arXiv subjects

Johnny Zhong

Publications and source records attributed to Johnny Zhong.

5 recordsLinked to original sources

arXiv2021

Expected Exit Time for Time-Periodic Stochastic Differential Equations and Applications to Stochastic Resonance

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 establishes a Feynman-Kac duality between expected exit time of time-periodic stochastic differential equations and time-periodic solutions of parabolic partial differential equations. Casting the time-periodic solution of the parabolic partial differential equation as a fixed point problem and a convex optimisationproblem, we give sufficient conditions in which the partial differential equation is well-posed in a weak and classical sense. With no known closed formulae for the expected exit time, we show our method can be readily implemented by standard numerical schemes. With relatively weak conditions (e.g. locally Lipschitz coefficients), the method in this paper is applicable to wide range of physical systems including weakly dissipative systems. Particular applications towards stochastic resonance will be discussed.

math.PR↗

arXiv2019

Existence of Geometric Ergodic Periodic Measures of Stochastic Differential Equations

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 systems. This paper gives sufficient conditions for the existence, uniqueness and geometric convergence of a periodic measure for time-periodic Markovian processes on a locally compact metric space in great generality. In particular, we apply these results in the context of time-periodic weakly dissipative stochastic differential equations, gradient stochastic differential equations as well as Langevin equations. We will establish the Fokker-Planck equation that the density of the periodic measure sufficiently and necessarily satisfies. Applications to physical problems shall be discussed with specific examples.

math.PR↗

arXiv2018

Pechukas-Yukawa formalism for Landau-Zener transitions in the presence of external noise

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 the influence of noise on the dynamics of an adiabatically evolving Hamiltonian which can describe a quantum computer. Under this description, the level dynamics of a parametrically perturbed quantum Hamiltonian are mapped to the dynamics of 1D classical gas. We show that our framework coincides with the results of the classical Landau-Zener transitions upon linearisation. Furthermore, we determine the effects of external noise on the level dynamics and its impact on Landau-Zener transitions.

cond-mat.stat-mech↗

arXiv2018

Pechukas-Yukawa approach to the evolution of the quantum state of a parametrically perturbed system

We consider the evolution of a quantum state of a Hamiltonian which is parametrically perturbed via a term proportional to the adiabatic parameter λ(t). Starting with the Pechukas-Yukawa mapping of the energy eigenvalues evolution on a generalised Calogero-Sutherland model of 1D classical gas, we consider the adiabatic approximation with two different expansions of the quantum state in powers of dλ/dt and compare them with a direct numerical simulation. We show that one of these expansions (Magnus series) is especially convenient for the description of non-adiabatic evolution of the system. Applying the expansion to the exact cover 3-satisfability problem, we obtain the occupation dynamics which provides insight on the population of states.

cond-mat.stat-mech↗

arXiv2017

BBGKY chain and kinetic equations for the level dynamics in an externally perturbed quantum system

Theoretical description and simulation of large quantum coherent systems out of equilibrium remains a daunting task. Here we are developing a new approach to it based on the Pechukas-Yukawa formalism, which is especially convenient in case of an adiabatically slow external perturbation. In this formalism the dynamics of energy levels in an externally perturbed quantum system as a function of the perturbation parameter is mapped on that of a fictitious one-dimensional classical gas of particles with cubic repulsion. Equilibrium statistical mechanics of this Pechukas gas allows to reproduce the random matrix theory of energy levels. In the present work, we develop the nonequilibrium statistical mechanics of the Pechukas gas, starting with the derivation of the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) chain of equations for the appropriate generalized distribution functions. Sets of approximate kinetic equations can be consistently obtained by breaking this chain at a particular point (i.e. approximating all higher-order distribution functions by the products of the lower-order ones). When complemented by the equations for the level occupation numbers and inter-level transition amplitudes, they allow to describe the nonequilibrium evolution of the quantum state of the system, which can describe better a large quantum coherent system than the currently used approaches. In particular, we find that corrections to the factorized approximation of the distribution function scale as 1/N, where N is the number of the "Pechukas gas particles" (i.e. energy levels in the system).

cond-mat.stat-mech↗