相关论文: Scaling Limit, Noise, Stability
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
In the framework of quantum open systems, that is, simple quantum systems coupled to quantum baths, our aim is to characterize those actions of the quantum environment which give rise to dynamics dictated by classical noises. First, we…
We consider the failure of localized control in a nonlinear spatially extended system caused by extremely small amounts of noise. It is shown that this failure occurs as a result of a nonlinear instability. Nonlinear instabilities can occur…
It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of…
A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the…
Theoretical models that describe oscillations in biological systems are often either a limit cycle oscillator, where the deterministic nonlinear dynamics gives sustained periodic oscillations, or a noise-induced oscillator, where a fixed…
We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…
In a noisy environment, oscillations loose their coherence which can be characterized by a quality factor. We determine this quality factor for oscillations arising from a driven Fokker-Planck dynamics along a periodic one-dimensional…
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…
The interest in "Physically Unclonable Function"-devices has increased rapidly over the last few years, as they have several interesting properties for system security related applications like, for example, the management of cryptographic…
We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…
We construct a noise stable sequence of transitive, monotone increasing Boolean functions $f_n: \{-1,1\}^{k_n} \longrightarrow \{-1,1\}$ which admit many pivotals with high probability. We show that such a sequence is volatile as well, and…
A model of a system driven by quantum white noise with singular quadratic self--interaction is considered and an exact solution for the evolution operator is found. It is shown that the renormalized square of the squeezed classical white…
Typical properties of computing circuits composed of noisy logical gates are studied using the statistical physics methodology. A growth model that gives rise to typical random Boolean functions is mapped onto a layered Ising spin system,…
This document presents the statistical methods used to process low-level measurements in the presence of noise. These methods can be classical or Bayesian. The question is placed in the general framework of the problem of nuisance…
Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…
We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…
We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…