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Related papers: Noise-induced volatility of collective dynamics

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It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…

Dynamical Systems · Mathematics 2017-05-25 Jennifer Creaser , Krasimira Tsaneva-Atanasova , Peter Ashwin

Noise-induced switching between coexisting metastable states occurs in a wide range of far-from-equilibrium systems including micro-mechanical oscillators, epidemiological and climate change models, and nonlinear electronic transport in…

Statistical Mechanics · Physics 2019-05-01 Stephen W. Teitsworth , Matthew E. Olson , Yuriy Bomze

Nonreciprocal coupling can alter the transport properties of material media, producing striking phenomena such as unidirectional amplification of waves, boundary modes, or self-assembled pattern formation. It is responsible for nonlinear…

Pattern Formation and Solitons · Physics 2026-04-14 David Pinto-Ramos , Karin Alfaro-Bittner , René G. Rojas , Marcel G. Clerc

In this manuscript we show that a noise-activated escape phenomenon occurs in closed Hamiltonian systems. Due to the energy fluctuations generated by the noise, the isopotential curves open up and the particles can eventually escape in…

Chaotic Dynamics · Physics 2021-11-17 Alexandre R. Nieto , Jesus M. Seoane , Miguel A. F. Sanjuan

We propose a stochastic dynamical model of noisy neural networks with complex architectures and discuss activation of neural networks by a stimulus, pacemakers and spontaneous activity. This model has a complex phase diagram with…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. V. Goltsev , F. V. de Abreu , S. N. Dorogovtsev , J. F. F. Mendes

The analysis of noise-induced escape in populations of bistable elements is challenging, because nonlinearity, coupling, and noise all play essential roles. We show that the interplay of these three factors yields three qualitatively…

Adaptation and Self-Organizing Systems · Physics 2026-03-06 Hidemasa Ishii , Hiroshi Kori

Jumps and market microstructure noise are stylized features of high-frequency financial data. It is well known that they introduce bias in the estimation of volatility (including integrated and spot volatilities) of assets, and many methods…

Econometrics · Economics 2023-02-20 Qiang Liu , Zhi Liu

We consider the long-time dynamics of a general class of nonlinear Fokker-Planck equations, describing the large population behavior of mean-field interacting units. The main motivation of this work concerns the case where the individual…

Analysis of PDEs · Mathematics 2020-01-08 Eric Lucon , Christophe Poquet

We extend the mechanism for noise-induced phase transitions proposed by Ibanes et al. [Phys. Rev. Lett. 87, 020601-1 (2001)] to pattern formation phenomena. In contrast with known mechanisms for pure noise-induced pattern formation, this…

Statistical Mechanics · Physics 2009-11-07 J. Buceta , M. Ibanes , J. M. Sancho , Katja Lindenberg

The activity generated by an ensemble of neurons is affected by various noise sources. It is a well-recognised challenge to understand the effects of noise on the stability of such networks. We demonstrate that the patterns of activity…

Analysis of PDEs · Mathematics 2022-05-19 Jose A. Carrillo , Helge Holden , Susanne Solem

We consider a model of a square-wave bursting neuron residing in the regime of tonic spiking. Upon introduction of small stochastic forcing, the model generates irregular bursting. The statistical properties of the emergent bursting…

Adaptation and Self-Organizing Systems · Physics 2008-11-11 Pawel Hitczenko , Georgi S. Medvedev

Synaptic noise plays a major role in setting up coexistence of various firing patterns, but the precise mechanisms whereby these synaptic noise contributes to coexisting firing activities are subtle and remain elusive. To investigate these…

Biological Physics · Physics 2023-03-22 Xinyi Wang , Xiyun Zhang , Muhua Zheng , Leijun Xu , Kesheng Xu

In this paper we focus on diversity-induced resonance, which was recently found in bistable, excitable and other physical systems. We study the appearance of this phenomenon in a purely economic model of cooperating and defecting agents.…

Physics and Society · Physics 2015-06-11 Claudio J. Tessone , Angel Sánchez , Frank Schweitzer

In complex systems, the interplay between network structure and noise often leads to emergent phenomena. This study explores the effects of uneven coupling and asymmetric noise on the dynamics of feed-forward loop (FFL) motifs, essential…

Dynamical Systems · Mathematics 2023-10-05 Gurpreet Jagdev , Na Yu

We investigate the role of noise in the phenomenon of stochastic synchronization of switching events in a rocked, overdamped bistable potential driven by white Gaussian noise, the archetype description of Stochastic Resonance. We present a…

Understanding noisy information engines is a fundamental problem of non-equilibrium physics, particularly in biomolecular systems agitated by thermal and active fluctuations in the cell. By the generalized second law of thermodynamics, the…

Statistical Mechanics · Physics 2020-09-01 Govind Paneru , Sandipan Dutta , Takahiro Sagawa , Tsvi Tlusty , Hyuk Kyu Pak

A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…

Statistical Mechanics · Physics 2009-05-06 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We investigate numerically the dynamics of large networks of $N$ globally pulse-coupled integrate and fire neurons in a noise-induced synchronized state. The powerspectrum of an individual element within the network is shown to exhibit in…

chao-dyn · Physics 2009-10-28 Wouter-Jan Rappel , Alain Karma

Recent research has provided a wealth of evidence highlighting the pivotal role of high-order interdependencies in supporting the information-processing capabilities of distributed complex systems. These findings may suggest that high-order…

Adaptation and Self-Organizing Systems · Physics 2023-05-24 Patricio Orio , Pedro A. M. Mediano , Fernando E. Rosas

We have analyzed the interplay between noise and periodic modulations in a mean field model of a neural excitable medium. To this purpose, we have considered two types of modulations; namely, variations of the resistance and oscillations of…

Statistical Mechanics · Physics 2016-08-15 J. M. G. Vilar , R. V. Solé , J. M. Rubí