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The damped harmonic oscillator under symmetric L\'{e}vy white noise shows inhomogeneous phase space, which is in contrast to the homogeneous one of the same oscillator under the Gaussian white noise, as shown in a recent paper [I. M.…

Data Analysis, Statistics and Probability · Physics 2012-04-06 Zhan Cao , Yu-Feng Wang , Hong-Gang Luo

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

The harmonic oscillator is a powerful model that can appear as a limit case when examining a nonlinear system. A well known fact is, that without driving, the inclusion of a friction term makes the origin of the phase space -- which is a…

Statistical Mechanics · Physics 2020-09-01 Daniel Schirdewahn

We consider classical nonlinear oscillators on hexagonal lattices. When the coupling between the elements is repulsive, we observe coexisting states, each one with its own basin of attraction. These states differ by their degree of…

Adaptation and Self-Organizing Systems · Physics 2015-06-16 F. Ionita , D. Labavic , M. A. Zaks , H. Meyer-Ortmanns

We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…

Statistical Mechanics · Physics 2016-11-01 Mirko Luković , Patrick Navez , Giorgos P. Tsironis , Theo Geisel

We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow…

Statistical Mechanics · Physics 2009-11-10 Kirone Mallick , Philippe Marcq

A description in terms of phase and amplitude variables is given, for nonlinear oscillators subject to white Gaussian noise described by It\^o stochastic differential equations. The stochastic differential equations derived for the…

Statistical Mechanics · Physics 2015-03-24 Michele Bonnin

Using the Wigner-Weyl mapping of quantum mechanics to phase space we consider exactly the quantum mechanics of an harmonic oscillator driven by an external white noise force or whose frequency is time dependent, either adiabatically or…

Quantum Physics · Physics 2015-08-11 T. B. Smith

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 consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

The diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise is studied. Using Laplace analysis we derive exact expressions for the relaxation functions of the particle in terms of generalized Mittag-Leffler functions…

Statistical Mechanics · Physics 2009-03-25 A. D. Viñales , K. G. Wang , M. A. Despósito

Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…

Statistical Mechanics · Physics 2011-01-26 Tomasz Srokowski

We study the properties of large systems of globally coupled oscillators in the presence of noise. When the distribution of the natural frequencies of the oscillators is bimodal and its analytical continuation in the complex plane has only…

Statistical Mechanics · Physics 2020-04-22 Alessandro Campa

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

When two synchronised phase oscillators are perturbed by weak noise, they display occasional losses of synchrony, called phase slips. The slips can be characterised by their location in phase space and their duration. We show that when…

Probability · Mathematics 2016-10-13 Nils Berglund

The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…

Statistical Mechanics · Physics 2011-11-08 Sanjib Sabhapandit

An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator subjected to weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase…

Chaotic Dynamics · Physics 2015-02-19 Hiroya Nakao , Jun-nosuke Teramae , Denis S. Goldobin , Yoshiki Kuramoto

We study synchronization properties of general uncoupled limit-cycle oscillators driven by common and independent Gaussian white noises. Using phase reduction and averaging methods, we analytically derive the stationary distribution of the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Hiroya Nakao , Kensuke Arai , Yoji Kawamura

We study an ensembles of globally coupled or forced identical phase oscillators subject to independent white Cauchy noise. We demonstrate, that if the oscillators are forced in several harmonics, stationary synchronous regimes can be…

Adaptation and Self-Organizing Systems · Physics 2020-12-30 Ralf Tönjes , Arkady Pikovsky

The phase description is a powerful tool for analyzing noisy limit cycle oscillators. The method, however, has found only limited applications so far, because the present theory is applicable only to the Gaussian noise while noise in the…

Statistical Mechanics · Physics 2011-04-08 Denis S. Goldobin , Jun-nosuke Teramae , Hiroya Nakao , G. Bard Ermentrout
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