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Symplectic Integration of Hamiltonian Systems with Additive Noise [PDF]

open access: yesSIAM Journal on Numerical Analysis, 2002
Hamiltonian systems with additive noise possess the property of preserving symplectic structure. Numerical methods with the same property are constructed for such systems.
G N Milstein, M V Tretyakov
exaly   +2 more sources

Additive noise in noise-induced nonequilibrium transitions

Chaos: An Interdisciplinary Journal of Nonlinear Science, 2001
We study different nonlinear systems which possess noise-induced nonequlibrium transitions and shed light on the role of additive noise in these effects. We find that the influence of additive noise can be very nontrivial: it can induce first- and second-order phase transitions, can change properties of on–off intermittency, or stabilize oscillations ...
Zaikin, Alexei A.   +1 more
openaire   +3 more sources

Information transmission with additional noise

IEEE Transactions on Information Theory, 1962
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roland L. Dobrushin, Boris Tsybakov
openaire   +2 more sources

Robust contracting with additive noise

Journal of Economic Theory, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gabriel D. Carroll, Delong Meng
openaire   +2 more sources

The Additive Noise Channel with a Helper

2019 IEEE Information Theory Workshop (ITW), 2019
The additive noise channel is studied in the presence of a helper who observes the noise and can describe it to the receiver over a rate-limited noise-free bit-pipe. It is shown that the capacity of this network is typically the sum of the capacity of the channel in the absence of the helper and the capacity of the bit-pipe from the helper to the ...
Shraga I. Bross, Amos Lapidoth
openaire   +2 more sources

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