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A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…

Statistical Mechanics · Physics 2016-12-13 A. N. Vitrenko

We develop a theory describing the transient transmission through noisy qubit-resonator systems with quadratic interactions as are found in superconducting and nanomechanical resonators coupled to solid-state qubits. After generalizing the…

Mesoscale and Nanoscale Physics · Physics 2023-05-17 Philipp M. Mutter , Guido Burkard

Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Statistical Mechanics · Physics 2016-02-17 Daniel G. Barci , Zochil González Arenas , Miguel Vera Moreno

The statistics of transitions between the metastable states of a periodically driven bistable Brownian oscillator are investigated on the basis of a two-state description by means of a master equation with time-dependent rates. The results…

Data Analysis, Statistics and Probability · Physics 2011-11-09 Peter Talkner , Lukasz Machura , Michael Schindler , Peter Hanggi , Jerzy Luczka

Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with…

Statistical Mechanics · Physics 2009-11-07 L. S. Tsimring , A. Pikovsky

We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…

Statistical Mechanics · Physics 2009-11-10 B. von Haeften , G. Izús , S. Mangioni , A. D. Sánchez , H. S. Wio

The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with…

Systems and Control · Electrical Eng. & Systems 2020-07-06 Yu Xing , Ben Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

Probability · Mathematics 2007-05-23 D. Blömker , G. A. Pavliotis , M. Hairer

This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…

Statistical Mechanics · Physics 2017-11-30 Chai Hok Eab , S. C. Lim

Positive feedback and cooperativity in the regulation of gene expression are generally considered to be necessary for obtaining bistable expression states. Recently, a novel mechanism of bistability termed emergent bistability has been…

Quantitative Methods · Quantitative Biology 2012-10-22 Sayantari Ghosh , Subhasis Banerjee , Indrani Bose

Recovering a stochastic process from noisy ensembles of single particle trajectories (SPTs) is resolved here using the Langevin equation as a model. The massive redundancy contained in SPTs data allows recovering local parameters of the…

Subcellular Processes · Quantitative Biology 2015-11-18 Nathanael Hoze , David Holcman

In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the…

Statistical Mechanics · Physics 2009-03-21 Silvio M. Duarte Queiros

We have studied the finite $N$-unit Langevin model subjected to multiplicative noises, by using the augmented moment method (AMM), as a continuation of our previous paper [H. Hasegawa, J. Phys. Soc. Jpn. {\bf 75} (2006) 033001]. Effects of…

Disordered Systems and Neural Networks · Physics 2009-11-11 Hideo Hasegawa

We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…

Statistical Mechanics · Physics 2012-09-20 M. Pradas , G. A. Pavliotis , S. Kalliadasis , D. T. Papageorgiou , D. Tseluiko

Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…

Statistical Mechanics · Physics 2009-11-11 Daniel Huber , Lev Tsimring

Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…

Statistical Mechanics · Physics 2026-02-24 Benjamin Sorkin , Gil Ariel , Tomer Markovich

The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…

Statistical Mechanics · Physics 2015-06-25 D. Sornette

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