Related papers: Poisson-noise induced escape from a metastable sta…
For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonlocal) equations. We develop an efficient and convergent…
We derive an analytical approximation to the probability distribution function (pdf) for the response of Mathieu's equation under parametric excitation by a random process with a spectrum peaked at the main resonant frequency, motivated by…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
Attractors of dynamical systems may be networks in phase space that can be heteroclinic (where there are dynamical connections between simple invariant sets) or excitable (where a perturbation threshold needs to be crossed to a dynamical…
The effect of small-amplitude noise on excitable systems with large time-scale separation is analyzed. It is found that small random perturbations of the fast excitatory variable result in the onset of a quasi-deterministic limit cycle…
Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…
A perturbation framework is developed to analyze metastable behavior in stochastic processes with random internal and external states. The process is assumed to be under weak noise conditions, and the case where the deterministic limit is…
Non-equilibrium noise is characterized as noise realizations where external agitations disrupt the harmonic equilibrium of Brownian motion. Excitations in a particle's random walk into a so-called L\'evy flight changes the distribution of…
The Poisson probability distribution is frequently encountered in physical science measurements. In spite of the simplicity and familiarity of this distribution, there is considerable confusion among physicists concerning the description of…
We study noise induced switching in systems far from equilibrium by using an underdamped micromechanical torsional oscillator driven into the nonlinear regime. Within a certain range of driving frequencies, the oscillator possesses two…
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…
The position of a reaction front, propagating into a metastable state, fluctuates because of the shot noise of reactions and diffusion. A recent theory [B. Meerson, P.V. Sasorov, and Y. Kaplan, Phys. Rev. E 84, 011147 (2011)] gave a closed…
We show that shot noise can be used for studies of hopping and resonant tunnelling between localised electron states. In hopping via several states, shot noise is seen to be suppressed compared with its classical Poisson value $S_I=2eI$…
Transient properties of different physical systems with metastable states perturbed by external white noise have been investigated. Two noise-induced phenomena, namely the noise enhanced stability and the resonant activation, are…
A noise source model, consisting of a pulse sequence at random times with memory, is presented. By varying the memory we can obtain variable randomness of the stochastic process. The delay time between pulses, i. e. the noise memory,…
A disordered version of the one dimensional asymmetric exclusion model where the particle hopping rates are quenched random variables is studied. The steady state is solved exactly by use of a matrix product. It is shown how the phenomenon…
We study the overdamped motion of a Brownian particle in a driven double-well system to understand various physical phenomena observed experimentally. These phenomena include hysteresis, stochastic resonance, and net unidirectional motion…
Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…
We consider the rates of noise-induced switching between the stable states of dissipative dynamical systems with delay and also the rates of noise-induced extinction, where such systems model population dynamics. We study a class of systems…