Related papers: Escape process and stochastic resonance under nois…
We simulate the transition from amplified spontaneous emission (ASE) to lasing in random systems with varying degrees of mode overlap. This is accomplished by solving the stochastic Maxwell-Bloch equations with the finite-difference…
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average…
The resonant activation effect (RA) has been well studied in different ways during the last two decades. It consists in the presence of a minimum in the mean time spent by a Brownian particle to exit from a potential well in the presence of…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
The theoretical description of non-renewal stochastic systems is a challenge. Analytical results are often not available or can only be obtained under strong conditions, limiting their applicability. Also, numerical results have mostly been…
The activated rate process for non-equilibrium open systems is studied taking into account both internal and external noise fluctuations in a unified way. The probability of a particle diffusing passing over the saddle point and the rate…
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be…
We study Brownian particle motion in a double-well potential driven by an ac force. This system exhibits the phenomenon of stochastic resonance. Distribution of work done on the system over a drive period in the time asymptotic regime have…
We investigate Turing pattern formation in a stochastic and spatially discretized version of a reaction diffusion advection (RDA) equation, which was previously introduced to model synaptogenesis in \textit{C. elegans}. The model describes…
We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…
Spatial resolution of stimulated emission depletion (STED) microscopy varies with sample labeling techniques and microscope components, e.g., lasers, lenses, and photo-detectors. Fluctuations in the intensity of the depletion laser decrease…
We consider high-order stochastic processes $x(t)$ described by the Langevin equation $\frac{{{d^m}x\left( t \right)}}{{d{t^m}}}= \sqrt{2D} \xi(t)$, where $\xi(t)$ is a delta-correlated Gaussian noise with zero mean, and $D$ is the strength…
The mobility of an overdamped particle, in a periodic potential tilted by a constant external field and moving in a medium with periodic friction coefficient is examined. When the potential and the friction coefficient have the same…
This paper studies the impacts of stochastic load fluctuations, namely the fluctuation intensity and the changing speed of load power, on the size of the voltage stability margin. To this end, Stochastic Differential-Algebraic Equations…
We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…
We study the dynamics of dephasing in a quantum two-level system by modeling both 1/f and high-frequency noise by random telegraph processes. Our approach is based on a so-called spin-fluctuator model in which a noisy environment is modeled…
Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…
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 phenomenon of stochastic resonance (SR) has been mainly studied in one-dimensional systems with additive noise. We show that in higher dimensional systems and in the presence of multiplicative noise, a non-linear magnetic system with a…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.