Related papers: Bistable stochastic processes in the q-exponential…
The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
This study addresses limited attention allocation in a stochastic linear quadratic system with multiplicative noise. Our approach enables strategic resource allocation to enhance noise estimation and improve control decisions. We provide…
The Tsallis entropy and Fisher information entropy (matrix) are very important quantities expressing information measures in nonextensive systems. Stationary and dynamical properties of the information entropies have been investigated in…
Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We…
Stochastic resonance is a well established phenomenon, which proves relevant for a wide range of applications, of broad trans-disciplinary breath. Consider a one dimensional bistable stochastic system, characterized by a deterministic…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…
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,…
In many applied settings, the chemical Langevin equation and linear noise approximation are used in the simulation and data analysis of stochastic reaction networks. With the goal of exploring the sensitivities of reaction network paths to…
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…
An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…
We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…
We consider the transport statistics of classical bistable systems driven by noise. The stochastic path integral formalism is used to investigate the dynamics and distribution of transmitted charge. Switching rates between the two stable…
We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically…
Stochastic resonance phenomenon induced by non-Gaussian L\'evy noise in a second-order bistable system is investigated. The signal-noise-ratio for different parameters is computed by an efficient numerical scheme. The influences of the…
We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…
We focus on the intermittent bistable stall dynamics of an airfoil under varying angle of attack. We propose a one-dimensional Langevin equation where the stochastic forcing depends on the state of the system -- high-lift attached flow or…