Related papers: Noise-induced volatility of collective dynamics
Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…
Fluctuations in the abundance of molecules in the living cell may affect its growth and well being. For regulatory molecules (e.g., signaling proteins or transcription factors), fluctuations in their expression can affect the levels of…
It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a lesser extent their size, are the main cause of clustered volatility. Under this view bursts of rapid or slow price diffusion…
We consider transitions to chaos in random dynamical systems induced by an increase of noise amplitude. We show how the emergence of chaos (indicated by a positive Lyapunov exponent) in a logistic map with bounded additive noise can be…
We consider a stochastic version of the so-called Brusselator - a mathematical model for a two-dimensional chemical reaction network - in which one of its parameters is assumed to vary randomly. It has been suggested via numerical…
We theoretically and numerically investigate the spin fluctuations induced in a thermal atomic ensemble by an external fluctuating uniaxial magnetic field, in the context of a standard spin noise spectroscopy (SNS) experiment. We show that…
The theory of Balanced Neural Networks is a very popular explanation for the high degree of variability and stochasticity in the brain's activity. Roughly speaking, it entails that typical neurons receive many excitatory and inhibitory…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
Neurons in the central nervous system are affected by complex and noisy signals due to fluctuations in their cellular environment and in the inputs they receive from many other cells 1,2. Such noise usually increases the probability that a…
We report and characterize the emergence of a noise-induced state of quenched disorder in a generic model describing a dense sheet of active polar disks with non-isotropic rotational and translational dynamics. In this state, randomly…
We present an analytical framework that allows the quantitative study of statistical dynamic properties of networks with adaptive nodes that have memory and is used to examine the emergence of oscillations in networks with response…
The nonlinear response of noisy bistable systems driven by strong amplitude periodical force is investigated by physical experiment. The new phenomenon of locking of the mean switching frequency between states of bistable system is found.…
According to empirical observations, some pattern formation phenomena in driven many-particle systems are more pronounced in the presence of a certain noise level. We investigate this phenomenon of fluctuation-driven ordering with a…
We investigate theoretically the fundamental phenomenon of the spontaneous, noise-induced modulational instability (MI) of a plane wave. The long-term statistical properties of the noise-induced MI have been previously observed in…
Complex coherent dynamics is present in a wide variety of neural systems. A typical example is the voltage transitions between up and down states observed in cortical areas in the brain. In this work, we study this phenomenon via a…
Demographic noise has profound effects on evolutionary and population dynamics, as well as on chemical reaction systems and models of epidemiology. Such noise is intrinsic and due to the discreteness of the dynamics in finite populations.…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
Turbulent reacting flows confined to ducts are plagued by thermoacoustic instability, a state in which a positive feedback between flow, flame and acoustic perturbations leads to the emergence of catastrophically high-amplitude oscillatory…
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a…
Recurrent networks of non-linear units display a variety of dynamical regimes depending on the structure of their synaptic connectivity. A particularly remarkable phenomenon is the appearance of strongly fluctuating, chaotic activity in…