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In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into…

Statistical Mechanics · Physics 2011-01-25 Yoshihiko Hasegawa , Masanori Arita

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

The constructive role of non-Gaussian random fluctuations is studied in the context of the passage over the dichotomously switching potential barrier. Our attention focuses on the interplay of the effects of independent sources of…

Statistical Mechanics · Physics 2007-05-23 Bartlomiej Dybiec , Ewa Gudowska-Nowak

High frequency stochastic resonance (SR) phenomena, associated with fluctuational transitions between coexisting periodic attractors, have been investigated experimentally in an electronic model of a single-well Duffing oscillator bistable…

We experimentally investigate the escape from a metastable state over a fluctuating barrier of a physical system. The system is switching between two states under electronic control of a dichotomous noise. We measure the escape time and its…

Statistical Mechanics · Physics 2009-10-31 Rosario N. Mantegna , Bernardo Spagnolo

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…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

We analyze the effects of additive, spatially extended noise on spatiotemporal patterns in continuum neural fields. Our main focus is how fluctuations impact patterns when they are weakly coupled to an external stimulus or another…

Neurons and Cognition · Quantitative Biology 2015-01-08 Paul C. Bressloff , Zachary P. Kilpatrick

The constructive role of non-Gaussian random fluctuations is studied in the context of the passage over the dichotomously switching potential barrier. Our attention focuses on the interplay of the effects of independent sources of…

Statistical Mechanics · Physics 2009-11-11 Bartlomiej Dybiec , Ewa Gudowska-Nowak

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer…

Statistical Mechanics · Physics 2009-11-10 B. Spagnolo , A. A. Dubkov , N. V. Agudov

The transport properties of Brownian ratchet was studied in the presence of stochastic intensity noise (SIN) in both overdamped and underdamped regimes. In the overdamped case, analytical solution using the matrix continued fraction method…

Statistical Mechanics · Physics 2015-03-19 Yoshihiko Hasegawa , Masanori Arita

We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…

Statistical Mechanics · Physics 2023-05-10 Przemysław Pogorzelec , Bartłomiej Dybiec

The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signal with information, termed stochastic resonance (SR). This paper analyzes…

Statistical Mechanics · Physics 2018-04-10 Yao Chen , Xudong Wang , Weihua Deng

We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with…

Soft Condensed Matter · Physics 2008-04-17 Jyotipratim Ray Chaudhuri , Sudip Chattopadhyay , Suman Kumar Banik

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…

Chaotic Dynamics · Physics 2014-12-19 Kirone Mallick

We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…

Statistical Mechanics · Physics 2023-12-12 Boris S. Maryshev , Lyudmila S. Klimenko

Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…

Statistical Mechanics · Physics 2010-08-31 Yoshihiko Hasegawa , Masanori Arita

This paper numerically investigates the mean first passage time (MFPT) and phase transition of a bistable Duffing system driven by L\'evy stable noise, which can reduce to the common Gaussian noise with the stability index 2. We obtain the…

Chaotic Dynamics · Physics 2013-09-06 Yong Xu , Juanjuan Li , Jing Feng

Transient properties of different physical systems with metastable states perturbed by external white noise have been investigated. Two noise-induced phenomena, namely the noise enhanced stability and the resonant activation, are…

Statistical Mechanics · Physics 2008-10-07 B. Spagnolo , A. A. Dubkov , A. L. Pankratov , E. V. Pankratova , A. Fiasconaro , A. Ochab-Marcinek

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio
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