Related papers: Noise-induced volatility of collective dynamics
We analyze the phenomenon of stochastic resonance in an Ising-like system on a small-world network. The system, which is subject to the combined action of noise and an external modulation, can be interpreted as a stylized model of opinion…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
We present a chemical reaction network that is unstable under deterministic mass action kinetics, exhibiting finite-time blow-up of trajectories in the interior of the state space, but whose stochastic counterpart is positive recurrent.…
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…
The effects of intrinsic noise on stochastic delay systems is studied within an expansion in the inverse system size. We show that the stochastic nature of the underlying dynamics may induce oscillatory behaviour in parameter ranges where…
Stochastic resetting and noise-enhanced stability are two phenomena which can affect the lifetime and relaxation of nonequilibrium states. They can be considered as measures of controlling the efficiency of the completion process when a…
We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The…
Environmental stochasticity is known to be a destabilizing factor, increasing abundance fluctuations and extinction rates of populations. However, the stability of a community may benefit from the differential response of species to…
Based on empirical market data, a stochastic volatility model is proposed with volatility driven by fractional noise. The model is used to obtain a risk-neutrality option pricing formula and an option pricing equation.
Studies about the constructive aspects of noise and fluctuations in different non-linear systems have shown that the addition of external noise to systems with an intrinsic noise may result in a less noisy response. Recently, the…
Neuronal responses are conspicuously variable. We focus on one particular aspect of that variability: the precision of action potential timing. We show that for common models of noisy spike generation, elementary considerations imply that…
Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…
We studied neural automata -or neurobiologically inspired cellular automata- which exhibits chaotic itinerancy among the different stored patterns or memories. This is a consequence of activity-dependent synaptic fluctuations, which…
We introduce a Hawkes-like process and study its scaling limit as the system becomes increasingly endogenous. We derive functional limit theorems for intensity and fluctuations. Then, we introduce a high-frequency model for a price of a…
In studies of complex heterogeneous networks, particularly of the Internet, significant attention was paid to analyzing network failures caused by hardware faults or overload, where the network reaction was modeled as rerouting of traffic…
In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…
The focus of this paper is to quantify measures of aggregate fluctuations for a class of consensus-seeking multiagent networks subject to exogenous noise with alpha-stable distributions. This type of noise is generated by a class of random…
The response of neurons is highly sensitive to the stimulus. The stimulus can be associated with a direct injection in vitro experimentation (e.g., time dependent and independent inputs); or post-synaptic potentials resulting from the…
Active tissues exhibit tension fluctuations that are correlated in space and time. We study a minimal overdamped surface model in which such fluctuations enter as a zero-mean, multiplicative modulation of the local surface tension. Although…
We consider the failure of localized control in a nonlinear spatially extended system caused by extremely small amounts of noise. It is shown that this failure occurs as a result of a nonlinear instability. Nonlinear instabilities can occur…