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We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…

Statistical Mechanics · Physics 2024-11-22 Ewan T. Phillips , Benjamin Lindner , Holger Kantz

We develop a microscopic transport theory in a randomly driven fermionic model with and without linear potential. The operator dynamics arise from the competition between noisy and static couplings, leading to diffusion regardless of…

Strongly Correlated Electrons · Physics 2023-11-29 Christopher M. Langlett , Shenglong Xu

We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…

Probability · Mathematics 2025-11-06 Alexander Alecio

We have analyzed the effects of the addition of external noise to non-dynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , G. Gomila , J. M. Rubí

Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…

Populations and Evolution · Quantitative Biology 2007-05-23 B. Spagnolo , D. Valenti , A. Fiasconaro

Within the Rayleigh-Helmholtz model of active Brownian particles activity is due to a non-linear velocity dependent force. In the presence of an external trapping potential or a constant force, the steady state of the system breaks detailed…

Statistical Mechanics · Physics 2015-06-19 Debasish Chaudhuri

Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the KS-entropy diverges we analyse the difference between the total entropy of a noisy system and the entropy of…

We consider a one-dimensional directional array of diffusively coupled oscillators. They are perturbed by the injection of a small additive noise, typically orders of magnitude smaller than the oscillation amplitude, and the system is…

Disordered Systems and Neural Networks · Physics 2019-01-09 Clement Zankoc , Duccio Fanelli , Francesco Ginelli , Roberto Livi

We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium…

Statistical Mechanics · Physics 2015-05-13 I. A. Shuda , S. S. Borysov , A. I. Olemskoi

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

Statistical Mechanics · Physics 2016-09-14 Debasish Chaudhuri

Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…

Information Theory · Computer Science 2012-05-07 Serdar Yüksel

Self-organization through noisy interactions is ubiquitous across physics, mathematics, and machine learning, yet how long-range structure emerges from local noisy dynamics remains poorly understood. Here, we investigate three paradigmatic…

Soft Condensed Matter · Physics 2026-03-31 Satyam Anand , Guanming Zhang , Stefano Martiniani

Non-reciprocal interactions are present in many systems out of equilibrium. The rate of entropy production is a measure that quantifies the time irreversibility of a system, and thus how far it is from equilibrium. In this work, we…

Statistical Mechanics · Physics 2022-11-28 Ziluo Zhang , Rosalba Garcia-Millan

We theoretically and numerically investigate the spin fluctuations induced in a thermal atomic ensemble by an external fluctuating uniaxial magnetic field, in the context of a standard spin noise spectroscopy (SNS) experiment. We show that…

Quantum Physics · Physics 2023-10-05 J. Delpy , S. Liu , P. Neveu , C. Roussy , Th. Jolicoeur , F. Bretenaker , F. Goldfarb

We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…

Quantum Physics · Physics 2023-01-24 D. Matos , L. Kantorovich , I. J. Ford

Mechanisms of pattern formation---of which the Turing instability is an archetype---constitute an important class of dynamical processes occurring in biological, ecological and chemical systems. Recently, it has been shown that the Turing…

Disordered Systems and Neural Networks · Physics 2019-06-19 Sayat Mimar , Mariamo Mussa Juane , Juyong Park , Alberto P. Munuzuri , Gourab Ghoshal

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

The dynamics of one species chemical kinetics is studied. Chemical reactions are modelled by means of continuous time Markov processes whose probability distribution obeys a suitable master equation. A large deviation theory is formally…

Statistical Mechanics · Physics 2015-03-14 Carlos Escudero , Andres M. Rivera , Pedro J. Torres

Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…

Statistical Mechanics · Physics 2026-02-23 Patrick Romanescu

This is a short review of the statistical mechanical definition of entropy production for systems composed of a large number of interacting components. Emphasis is on open systems driven away from equilibrium where the entropy production…

Statistical Mechanics · Physics 2015-06-02 Christian Maes
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