Effective drifts in dynamical systems with multiplicative noise: a review of recent progress.

Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales, there is often need to resort to effective mathematical models such as stochastic differential equations (SDEs). In particular, here we consider effective SDEs describing the behavior of systems in the limits when natural time scales become very small.

Percolation thresholds for discrete-continuous models with nonuniform probabilities of bond formation.

We introduce a class of discrete-continuous percolation models and an efficient Monte Carlo algorithm for computing their properties. The class is general enough to include well-known discrete and continuous models as special cases. We focus on a particular example of such a model, a nanotube model of disintegration of activated carbon.

Stratonovich-to-Itô transition in noisy systems with multiplicative feedback.

Intrinsically noisy mechanisms drive most physical, biological and economic phenomena. Frequently, the system's state influences the driving noise intensity (multiplicative feedback). These phenomena are often modelled using stochastic differential equations, which can be interpreted according to various conventions (for example, Itô calculus and Stratonovich calculus), leading to qualitatively different solutions.

Force measurement in the presence of Brownian noise: equilibrium-distribution method versus drift method.

The study of microsystems and the development of nanotechnologies require alternative techniques to measure piconewton and femtonewton forces at microscopic and nanoscopic scales. Among the challenges is the need to deal with the ineluctable thermal noise, which, in the typical experimental situation of a spatial diffusion gradient, causes a spurious drift. This leads to a correction term when forces are estimated from drift measurements [G.

Influence of noise on force measurements.

We demonstrate how the ineluctable presence of thermal noise alters the measurement of forces acting on microscopic and nanoscopic objects. We quantify this effect exemplarily for a Brownian particle near a wall subjected to gravitational and electrostatic forces. Our results demonstrate that the force-measurement process is prone to artifacts if the noise is not correctly taken into account.

Hilbert's 17th problem and the quantumness of states.

A state of a quantum system can be regarded as classical (quantum) with respect to measurements of a set of canonical observables if and only if there exists (does not exist) a well defined, positive phase-space distribution, the so called Glauber-Sudarshan P representation. We derive a family of classicality criteria that requires that the averages of positive functions calculated using P representation must be positive. For polynomial functions, these criteria are related to Hilbert's 17th problem, and have physical meaning of generalized squeezing conditions; alternatively, they may be interpreted as nonclassicality witnesses.