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We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose path integral formalism for a single variable stochastic dynamics, we…

Disordered Systems and Neural Networks · Physics 2017-01-26 John A. Hertz , Yasser Roudi , Peter Sollich

Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…

Biological Physics · Physics 2026-04-17 David B. Brückner , Pierre Ronceray , Chase P. Broedersz

We present a full-wave Maxwell-density matrix simulation tool including c-number stochastic noise terms for the modeling of the spatiotemporal dynamics in active photonic devices, such as quantum cascade lasers (QCLs) and quantum dot (QD)…

We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…

Statistical Mechanics · Physics 2009-11-11 M. Zaks , X. Sailer , L. Schimansky-Geier , A. Neiman

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

The behavior of the most probable values of the order parameter $x$ and the amplitude $\phi$ of conjugate force fluctuations is studied for a stochastic system with a colored multiplicative noise with absorbing states. The phase diagrams…

Statistical Mechanics · Physics 2007-05-23 D. O. Kharchenko

Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…

Statistical Mechanics · Physics 2018-06-06 A. Tamm , M. Caro , A. Caro , G. Samolyuk , M. Klintenberg , A. A. Correa

We investigate modifications of a stochastic polymer picture through a shift in the boundary between the system and an external environment. A conventional bead-and-spring model serving as the coarse-graining model is given by the Langevin…

Soft Condensed Matter · Physics 2022-01-12 Takuya Saito

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

Statistical Mechanics · Physics 2009-11-07 H. Sakaguchi

Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…

Statistical Mechanics · Physics 2010-08-31 Yoshihiko Hasegawa , Masanori Arita

The path integral molecular dynamics (PIMD) method provides a convenient way to compute the quantum mechanical structural and thermodynamic properties of condensed phase systems at the expense of introducing an additional set of…

Statistical Mechanics · Physics 2010-09-29 Michele Ceriotti , Michele Parrinello , Thomas E. Markland , David E. Manolopoulos

In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…

Quantitative Methods · Quantitative Biology 2018-12-03 Michael F Adamer , Heather A Harrington , Eamonn A Gaffney , Thomas E Woolley

We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…

Condensed Matter · Physics 2009-11-07 Guilhem Semerjian , Leticia F. Cugliandolo

Analytical expressions are put forward to investigate the forced spiking activity of abstract neuron models such as the driven leaky integrate-and-fire (LIF) model. The method is valid in a wide parameter regime beyond the restraining…

Neurons and Cognition · Quantitative Biology 2007-05-23 Michael Schindler , Peter Talkner , Peter Hänggi

Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…

Statistical Mechanics · Physics 2015-11-25 Jannis Schuecker , Markus Diesmann , Moritz Helias

A flexible discriminative image denoiser is introduced in which multi-task learning methods are applied to a densoising FCN based on U-Net. The activations of the U-Net model are modified by affine transforms that are a learned function of…

Image and Video Processing · Electrical Eng. & Systems 2020-11-26 Anthony Kelly

Influence of mesoscopic channel noise on excitable dynamics of living cells became a hot subject within the last decade, and the traditional biophysical models of neuronal dynamics such as Hodgkin-Huxley model have been generalized to…

Neurons and Cognition · Quantitative Biology 2014-09-24 Igor Goychuk

The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a…

Statistical Mechanics · Physics 2009-11-10 Daniel Huber , Lev S. Tsimring

We study the effects of time and space correlations of an external additive colored noise on the steady-state behavior of a Time-Dependent Ginzburg-Landau model. Simulations show the existence of nonequilibrium phase transitions controlled…

Condensed Matter · Physics 2009-10-22 Jordi Garcia-Ojalvo , Jose M. Sancho

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov