相关论文: Ergodicity for the stochastic Complex Ginzburg-Lan…
We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…
We present a classical probability model appropriate to the description of quantum randomness. This tool, that we have called stochastic gauge system, constitutes a contextual scheme in which the Kolmogorov probability space depends upon…
The stochastic volatility model is a popular tool for modeling the volatility of assets. The model is a nonlinear and non-Gaussian state space model, and consequently is difficult to fit. Many approaches, both classical and Bayesian, have…
In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schr\"odinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal…
In this paper we show how, under certain restrictions, the hydrodynamic equations for the freely evolving granular fluid fit within the framework of the time dependent Landau-Ginzburg (LG) models for critical and unstable fluids (e.g.…
The time-dependent Ginzburg-Landau approach is used to calculate the complex fluctuation conductivity in layered type-II superconductor under magnetic field. Layered structure of the superconductor is accounted for by means of the…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We classify mapping class group invariant probability measures on the character varieties of Deroin-Tholozan representations, namely the compact components of relative $\mathrm{PSL}_2\mathbb{R}$-character varieties. We prove that an ergodic…
We consider the Ginzburg-Landau equation, $ \partial_t u= \partial_x^2 u + u - u|u|^2 $, with complex amplitude $u(x,t)$. We first analyze the phenomenon of phase slips as a consequence of the {\it local} shape of $u$. We next prove a {\it…
The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…
We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…
We define a class of dynamical maps on the quasi-local algebra of a quantum spin system, which are quantum analogues of probabilistic cellular automata. We develop criteria for such a system to be ergodic, i.e., to possess a unique…
In this paper, we consider stochastic two-phase Stefan problem driven by general jump L\'evy noise. We first obtain the existence and uniqueness of the strong solution and then establish the ergodicity of the stochastic Stefan problem.…
This article proposes numerically robust algorithms for Gaussian state estimation with singular observation noise. Our approach combines a series of basis changes with Bayes' rule, transforming the singular estimation problem into a…
In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…
Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin…
Let $G$ be a Lie Group with a left invariant connection such that its connection function is skew-symmetric. Our main goal is to show a version of Pluzhnikov's Theorem for this kind of connection. To this end, we use the stochastic…
We consider the development of instabilities of homogeneous stationary solutions of discrete time lattice maps. Under some generic hypothesis we derive an amplitude equation which is the space-time continuous Ginzburg-Landau equation. Using…