Related papers: Dynamics of the Langevin model subjected to colore…
A population of firing neurons is expected to carry information not only by mean firing rate but also by fluctuation and synchrony among neurons. In order to examine this possibility, we have studied responses of neuronal ensembles to three…
We provide a fully quantum description of a mechanical oscillator in the presence of thermal environmental noise by means of a quantum Langevin formulation based on quantum stochastic calculus. The system dynamics is determined by symmetry…
The problem of stationary robust L_infinity-induced deconvolution filtering for the uncertain continuous-time linear stochastic systems is addressed. The state space model of the system contains state- and input-dependent noise and…
We study a stochastically driven, damped nonlinear oscillator whose frequency is modulated by a white or coloured noise. Using diagrammatic perturbation theory, we find that in the absence of nonlinearity, parametric modulation by a…
We analyze the effects of additive, spatially extended noise on spatiotemporal patterns in continuum neural fields. Our main focus is how fluctuations impact patterns when they are weakly coupled to an external stimulus or another…
The response of neurons is highly sensitive to the stimulus. The stimulus can be associated with a direct injection in vitro experimentation (e.g., time dependent and independent inputs); or post-synaptic potentials resulting from the…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
We study a frequency-dependent damping model of hyper-diffusion within the generalized Langevin equation. The model allows for the colored noise defined by its spectral density, assumed to be proportional to $\omega^{\delta-1}$ at low…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We study the fractional Langevin equation with fractional $\alpha$-order and linear friction terms of a system coupled to white and colored thermal baths using both analytical and numerical methods. We find analytical expressions for the…
We study Langevin dynamics with noise projected onto the directions orthogonal to an isometric group action. This mathematical model is introduced to shed new light on the effects of symmetry on stochastic gradient descent for…
Signal detection in colored noise with an unknown covariance matrix has a myriad of applications in diverse scientific/engineering fields. The test statistic is the largest generalized eigenvalue (l.g.e.) of the whitened sample covariance…
High-dimensional recordings of dynamical processes are often characterized by a much smaller set of effective variables, evolving on low-dimensional manifolds. Identifying these latent dynamics requires solving two intertwined problems:…
Diffusion models achieve state-of-the-art image synthesis, with their generative trajectories fundamentally exhibiting a spectral bias, resolving low-frequency global structures early and high-frequency fine details later. Conventional…
We study, via extensive numerical simulations, the force-velocity curve of an active particle advected by a steady laminar flow, in the nonlinear response regime. Our model for an active particle relies on a colored noise term that mimics…
We propose a novel approach based on a Langevin equation for fluctuating motion of the center of mass of granular media fluidized by energy injection from a bottom plate. In this framework, the analytical solution of the Langevin equation…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
Loewner rational interpolation provides a versatile tool to learn low-dimensional dynamical-system models from frequency-response measurements. This work investigates the robustness of the Loewner approach to noise. The key finding is that…
In two recent papers, Rudolph and Destexhe (Neural Comp. {\bf 15}, 2577-2618, 2003; Neural Comp. in press, 2005) studied a leaky integrator model (i.e. an RC-circuit) driven by correlated (``colored'') Gaussian conductance noise and…
We introduce a stochastic model for the determination of phase noise in optoelectronic oscillators. After a short overview of the main results for the phase diffusion approach in autonomous oscillators, an extension is proposed for the case…