Related papers: Dynamics of the Langevin model subjected to colore…
We have studied the finite $N$-unit Langevin model subjected to multiplicative noises, by using the augmented moment method (AMM), as a continuation of our previous paper [H. Hasegawa, J. Phys. Soc. Jpn. {\bf 75} (2006) 033001]. Effects of…
We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a…
Recently, we have shown how a colored-noise Langevin equation can be used in the context of molecular dynamics as a tool to obtain dynamical trajectories whose properties are tailored to display desired sampling features. In the present…
We have studied the synchronization induced by periodic inputs applied to the finite $N$-unit coupled bistable Langevin model which is subjected to cross-correlated additive and multiplicative noises. Effects on the synchronization of the…
The Langevin system subjected to non-Gaussian noise has been discussed, by using the second-order moment approach with two kinds of models for generating the noise. We have derived the effective differential equation (DE) for a variable…
The synchrony and variability have been discussed of the coupled Langevin model subjected to spatially correlated additive and multiplicative noise. We have employed numerical simulations and the analytical augmented-moment method which is…
We have proposed a generalized Langevin-type rate-code model subjected to multiplicative noise, in order to study stationary and dynamical properties of an ensemble containing {\it finite} $N$ neurons. Calculations using the Fokker-Planck…
The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…
Simplified neuronal models capture the essence of the electrical activity of a generic neuron, besides being more interesting from the computational point of view when compared to higher dimensional models such as the Hodgkin-Huxley one. In…
In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The Linear Inverse Model (LIM) is a class of data-driven methods that extract dynamic and stochastic…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
We study the effects of noise-intensity fluctuations on the stationary and dynamical properties of an overdamped Langevin model with a bistable potential and external periodical driving force. We calculated the stationary distributions,…
Finite $N$-unit Langevin models with additive and multiplicative noises have been studied with the use of the augmented moment method (AMM) previously proposed by the author [H. Hasegawa, Phys. Rev E {\bf 67}, 041903 (2003)]. Original…
A recent study on the effect of colored driving noise on the escape from a metastable state derives an analytic expression of the transfer function of the leaky integrate-and-fire neuron model subject to colored noise. Here we present an…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
We propose another integrate-and-fire model as a single neuron model. We study a globally coupled noisy integrate-and-fire model with inhibitory interaction using the Fokker-Planck equation and the Langevin equation, and find a reentrant…
We propose an efficient sensitivity analysis method for a wide class of colored noise-driven interacting particle systems (IPS). Our method is based on unperturbed simulations and significantly extends the Malliavin weight sampling method…
In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into…