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We present here a short review of mainly experimental properties of noise as disordered systems are driven into non-ohmic regimes by applying voltages of few volts only. It is found that the noise does not simply follow the resistance in…

Other Condensed Matter · Physics 2009-11-11 K. K. Bardhan , C. D. Mukherjee , U. N. Nandi

The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…

Statistical Mechanics · Physics 2024-01-23 Julia Cantisán , Alexandre R. Nieto , Jesús M. Seoane , Miguel A. F. Sanjuán

In this paper, we formulate a stochastic logistic fish growth model driven by both white noise and non-Gaussian noise. We focus our study on the mean time to extinction, escape probability to measure the noise-induced extinction probability…

Probability · Mathematics 2020-09-03 A. Tesfay , D. Tesfay , A. Khalaf , J. Brannan

In many real-world scenarios, the underlying random fluctuations are non-Gaussian, particularly in contexts where heavy-tailed data distributions arise. A typical example of such non-Gaussian phenomena calls for L\'evy noise, which…

Numerical Analysis · Mathematics 2025-11-27 Jian-Guo Liu , Yuliang Wang

We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

Does a closed quantum many-body system that is continually driven with a time-dependent Hamiltonian finally reach a steady state? This question has only recently been answered for driving protocols that are periodic in time, where the long…

Strongly Correlated Electrons · Physics 2017-08-24 Sourav Nandy , Arnab Sen , Diptiman Sen

We study stochastic bifurcation for a system under multiplicative stable Levy noise (an important class of non-Gaussian noise), by examining the qualitative changes of equilibrium states in its most probable phase portraits. We have found…

Dynamical Systems · Mathematics 2018-04-04 Hui Wang , Xiaoli Chen , Jinqiao Duan

We study the impact of applying stochastic forcing to the Ghil-Sellers energy balance climate model in the form of a fluctuating solar irradiance. Through numerical simulations, we explore the noise-induced transitions between the competing…

Statistical Mechanics · Physics 2022-05-23 Valerio Lucarini , Larissa Serdukova , Georgios Margazoglou

A new approach for the weak noise analysis of exit problems removes an intrinsic contradiction of an existing method. It applies for both the mean time and the location of the exits; novel outcomes mainly concern the exits from entire…

Probability · Mathematics 2012-04-23 Dietrich Ryter

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…

Statistical Mechanics · Physics 2007-05-23 Aldo H. Romero , J. M. Sancho , Katja Lindenberg

We report measurements and analysis of the voltage noise due the to vortex motion, performed in superconducting Niobium micro-bridges. Noise in such small systems exhibits important changes from the behavior commonly reported in macroscopic…

Superconductivity · Physics 2007-05-23 J. Scola , A. Pautrat , C. Goupil , Ch. Simon , B. Domenges , C. Villard

This article is concerned with a mutualism ecological model with Levy noise. The local existence and uniqueness of a positive solution are obtained with positive initial value, and the asymptotic behavior to the problem is studied.…

Analysis of PDEs · Mathematics 2015-07-27 Mei Li , Hongjun Gao , Binjun Wang

We study the noise delayed decay of unstable nonequilibrium states in nonlinear dynamical systems within the framework of the overdamped Brownian motion model. We give the exact expressions for the decay times of unstable states for…

Statistical Mechanics · Physics 2009-11-10 N. V. Agudov , R. Mannella , A. V. Safonov , B. Spagnolo

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…

Analysis of PDEs · Mathematics 2009-11-10 D. Schertzer , M. Larchev , J. Duan , V. V. Yanovsky , S. Lovejoy

In oscillatory reaction-diffusion systems, time-delay feedback can lead to the instability of uniform oscillations with respect to formation of standing waves. Here, we investigate how the presence of additive, Gaussian white noise can…

Statistical Mechanics · Physics 2016-08-17 Michael Stich , Amit K Chattopadhyay

We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…

Statistical Mechanics · Physics 2009-10-31 S. K. Banik , J. R. Chaudhuri , D. S. Ray

Directed transport of overdamped Brownian particles driven by fractional Gaussian noises is investigated in asymmetrically periodic potentials. By using Langevin dynamics simulations, we find that rectified currents occur in the absence of…

Statistical Mechanics · Physics 2015-05-20 Bao-quan Ai , Ya-feng He , Wei-rong Zhong

We consider exit problems for small white noise perturbations of a dynamical system generated by a vector field, and a domain containing a critical point with all positive eigenvalues of linearization. We prove that, in the vanishing noise…

Probability · Mathematics 2020-12-15 Yuri Bakhtin , Hong-Bin Chen