180 research outputs found
A homogenization theorem for Langevin systems with an application to Hamiltonian dynamics
This paper studies homogenization of stochastic differential systems. The
standard example of this phenomenon is the small mass limit of Hamiltonian
systems. We consider this case first from the heuristic point of view,
stressing the role of detailed balance and presenting the heuristics based on a
multiscale expansion. This is used to propose a physical interpretation of
recent results by the authors, as well as to motivate a new theorem proven
here. Its main content is a sufficient condition, expressed in terms of
solvability of an associated partial differential equation ("the cell
problem"), under which the homogenization limit of an SDE is calculated
explicitly. The general theorem is applied to a class of systems, satisfying a
generalized detailed balance condition with a position-dependent temperature.Comment: 32 page
The type II phase resetting curve is optimal for stochastic synchrony
The phase-resetting curve (PRC) describes the response of a neural oscillator
to small perturbations in membrane potential. Its usefulness for predicting the
dynamics of weakly coupled deterministic networks has been well characterized.
However, the inputs to real neurons may often be more accurately described as
barrages of synaptic noise. Effective connectivity between cells may thus arise
in the form of correlations between the noisy input streams. We use constrained
optimization and perturbation methods to prove that PRC shape determines
susceptibility to synchrony among otherwise uncoupled noise-driven neural
oscillators. PRCs can be placed into two general categories: Type I PRCs are
non-negative while Type II PRCs have a large negative region. Here we show that
oscillators with Type II PRCs receiving common noisy input sychronize more
readily than those with Type I PRCs.Comment: 10 pages, 4 figures, submitted to Physical Review
Global synchronization for delayed complex networks with randomly occurring nonlinearities and multiple stochastic disturbances
This is the post print version of the article. The official published version can be obained from the link - Copyright 2009 IOP Publishing LtdThis paper is concerned with the synchronization problem for a new class of continuous time delayed complex networks with stochastic nonlinearities (randomly occurring nonlinearities), interval time-varying delays, unbounded distributed delays as well as multiple stochastic disturbances. The stochastic nonlinearities and multiple stochastic disturbances are investigated here in order to reflect more realistic dynamical behaviors of the complex networks that are affected by the noisy environment. By utilizing a new matrix functional with the idea of partitioning the lower bound h1 of the time-varying delay, we employ the stochastic analysis techniques and the properties of the Kronecker product to establish delay-dependent synchronization criteria that ensure the globally asymptotically mean-square synchronization of the addressed stochastic delayed complex networks. The sufficient conditions obtained are in the form of linear matrix inequalities (LMIs) whose solutions can be readily solved by using the standard numerical software. A numerical example is exploited to show the applicability of the proposed results.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, an International Joint Project sponsored by the Royal Society of the UK, the National 973 Program of China under Grant 2009CB320600, the National Natural Science Foundation of China under Grant 60804028, the Specialized Research Fund for the Doctoral Program of Higher Education for New Teachers under Grant 200802861044, the Teaching and Research Fund for Excellent Young Teachers at Southeast University of China, and the Alexander von Humboldt Foundation of Germany
Maximum Likelihood Estimator for Hidden Markov Models in continuous time
The paper studies large sample asymptotic properties of the Maximum
Likelihood Estimator (MLE) for the parameter of a continuous time Markov chain,
observed in white noise. Using the method of weak convergence of likelihoods
due to I.Ibragimov and R.Khasminskii, consistency, asymptotic normality and
convergence of moments are established for MLE under certain strong ergodicity
conditions of the chain.Comment: Warning: due to a flaw in the publishing process, some of the
references in the published version of the article are confuse
Heisenberg Picture Approach to the Stability of Quantum Markov Systems
Quantum Markovian systems, modeled as unitary dilations in the quantum
stochastic calculus of Hudson and Parthasarathy, have become standard in
current quantum technological applications. This paper investigates the
stability theory of such systems. Lyapunov-type conditions in the Heisenberg
picture are derived in order to stabilize the evolution of system operators as
well as the underlying dynamics of the quantum states. In particular, using the
quantum Markov semigroup associated with this quantum stochastic differential
equation, we derive sufficient conditions for the existence and stability of a
unique and faithful invariant quantum state. Furthermore, this paper proves the
quantum invariance principle, which extends the LaSalle invariance principle to
quantum systems in the Heisenberg picture. These results are formulated in
terms of algebraic constraints suitable for engineering quantum systems that
are used in coherent feedback networks
Stochastic averaging using elliptic functions to study nonlinear stochastic systems
In this paper, a new scheme of stochastic averaging using elliptic functions is presented that approximates nonlinear dynamical systems with strong cubic nonlinearities in the presence of noise by a set of Itô differential equations. This is an extension of some recent results presented in deterministic dynamical systems. The second order nonlinear differential equation that is examined in this work can be expressed as % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWexLMBb50ujb% qeguuDJXwAKbacfiGaf8hEaGNbamaacqGHRaWkcaWGJbadcaaIXaGc% cqWF4baEcqGHRaWkcaWGJbadcaaIZaGccqWF4baEdaahaaWcbeqaai% aaiodaaaGccqGHRaWkcqaH1oqzcaWGMbGaaiikaiab-Hha4jaacYca% cqWFGaaicuWF4baEgaGaaiaacMcacqGHRaWkcqaH1oqzdaahaaWcbe% qaaiaaigdacaGGVaGaaGOmaaaaruWrL9MCNLwyaGGbcOGaa43zaiaa% cIcacqWF4baEcaGGSaGae8hiaaIaf8hEaGNbaiaacaGGSaGae8hiaa% IaeqOVdGNaaeikaiaadshacaqGPaGaaiykaiabg2da9iaaicdaaaa!645D![ddot x + c1x + c3x^3 + varepsilon f(x, dot x) + varepsilon ^{1/2} g(x, dot x, xi {text{(}}t{text{)}}) = 0] where c 1 and c 3 are given constants, ξ( t ) is stationary stochastic process with zero mean and ε≪1 is a small parameter. This method involves the laborious manipulation of Jacobian elliptic functions such as cn, dn and sn rather than the usual trigonometric functions. The use of a symbolic language such as Mathematica reduces the computational effort and allows us to express the results in a convenient form. The resulting equations are Markov approximations of amplitude and phase involving integrals of elliptic functions. Finally, this method was applied to study some standard second order systems.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/43328/1/11071_2004_Article_BF00120672.pd
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