Related papers: Poisson-noise induced escape from a metastable sta…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
We study some linear and nonlinear shot noise models where the jumps are drawn from a compound Poisson process with jump sizes following an Erlang-$m$ distribution. We show that the associated Master equation can be written as a spatial…
We analyze the behavior of a Brownian particle moving in a double-well potential. The escape probability of this particle over the potential barrier from a metastable state toward another state is known as the Kramers problem. In this work…
We exploit a simple one-dimensional trapping model introduced before, prompted by the problem of ion current across a biological membrane. The voltage-sensitive channels are open or closed depending on the value taken by an external…
The noise-enhanced trapping is a surprising phenomenon that has already been studied in chaotic scattering problems where the noise affects the physical variables but not the parameters of the system. Following this research, in this work…
The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…
We study the effect of homogeneous noise on the escape rate of strongly chaotic area-preserving maps with a small opening. While in the noiseless dynamics the escape rate analytically depends on the instability of the shortest periodic…
We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…
Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…
We study the effects of noise-intensity fluctuations on the stationary and dynamical properties of an overdamped Langevin model with a bistable potential and external periodical driving force. We calculated the stationary distributions,…
Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…
Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the potential well. Applying analytical arguments and…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We consider the escape of particles located in the middle well of a symmetric triple well potential driven sinusoidally by two forces such that the potential wells roll as in stochastic resonance and the height of the potential barrier…
The model of a double-well oscillator with nonlinear dissipation is studied. The self-sustained oscillations regime and the excitable one are described. The first regime consists in the coexistence of two stable limit cycles in the phase…
We study the escape rate of a particle in a metastable potential in presence of a dissipative bath coupled to the momentum of the particle. Using the semiclassical bounce technique, we find that this rate is exponentially enhanced. In…
We study the dynamics of one-dimensional active particles confined in a double-well potential, focusing on the escape properties of the system, such as the mean escape time from a well. We first consider a single-particle both in near and…