Related papers: Effective long-time phase dynamics of limit-cycle …
White noise analysis is used to derive the propagator of an open quantum system consisting of a harmonic oscillator which is coupled to an environment consisting of N multimode harmonic oscillators. The quantum propagators are obtained…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…
A recent paper by Lien et al. (2025) introduces the "colored linear inverse model" (colored LIM), in which stochastic forcing is modeled using Ornstein-Uhlenbeck colored noise rather than idealized white noise. In that work, it is shown…
This is a comment on a recent paper by Yoshimura and Arai [Phys. Rev. Lett. 101, 154101 (2008)] on phase reduction of noisy limit-cycle oscillators, in which the authors claimed that the conventional phase stochastic differential equation…
The phase reduction method for limit cycle oscillators subjected to weak perturbations has significantly contributed to theoretical investigations of rhythmic phenomena. We here propose a generalized phase reduction method that is also…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
We analyze the noise induced synchronization between a collective variable characterizing a complex system with a finite number of interacting bistable units and time periodic driving forces. A random phase process associated to the…
This paper is devoted to the study of the asymptotic dynamics of a class of coupled second order oscillators driven by white noises. It is shown that any system of such coupled oscillators with positive damping and coupling coefficients…
We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…
We formulate a theory for the collective phase description of globally coupled noisy limit-cycle oscillators exhibiting macroscopic rhythms. Collective phase equations describing such macroscopic rhythms are derived by means of a two-step…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
This work is devoted to the effective macroscopic dynamics of a weakly damped stochastic nonlinear wave equation with a random dynamical boundary condition. The white noises are taken into account not only in the model equation defined on a…
We develop a systematic theory of quantum fluctuations in the driven parametric oscillator (OPO), including the region near threshold. This allows us to treat the limits imposed by nonlinearities to quantum squeezing and noise reduction, in…
We present exact analytical results for the statistics of nonlinear coupled oscillators under the influence of additive white noise. We suggest a perturbative approach for analysing the statistics of such systems under the action of a…
We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a…
An approximation is derived for a Langevin equation with distribution-dependent potential and state-dependent, randomly fast oscillation. By some estimates and a diffusion approximation the limiting equation is shown to be…
Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…