Related papers: Dynamics of the Langevin model subjected to colore…
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…
Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
As circuits continue to miniaturize, noise has become a significant obstacle to performance optimization. Stochastic resonance in logic circuits offers an innovative approach to harness noise constructively; however, current implementations…
We develop a formalism to analyze the behaviour of pulse--coupled identical phase oscillators with a specific attention devoted to the onset of partial synchronization. The method, which allows describing the dynamics both at the…
We study synchronization of locally coupled noisy phase oscillators which move diffusively in a one-dimensional ring. Together with the disordered and the globally synchronized states, the system also exhibits several wave-like states which…
The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signal with information, termed stochastic resonance (SR). This paper analyzes…
A Langevin approach to understand the noise of microwave devices is presented. The device is represented by its equivalent circuit with the internal noise sources included as stochastic processes. From the circuit network analysis, a…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
We study the dynamics of an optical mode in a cavity with a movable mirror subject to quantum Brownian motion. We study the phase noise power spectrum of the output light, and we describe the mirror Brownian motion, which is responsible for…
Levy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. A typical model is obtained by considering finite dimensional linear stochastic SISO systems driven…
The experimental properties of intrinsic localized modes (ILM) have long been compared with theoretical dynamical lattice models that make use of nonlinear onsite and/or nearest neighbor intersite potentials. Here it is shown for a 1-D…
We develop a method to investigate the effect of noise timescales on the first-passage time of nonlinear oscillators. Using Fredholm theory, we derive an exact integral equation for the mean event rate of a leaky-integrate-and-fire…
We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…
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,…
A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…
We consider a system in direct contact with a thermal reservoir and which, if left unperturbed, is well described by a memory-less equilibrium Langevin equation of the second order in the time coordinate. In such conditions, the strength of…
Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW), the governing equations for the probability density…
We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…
A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…