Related papers: Dynamics of the Langevin model subjected to colore…
The accurate estimation of the noise covariance matrix (NCM) in a dynamic system is critical for state estimation and control, as it has a major influence in their optimality. Although a large number of NCM estimation methods have been…
We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…
Reaction-diffusion systems which include processes of the form A+A->A or A+A->0 are characterised by the appearance of `imaginary' multiplicative noise terms in an effective Langevin-type description. However, if `real' as well as…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
We analytically determine the correlation functions of the stochastic response of a generic mapping system driven by colored noise. We also address the issue of noise cascading in coupled-element systems, particularly in a uni-directionally…
Stochastic integrate-and-fire (IF) neuron models have found widespread applications in computational neuroscience. Here we present results on the white-noise-driven perfect, leaky, and quadratic IF models, focusing on the spectral…
We study a diagnosis scheme to reliably detect the active mode of discrete-time, switched affine systems in the presence of measurement noise and asynchronous switching. The proposed scheme consists of two parts: (i) the construction of a…
Recent studies have established and rigorously validated a modified Langevin noise formalism that enables first-principles quantization of electromagnetic fields in open and dissipative environments [1,2,3]. Building on this foundation, a…
Unidirectionally coupled dynamical system is studied by focusing on the input (or boundary) dependence. Due to convective instability, noise at an up-flow is spatially amplified to form an oscillation. The response, given by the down-flow…
An efficient method is presented as a means of an approximate, analytic time-dependent solution of the Fokker-Planck equation (FPE) for the Langevin model subjected to additive and multiplicative noise. We have assumed that the dynamical…
We derive an inequality relating the finite-frequency linear response and fluctuations of an observable in a physical system. The relation holds for arbitrary observables and perturbations in general Markovian dynamics, including over- and…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
The Stochastic Liouville-von Neumann (SLN) equation describes the dynamics of an open quantum system reduced density matrix coupled to a non-Markovian harmonic environment. The interaction with the environment is represented by complex…
We present a novel numerical framework that integrates the modified Langevin noise formalism into the multimode Jaynes- and Tavis-Cummings models, enabling a first-principles, non-Markovian analysis of atom-field interactions in dissipative…
We present a novel mathematical approach to model noise in dynamical systems. We do so by considering dynamics of a chain of diffusively coupled Nagumo cells affected by noise. We show that the noise in transmembrane current can be…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
The equations of motion of active systems can be modeled in terms of Ornstein-Uhlenbeck processes (OUPs) with appropriate correlators. For further theoretical studies, these should be approximated to yield a Markovian picture for the…
We present an exact functional formalism to deal with linear Langevin equations with arbitrary memory kernels and driven by any noise structure characterized through its characteristic functional. No others hypothesis are assumed over the…
A population of firing neurons is expected to carry not only mean firing rate but also its fluctuation and synchrony among neurons. In order to examine this possibility, we have studied responses of neuronal ensembles to three kinds of…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…