Related papers: 1/f noise from nonlinear stochastic differential e…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
Power-law sensitivity to initial conditions, characterizing the behaviour of dynamical systems at their critical points (where the standard Liapunov exponent vanishes), is studied in connection with the family of nonlinear 1D logistic-like…
Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…
Numerical simulations of particle acceleration in magnetized turbulence have recently observed powerlaw spectra where pile-up distributions are rather expected. We interpret this as evidence for particle segregation based on acceleration…
Single quantum dots and other materials exhibit irregular switching between on and off states; these on-off states follow power-law statistics giving rise to 1/f noise. We transfer this phenomenon (also referred to as on-off intermittency)…
Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…
In this pedagogical paper we study the dripping pattern of a leaking faucet which we analyse on the basis of a musical procedure which we outline and match the power spectral density of these drops (which are recorded as noise signals over…
The frequency flicker of an oscillator, which appears as a 1/f^3 line in the phase noise spectral density, and as a floor on the Allan variance plot, originates from two basic phenomena, namely: (1) the 1/f phase noise turned into 1/f…
A microscopic model in the framework of fractional kinetics to describe spatial dispersion of power-law type is suggested. The Liouville equation with the Caputo fractional derivatives is used to obtain the power-law dependence of the…
We study the asymptotic behaviour of different statistics for time series exhibiting long memory and nonstationarity. For processes with memory parameter $d\in(-1/2,3/2)$, we derive the joint limiting distribution of discrete Fourier…
Context. The overdensity inside a cosmological sub-volume and the tidal fields from its surroundings affect the matter distribution of the region. The resulting difference between the local and global power spectra is characterized by the…
We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…
Large genomic and imaging datasets can be used to train models that learn meaningful representations of cellular systems. Across domains, model performance improves predictably with dataset size and compute budget, providing a basis for…
In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…
Spectral line-shapes provide a window into the local environment coupled to a quantum transition in the condensed phase. In this paper, we build upon a stochastic model to account for non-stationary background processes produced by…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…