develop a new analytical solution method based on this representation, which amounts to solving for a vector of…
Two crucial for the breakdown of the master equation arguments are put forward. The first one is related to the violence of a fundamental requirement to the notion of state (thermodynamical) variable, namely: a state variable is defined…