Related papers: Collapse models with non-white noises II: particle…
Accurately estimating the statistical properties of noise is important in data analysis for space-based gravitational wave detectors. Noise in different time-delay interferometry channels correlates with each other. Many studies often…
We consider two coupled phase oscillators in the presence of proportional ("common") and independent white noises. The global synchronization properties of the system are analytically studied via the Fokker-Planck equation. When the…
For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of…
The Dean-Kawasaki model consists of a nonlinear stochastic partial differential equation featuring a conservative, multiplicative, stochastic term with non-Lipschitz coefficient, and driven by space-time white noise; this equation describes…
We study the effects of noise cross-correlations on the steady states of driven, nonequilibrium systems, which are described by two stochastically driven dynamical variables, in one dimension. We use a well-known stochastically driven…
In the DP-model, gravity-related spontaneous wave function collapses suppress undesirable Schr\"odinger Cat states. We derive the equations of the model for the hydrodynamic-elastic (acoustic) modes in a bulk. Two particular features are…
Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at…
System-environment interactions are intrinsically nonlinear and dependent on the interplay between many degrees of freedom. The complexity may be even more pronounced when one aims to describe biologically motivated systems. In that case,…
Empirical determination of the scaling properties and exponents of time series presents a formidable challenge in testing, and developing, a theoretical understanding of turbulence and other out-of-equilibrium phenomena. We discuss the…
Collapse models describe phenomenologically the quantum-to-classical transition by adding suitable nonlinear and stochastic terms to the Schroedinger equation, thus (slightly) modifying the dynamics of quantum systems. Experimental bounds…
The dynamical evolution of dislocations in plastically deformed metals is controlled by both deterministic factors arising out of applied loads and stochastic effects appearing due to fluctuations of internal stress. Such type of stochastic…
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular…
The local, uncorrelated multiplicative noises driving a second-order, purely noise-induced, ordering phase transition (NIPT) were assumed to be Gaussian and white in the model of [Phys. Rev. Lett. \textbf{73}, 3395 (1994)]. The potential…
The long-term mean-field dynamics of coupled underdamped Duffing oscillators driven by an external periodic signal with Gaussian noise is investigated. A Boltzmann-type H-theorem is proved for the associated nonlinear Fokker-Planck equation…
We investigate the correspondence between classical noise and quantum environments. Although it has been known that the classical noise can be mapped to the quantum environments only for pure dephasing and infinite-temperature dissipation…
A number of authors have proposed stochastic versions of the Schr\"odinger equation, either as effective evolution equations for open quantum systems or as alternative theories with an intrinsic collapse mechanism. We discuss here two…
In this paper we study the linear stochastic heat equation, also known as parabolic Anderson model, in multidimension driven by a Gaussian noise which is white in time and it has a correlated spatial covariance. Examples of such covariance…
We develop a mean-field approach for multicomponent stochastic spatially extended systems and use it to obtain a multivariate nonlinear self-consistent Fokker-Planck equation defining the probability density of the state of the system,…