3 papers
math.PR2019
Expected Exit Time for Time-Periodic Stochastic Differential Equations and Applications to Stochastic Resonance
Chunrong Feng, Huaizhong Zhao, Johnny Zhong
In this paper, we derive a parabolic partial differential equation for the expected exit time of non-autonomous time-periodic non-degenerate stochastic differential equations. This…
math.PR2019
Existence of Geometric Ergodic Periodic Measures of Stochastic Differential Equations
Chunrong Feng, Huaizhong Zhao, Johnny Zhong
Periodic measures are the time-periodic counterpart to invariant measures for dynamical systems and can be used to characterise the long-term periodic behaviour of stochastic syste…
cond-mat.stat-mech2018
Pechukas-Yukawa formalism for Landau-Zener transitions in the presence of external noise
Mumnuna A. Qureshi, Johnny Zhong, Peter Mason +2
Quantum systems are prone to decoherence due to both intrinsic interactions as well as random fluctuations from the environment. Using the Pechukas-Yukawa formalism, we investigate…