Singular Perturbation of Quantum Stochastic Differential Equations with Coupling Through an Oscillator Mode

We consider a physical system which is coupled indirectly to a Markovian resevoir through an oscillator mode. This is the case, for example, in the usual model of an atomic sample in a leaky optical cavity which is ubiquitous in quantum optics. In the strong coupling limit the oscillator can be eliminated entirely from the model, leaving an effective direct coupling between the system an the resevoir. Here we provide a mathematically rigorous treatment of this limit as a weak limit of the time evolution and observables on a suitably chosen exponential domain in Fock space. The resulting effective model may contain emission and absorption as well as scattering interactions. R.v.H. is supported by the Army Research Office under Grant W911NF-06-1-0378.     

Variational Inference for Stochastic Differential Equations

The statistical inference of the state variable and the drift function of stochastic differential equations (SDE) from sparsely sampled observations are discussed herein. A variational approach is used to approximate the distribution over the unknown path of the SDE conditioned on the observations. This approach also provides approximations for the intractable likelihood of the drift. The method is combined with a nonparametric Bayesian approach which is based on a Gaussian process prior over drift functions.     

随机对流扩散方程的数值仿真

本文针对对流一扩散随机过程在随机输入（即随机输运和源项）,作用下进行数值仿真。我们先将对流扩散随机微分方程中的随机函数采用有限项截断的多项式浑沌展开（Polynomial Chaos Expansion）展开,再由Galerkin映射法得到求解浑沌展开系数的确定性方程组。这是一个在物理空间包含多尺度解的大方程组。为此我...     

A Stochastic Collocation Method for Delay Differential Equations with Random Input

In this work, we concern with the numerical approach for delay differential equations with random coefficients. We first show that the exact solution of the problem considered admits good regularity in the random space, provided that the given data satisfy some reasonable assumptions. A stochastic collocation method is proposed to approximate the solution in the random space, and we use the Legendre spectral collocation method to solve the resulting deterministic delay differential equations. Convergence property of the proposed method is analyzed. It is shown that the numerical method yields the familiar exponential order of convergence in both the random space and the time space. Numerical examples are given to illustrate the theoretical results.     

Simulations of Two-Step Maruyama Methods for Nonlinear Stochastic Delay Differential Equations

In this paper, we investigate the numerical performance of a family of P-stable two-step Maruyama schemes in mean-square sense for stochastic differential equations with time delay proposed in [8, 10] for a certain class of nonlinear stochastic delay differential equations with multiplicative white noises. We also test the convergence of one of the schemes for a time-delayed Burgers' equation with an additive white noise. Numerical results show that this family of two-step Maruyama methods exhibit similar stability for nonlinear equations as that for linear equations.     

Simulation of Stochastic Differential Equations Through the Local Linearization Method. A Comparative Study

A new local linearization (LL) scheme for the numerical integration of nonautonomous multidimensional stochastic differential equations (SDEs) with additive noise is introduced. The numerical scheme is based on the local linearization of the SDE's drift coefficient by means of a truncated Ito–Taylor expansion. A comparative study with the other LL schemes is presented which shows some advantanges of the new scheme over other ones.     

Asymptotical p-Moment Stability of Stochastic Impulsive Differential Equations and Its Application in Impulsive Control

In this paper, the asymptotical p-moment stabifity of stochastic impulsive differential equations is studied, and a comparison theory to ensure the asymptotieal p-moment stability for trivial solution of this system is established, from which we can find out whether a stochastic impulsive differential system is stable just from a deterministic comparison system. As an application of this theory, we control the chaos of stochastic Chen system using impulsive method, and a stable region is deduced too. Finally, numerical simulations verify the feasibility of our method.     

随机过程数值仿真的精度实验与分析

为了考核随机过程数值仿真中采用的混沌多项式展开,小波动态自适应网格等的可靠性和近似程度,本文构造了一个具有解析解的随机过程,随后进行数值仿真。比较了数值仿真结果与解析解,证明两者是相互一致的。说明所采用的数值仿真方法是成立和近似度是可以接受的。所进行比较的随机过程解析解是相对比较简单的,当对更复杂的情况需要进一步数值实验验证。在文中并讨论了影响数值仿真精度和增加数值仿真工作难度的因素。     

Breakdown of a Nonlinear Stochastic Nipah Virus Epidemic Models through Efficient Numerical Methods

