Search results for "Stochastic process"
showing 10 items of 346 documents
Limits in the characteristic function description of non-Lindblad-type open quantum systems
2005
In this paper I investigate the usability of the characteristic functions for the description of the dynamics of open quantum systems focussing on non-Lindblad-type master equations. I consider, as an example, a non-Markovian generalized master equation containing a memory kernel which may lead to nonphysical time evolutions characterized by negative values of the density matrix diagonal elements [S.M. Barnett and S. Stenholm, Phys. Rev. A {\bf 64}, 033808 (2001)]. The main result of the paper is to demonstrate that there exist situations in which the symmetrically ordered characteristic function is perfectly well defined while the corresponding density matrix loses positivity. Therefore no…
The Ornstein-Uhlenbeck Process
2009
Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets
2009
The compute unified device architecture is an almost conventional programming approach for managing computations on a graphics processing unit (GPU) as a data-parallel computing device. With a maximum number of 240 cores in combination with a high memory bandwidth, a recent GPU offers resources for computational physics. We apply this technology to methods of fluctuation analysis, which includes determination of the scaling behavior of a stochastic process and the equilibrium autocorrelation function. Additionally, the recently introduced pattern formation conformity (Preis T et al 2008 Europhys. Lett. 82 68005), which quantifies pattern-based complex short-time correlations of a time serie…
Noise-induced enhancement of stability in a metastable system with damping
2010
5 páginas, 5 figuras.-- PACS number(s): 05.40.-a, 02.50.-r
Noise effects in two different biological systems
2009
We investigate the role of the colored noise in two biological systems: (i) adults of Nezara viridula (L.) (Heteroptera: Pentatomidae), and (ii) polymer translocation. In the first system we analyze, by directionality tests, the response of N. viridula individuals to subthreshold signals plus noise in their mating behaviour. The percentage of insects that react to the subthreshold signal shows a nonmonotonic behaviour, characterized by the presence of a maximum, as a function of the noise intensity. This is the signature of the non-dynamical stochastic resonance phenomenon. By using a “soft” threshold model we find that the maximum of the input-output cross correlation occurs in the same ra…
One-Dimensional Diffusion
2009
Modular Schrödinger equation and dynamical duality.
2008
We discuss quite surprising properties of the one-parameter family of modular (Auberson and Sabatier (1994)) nonlinear Schr\"{o}dinger equations. We develop a unified theoretical framework for this family. Special attention is paid to the emergent \it dual \rm time evolution scenarios which, albeit running in the \it real time \rm parameter of the pertinent nonlinear equation, in each considered case, may be mapped among each other by means of an "imaginary time" transformation (more seriously, an analytic continuation in time procedure).
Noise-induced effects in nonlinear relaxation of condensed matter systems
2015
Abstract Noise-induced phenomena characterise the nonlinear relaxation of nonequilibrium physical systems towards equilibrium states. Often, this relaxation process proceeds through metastable states and the noise can give rise to resonant phenomena with an enhancement of lifetime of these states or some coherent state of the condensed matter system considered. In this paper three noise induced phenomena, namely the noise enhanced stability, the stochastic resonant activation and the noise-induced coherence of electron spin, are reviewed in the nonlinear relaxation dynamics of three different systems of condensed matter: (i) a long-overlap Josephson junction (JJ) subject to thermal fluctuat…
Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions
2015
We numerically investigate the generation of solitons in current-biased long Josephson junctions in relation to the superconducting lifetime and the voltage drop across the device. The dynamics of the junction is modelled with a sine-Gordon equation driven by an oscillating field and subject to an external non-Gaussian noise. A wide range of $\alpha$-stable L\'evy distributions is considered as noise source, with varying stability index $\alpha$ and asymmetry parameter $\beta$. In junctions longer than a critical length, the mean switching time (MST) from superconductive to the resistive state assumes a values independent of the device length. Here, we demonstrate that such a value is direc…