Related papers: An intermediate regime for exit phenomena driven b…
The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
We investigate the decoherence of a small quantum system weakly coupled to a complex, chaotic environment when the dynamics is not Gaussian but Levy anomalous. By studying the time dependence of the linear entropy and the damping of the…
We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise, where Langevin representation is absent. In view of the L\'{e}vy noise sensitivity to environmental inhomogeneities, the pertinent random…
We consider the long-time dynamics of a general class of nonlinear Fokker-Planck equations, describing the large population behavior of mean-field interacting units. The main motivation of this work concerns the case where the individual…
We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…
We present a new form of intermittency, L\'evy on-off intermittency, which arises from multiplicative $\alpha$-stable white noise close to an instability threshold. We study this problem in the linear and nonlinear regimes, both…
We address estimation of parametric coefficients of a pure-jump L\'evy driven univariate stochastic differential equation (SDE) model, which is observed at high frequency over a fixed time period. It is known from the previous study Masuda…
Simple dynamical systems -- with a small number of degrees of freedom -- can behave in a complex manner due to the presence of chaos. Such systems are most often (idealized) limiting cases of more realistic situations. Isolating a small…
We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…
We consider weakly damped nonlinear Schr\"odinger equations perturbed by a noise of small amplitude. The small noise is either complex and of additive type or real and of multiplicative type. It is white in time and colored in space. Zero…
We study the effect of a non-Gaussian noise on interstate switching activated primarily by Gaussian noise. Even weak non-Gaussian noise can strongly change the switching rate. The effect is determined by all moments of the noise…
A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
This contribution investigates an original stochastic approach for the emergence of stop-and-go waves in traffic flow, a collective phenomenon with significant safety and environmental implications. Using a stable nonlinear car-following…
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…
The characterization of the distance from equilibrium is a debated problem in particular in the treatment of experimental signals. If the signal is a 1-dimensional time-series, such a goal becomes challenging. A paradigmatic example is the…
This is an overview about natural sample spaces for differential equations driven by various noises. Appropriate sample spaces are needed in order to facilitate a random dynamical systems approach for stochastic differential equations. The…
Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…