Background: Nipah virus (NiV) is a zoonotic virus (transmitted from animals to humans), which can also be transmitted through contaminated food or directly between people. According to a World Health Organization (WHO) report, the transmission of Nipah virus infection varies from animals to humans or humans to humans. The case fatality rate is estimated at 40% to 75%. The most infected regions include Cambodia, Ghana, Indonesia, Madagascar, the Philippines, and Thailand. The Nipah virus model is categorized into four parts: susceptible (S), exposed (E), infected (I), and recovered (R). Methods: The structural properties such as dynamical consistency, positivity, and boundedness are the considerable requirements of models in these fields. However, existing numerical methods like Euler–Maruyama and Stochastic Runge–Kutta fail to explain the main features of the biological problems. Results: The proposed stochastic non-standard finite difference (NSFD) employs standard and non-standard approaches in the numerical solution of the model, with positivity and boundedness as the characteristic determinants for efficiency and low-cost approximations. While the results from the existing standard stochastic methods converge conditionally or diverge in the long run, the solution by the stochastic NSFD method is stable and convergent over all time steps. Conclusions: The stochastic NSFD is an efficient, cost-effective method that accommodates all the desired feasible properties.     

随机中子动力学及其数值模拟研究进展

随机中子动力学是核动力设计和核反应堆安全中的重要课题,本文从随机中子动力学的基础概念和研究方法出发,介绍随机中子动力学研究的历史发展和研究现状.裂变中子与光子的多重性是反应堆零功率中子噪声主要来源,对中子涨落的方程描述及其求解,演化出零功率中子噪声与功率反应堆噪声的随机理论.随机中子动力学的重要应用包括反应性微观测量、功率反应堆噪声测量和分析、核临界漂移分析和核材料识别与检测等.在半个多世纪的研究中,以脉冲堆点火过程的脉冲爆发等待时间分布为代表的随机性,一直缺乏定量分析方法和工具.直到近几年,模拟随机中子动力学过程的广义半马尔科夫过程模拟方法取得了重要进展,很好地揭示了脉冲堆实验中子点火规律.最后讨论随机中子动力学研究中有待解决的研究课题.     

Deformations of Algebras Constructed using Quantum Stochastic Calculus

Deformations of associative algebras in which time is the deformation parameter are constructed using quantum stochastic flows in which the usual multiplicativity requirement is replaced by multiplicativity with respect to the deformed multiplication. The theory is restricted by a commutativity requirement on the structure maps of the flow, but examples which can be constructed in this way include the noncommutative torus and the Weyl–Moyal deformation.     

Numerical Solution of Fractional Partial Differential Equations by Discrete Adomian Decomposition Method

In this paper we find the solution of linear as well as nonlinear fractional partial differential equations using discrete Adomian decomposition method. Here we develop the discrete Adomian decomposition method to find the solution of fractional discrete diffusion equation, nonlinear fractional discrete Schrodinger equation, fractional discrete Ablowitz-Ladik equation and nonlinear fractional discrete Burger's equation. The obtained solution is verified by comparison with exact solution when $\alpha=1$.     

Numerical Solution and Stability Analysis for a Class of Nonlinear Differential Equations

International Journal of Theoretical Physics - In this paper, one-dimensional Burgers equation and one-dimensional Laval nozzle flow Euler equation are numerically solved, and the stability of the...     

缩减基有限元方法快速求解参数化偏微分方程

针对可用参数化微分方程表示的问题,缩减基有限元方法利用典型参数的高精度解构造基函数,可大幅度降低待求问题的自由度.以固体热传导和中子扩散的快速求解为例,展示该方法的优良特性.结果表明：在线阶段的求解效率可以实现两到三个数量级的提升.基于高保真模拟的缩减基模型可使高性能计算有效地应用于工程优化设计、应急指挥及复杂问题的反分析等.     

Stochastic motion of the untrapped particle in electrostatic mode

The stochastic energy diffusion of the untrapped particle in the electrostatic mode is investigated analytically.We find that the equilibrium electrostatic field of periodical structure plays the same role as the usual focusing magnetic field to lead the test particle to stochastic motion.The resonance overlapping criterion for the random state is given,and also the Fokker-Planck-Kolmogorov approach to diffusion is considered for our system.     

随机Ginzburg-Landau方程的数值模拟

对随机Ginzburg-Landau方程进行数值研究,构造一个非线性差分格式和一个线性化差分格式.通过对确定性和随机Ginzburg-Landau方程的计算,表明所构造的格式具有较高的精度和较快的计算效率.对随机Ginzburg-Landau方程就噪声振幅的不同取值进行了数值模拟,并对由此引发的各种行为进行了描述.