相关论文: Stochastic Wave-function Simulation of Two-time Co…
We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…
A new application of duality relations of stochastic processes is demonstrated. Although conventional usages of the duality relations need analytical solutions for the dual processes, we here employ numerical solutions of the dual processes…
We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…
We discuss the problem of parameter estimation in nonlinear stochastic differential equations based on sampled time series. A central message from the theory of integrating stochastic differential equations is that there exists in general…
We show how two-point correlation functions derived within non-isotropic random wave models are in fact quantum results that are obtained in the appropriate limit in terms of the exact Green function of the quantum system. Since no…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
Using a real-time path integral approach we develop an algorithm to calculate multi-time correlation functions of open few-level quantum systems that is applicable to highly nonequilibrium dynamics. The calculational scheme fully keeps the…
In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…
Inference via simultaneous confidence band is studied for stationary covariance function of dense functional data. A two-stage estimation procedure is proposed based on spline approximation, the first stage involving estimation of all the…
We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…
Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…
We provide a measurement protocol to estimate 2- and 4-point fermionic correlations in ultra-cold atom experiments. Our approach is based on combining random atomic beam splitter operations, which can be realized with programmable optical…
Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
Many systems in physics, chemistry and biology exhibit oscillations with a pronounced random component. Such stochastic oscillations can emerge via different mechanisms, for example linear dynamics of a stable focus with fluctuations,…
There exist several theoretical motivations for primordial correlation functions (such as the power spectrum) to contain oscillations as a logarithmic function of comoving momentum k. While these features are commonly searched for in…
Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…
Stochastic representation for interaction of quantum systems is formulated which allows to replace some of them by equivalent but purely commutative random sources. The formalism is applied to two-level systems interacting with Gaussian…
This paper generalizes stochastic collocation methods to handle correlated non-Gaussian random parameters. The key challenge is to perform a multivariate numerical integration in a correlated parameter space when computing the coefficient…
We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…