Related papers: Effective long-time phase dynamics of limit-cycle …
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We study the fractional Langevin equation with fractional $\alpha$-order and linear friction terms of a system coupled to white and colored thermal baths using both analytical and numerical methods. We find analytical expressions for the…
The mechanism of phase synchronization between uncoupled limit-cycle oscillators induced by common external impulsive forcing is analyzed. By reducing the dynamics of the oscillator to a random phase map, it is shown that phase…
We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…
The oscillator, inherently, turns the phase noise of its internal components into frequency noise, which results into a multiplication by 1/f^2 in the phase-noise power spectral density. This phenomenon is known as the Leeson effect. This…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
We introduce a variational method for analyzing limit cycle oscillators in $\mathbb{R}^d$ driven by Gaussian noise. This allows us to derive exact stochastic differential equations (SDEs) for the amplitude and phase of the solution, which…
We consider a chain of weakly harmonic coupled oscillators perturbed by a conservative noise. We show that by tuning accordingly the coupling constant energy can diffuse like a Brownian motion or superdiffuse like a maximally 3/2-stable…
Phase oscillator systems with global sine-coupling are known to exhibit low-dimensional dynamics. In this paper, such characteristics are extended to phase oscillator systems driven by Cauchy noise. The low-dimensional dynamics solution…
Using the relation of a set of nonlinear Langevin equations with reaction-diffusion processes, we note the existence of a maximal strength of the noise for the stochastic traveling wave solutions of these equations. Its determination is…
In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The Linear Inverse Model (LIM) is a class of data-driven methods that extract dynamic and stochastic…
The white noise approach to the investigation of the dynamics of a quantum particle interacting with a dilute and in general non-equilibrium gaseous environment in the low density limit is outlined. The low density limit is the kinetic…
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…
Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…
Time, and equivalently frequency, is the most precisely measured physical quantity. It is therefore inevitable that virtually all domains of engineering and physics need reference oscillators. The oscillator noise can be decomposed into…
The effect of small-amplitude noise on excitable systems with large time-scale separation is analyzed. It is found that small random perturbations of the fast excitatory variable result in the onset of a quasi-deterministic limit cycle…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
A delay is known to induce multistability in periodic systems. Under influence of noise, coupled oscillators can switch between coexistent orbits with different frequencies and different oscillation patterns. For coupled phase oscillators…
We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…