221,512 research outputs found

    Stochastic Gravity

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    Gravity is treated as a stochastic phenomenon based on fluctuations of the metric tensor of general relativity. By using a (3+1) slicing of spacetime, a Langevin equation for the dynamical conjugate momentum and a Fokker-Planck equation for its probability distribution are derived. The Raychaudhuri equation for a congruence of timelike or null geodesics leads to a stochastic differential equation for the expansion parameter θ\theta in terms of the proper time ss. For sufficiently strong metric fluctuations, it is shown that caustic singularities in spacetime can be avoided for converging geodesics. The formalism is applied to the gravitational collapse of a star and the Friedmann-Robertson-Walker cosmological model. It is found that owing to the stochastic behavior of the geometry, the singularity in gravitational collapse and the big-bang have a zero probability of occurring. Moreover, as a star collapses the probability of a distant observer seeing an infinite red shift at the Schwarzschild radius of the star is zero. Therefore, there is a vanishing probability of a Schwarzschild black hole event horizon forming during gravitational collapse.Comment: Revised version. Eq. (108) has been modified. Additional comments have been added to text. Revtex 39 page

    A survey of random processes with reinforcement

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    The models surveyed include generalized P\'{o}lya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.Comment: Published at http://dx.doi.org/10.1214/07-PS094 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Exponential Stabilisation of Continuous-time Periodic Stochastic Systems by Feedback Control Based on Periodic Discrete-time Observations

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    Since Mao in 2013 discretised the system observations for stabilisation problem of hybrid SDEs (stochastic differential equations with Markovian switching) by feedback control, the study of this topic using a constant observation frequency has been further developed. However, time-varying observation frequencies have not been considered. Particularly, an observational more efficient way is to consider the time-varying property of the system and observe a periodic SDE system at the periodic time-varying frequencies. This study investigates how to stabilise a periodic hybrid SDE by a periodic feedback control, based on periodic discrete-time observations. This study provides sufficient conditions under which the controlled system can achieve pth moment exponential stability for p > 1 and almost sure exponential stability. Lyapunov's method and inequalities are main tools for derivation and analysis. The existence of observation interval sequences is verified and one way of its calculation is provided. Finally, an example is given for illustration. Their new techniques not only reduce observational cost by reducing observation frequency dramatically but also offer flexibility on system observation settings. This study allows readers to set observation frequencies according to their needs to some extent

    Stochastic homogenization of nonconvex Hamilton-Jacobi equations: a counterexample

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    We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex

    Spurious memory in non-equilibrium stochastic models of imitative behavior

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    The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example of Markov processes with spurious memory is stochastic process driven by a non-linear stochastic differential equation (SDE). This example is at odds with models built using fractional Brownian motion (fBm). We analyze differences between these two cases seeking to establish possible empirical tests of the origin of the observed long-range memory. We investigate probability density functions (PDFs) of burst and inter-burst duration in numerically obtained time series and compare with the results of fBm. Our analysis confirms that the characteristic feature of the processes described by a one-dimensional SDE is the power-law exponent 3/23/2 of the burst or inter-burst duration PDF. This property of stochastic processes might be used to detect spurious memory in various non-equilibrium systems, where observed macroscopic behavior can be derived from the imitative interactions of agents.Comment: 11 pages, 5 figure

    Stability Analysis of Continuous Waves in Nonlocal Random Nonlinear Media

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    On the basis of the competing cubic-quintic nonlinearity model, stability (instability) of continuous waves in nonlocal random non-Kerr nonlinear media is studied analytically and numerically. Fluctuating media parameters are modeled by the Gaussian white noise. It is shown that for different response functions of a medium nonlocality suppresses, as a rule, both the growth rate peak and bandwidth of instability caused by random parameters. At the same time, for a special form of the response functions there can be an ''anomalous'' subjection of nonlocality to the instability development which leads to further increase of the growth rate. Along with the second-order moments of the modulational amplitude, higher-order moments are taken into account.Comment: This is a contribution to the Proc. of the Seventh Inter. Conference ''Symmetry in Nonlinear Mathematical Physics'' (June 24-30, 2007, Kyiv, Ukraine), published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA
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