Search results for " Langevin"
showing 10 items of 12 documents
Quasi-Lie Brackets and the Breaking of Time-Translation Symmetry for Quantum Systems Embedded in Classical Baths
2018
Many open quantum systems encountered in both natural and synthetic situations are embedded in classical-like baths. Often, the bath degrees of freedom may be represented in terms of canonically conjugate coordinates, but in some cases they may require a non-canonical or non-Hamiltonian representation. Herein, we review an approach to the dynamics and statistical mechanics of quantum subsystems embedded in either non-canonical or non-Hamiltonian classical-like baths which is based on operator-valued quasi-probability functions. These functions typically evolve through the action of quasi-Lie brackets and their associated Quantum-Classical Liouville Equations, or through quasi-Lie brackets a…
Dynamics of two competing species in the presence of Lévy noise sources
2010
We consider a Lotka-Volterra system of two competing species subject to multiplicative alpha-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive alpha-stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasi-periodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analysing the role of the Lévy noise sources.
Detector's quantum backaction effects on a mesoscopic conductor and fluctuation-dissipation relation
2017
International audience; When measuring quantum mechanical properties of charge transport in mesoscopic conductors, backaction effects occur. We consider a measurement setup with an elementary quantum circuit, composed of an inductance and a capacitor, as detector of the current flowing in a nearby quantum point contact. A quantum Langevin equation for the detector variable including backaction effects is derived. Differences with the quantum Langevin equation obtained in linear response are pointed out. In this last case, a relation between fluctuations and dissipation is obtained, provided that an effective temperature of the quantum point contact is defined.
First passage time distribution of stationary Markovian processes
2010
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes research. They also have relevant applications, for example, in many fields of finance such as the assessment of the default risk for firms' assets. By using some explicit examples, in this paper we will show that the tail of the First Passage Time distribution crucially depends on the correlation properties of the process and it is independent from its stationary distribution. When the process includes an infinite set of time-scales bounded from above, the FPT…
Two competing species in super-diffusive dynamical regimes
2010
The dynamics of two competing species within the framework of the generalized Lotka-Volterra equations, in the presence of multiplicative alpha-stable Lévy noise sources and a random time dependent interaction parameter, is studied. The species dynamics is characterized by two different dynamical regimes, exclusion of one species and coexistence of both, depending on the values of the interaction parameter, which obeys a Langevin equation with a periodically fluctuating bistable potential and an additive alpha-stable Lévy noise. The stochastic resonance phenomenon is analyzed for noise sources asymmetrically distributed. Finally, the effects of statistical dependence between multiplicative …
Predator population depending on lemming cycles
2016
In this paper, a Langevin equation for predator population with multiplicative correlated noise is analyzed. The noise source, which is a nonnegative random pulse noise with regulated periodicity, corresponds to the prey population cycling. The increase of periodicity of noise affects the average predator density at the stationary state.
Volatility Effects on the Escape Time in Financial Market Models
2008
We shortly review the statistical properties of the escape times, or hitting times, for stock price returns by using different models which describe the stock market evolution. We compare the probability function (PF) of these escape times with that obtained from real market data. Afterwards we analyze in detail the effect both of noise and different initial conditions on the escape time in a market model with stochastic volatility and a cubic nonlinearity. For this model we compare the PF of the stock price returns, the PF of the volatility and the return correlation with the same statistical characteristics obtained from real market data.
Suppression of timing errors in short overdamped Josephson junctions
2004
The influence of fluctuations and periodical driving on temporal characteristics of short overdamped Josephson junction is analyzed. We obtain the standard deviation of the switching time in the presence of a dichotomous driving force for arbitrary noise intensity and in the frequency range of practical interest. For sinusoidal driving the resonant activation effect has been observed. The mean switching time and its standard deviation have a minimum as a function of driving frequency. As a consequence the optimization of the system for fast operation will simultaneously lead to minimization of timing errors.
Getting even with CLE
2018
In the landscape of approaches toward the simulation of Lattice Models with complex action the Complex Langevin (CL) appears as a straightforward method with a simple, well defined setup. Its applicability, however, is controlled by certain specific conditions which are not always satisfied. We here discuss the procedures to meet these conditions and the estimation of systematic errors and present some actual achievements.
Noise enhanced stability in fluctuating metastable states Phys. Rev. E69, 061103 (2004)
2004
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average lifetime as a function of the potential parameters and the noise intensity. Our result is valid for arbitrary white noise intensity and for arbitrary fluctuation rate of the potential. We find noise enhanced stability phenomenon in the system investigated: The average lifetime of the metastable state is greater than the time obtained in the absence of additive white noise.We obtain the parameter region of the fluctuating potential where the effect can be ob…