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Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation and theory. However, complex systems in engineering and science are often subject to non-Gaussian fluctuations or uncertainties. A coupled…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…
We study the work distribution of a single particle moving in a harmonic oscillator with time-dependent strength. This simple system has a non-Gaussian work distribution with exponential tails. The time evolution of the corresponding moment…
Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…
The output of oscillators is usually not stable over time. In particular, phase variations---or \emph{phase noise}---corrupts the oscillations. In this letter, we describe a circuit that designed to average the phase noise processes and…
We develop a framework for the general interpretation of the stochastic dynamical system near a limit cycle. Such quasi-periodic dynamics are commonly found in a variety of nonequilibrium systems, including the spontaneous oscillations of…
Unidirectionally coupled dynamical system is studied by focusing on the input (or boundary) dependence. Due to convective instability, noise at an up-flow is spatially amplified to form an oscillation. The response, given by the down-flow…
We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…
We study the plane (not necessarily monochromatic) gravitational waves at nonlinear quadratic order on a flat background in vacuum. We show that, in the harmonic gauge, the nonlinear waves are unstable. We argue that, at this order, this…
Cooperative effects of periodic force and noise in globally Cooperative effects of periodic force and noise in globally coupled systems are studied using a nonlinear diffusion equation for the number density. The amplitude of the order…
Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
We introduce a stochastic model for the determination of phase noise in optoelectronic oscillators. After a short overview of the main results for the phase diffusion approach in autonomous oscillators, an extension is proposed for the case…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
In the presence of interactions the frequency of a simple harmonic oscillator deviates from the noninteracting one. Various methods can be used to compute the changes to the frequency perturbatively. Some of them resemble the methods used…
We introduce an extension to the standard reduction of oscillatory systems to a single phase variable. The standard reduction is often insufficient, particularly when the oscillations have variable amplitude and the magnitude of each…
The apparent stability of population oscillations in ecological systems is a long-standing puzzle. A generic solution for this problem is suggested here. The stabilizing mechanism involves the combined effect of spatial migration,…
A continuous-time nonlinear regression model with L\'evy-driven linear noise process is considered. Sufficient conditions of consistency and asymptotic normality of the Whittle estimator for the parameter of the noise spectral density are…
The present investigation deals with the dynamics of a two-degrees-of-freedom system which consists of a main linear oscillator and a strongly nonlinear absorber with small mass. The nonlinear oscillator has a softening hysteretic…
A nonlinear oscillator with an abruptly inhomogeneous restoring force driven by an uniform oscillating force exhibits stochastic properties under specific resonance conditions. This behaviour elucidates the elementary mechanism of the…