Related papers: Escape process and stochastic resonance under nois…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
The lifetime of a metastable state in the transient dynamics of an overdamped Brownian particle is analyzed, both in terms of the mean first passage time and by means of the mean growth rate coefficient. Both quantities feature non…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…
The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…
L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
By applying a staggered driving force in a prototypical discrete model with a quartic nonlinearity, we demonstrate the spontaneous formation and destruction of discrete breathers with a selected frequency due to thermal fluctuations. The…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…
We study the transient statistical properties of short and long Josephson junctions under the influence of thermal and correlated fluctuations. In particular, we investigate the lifetime of the superconductive metastable state finding the…
Adding noise to a sensory signal generally decreases human performance. However noise can improve performance too, due to a process called stochastic resonance (SR). This paradoxical effect may be exploited in psychophysical experiments, to…
Resonant activation is one of classical effects demonstrating constructive role of noise. In resonant activation cooperative action of barrier modulation process and noise lead to the optimal escape kinetics as measured by the mean first…
Noise induced changes in the critical and oscillatory behavior of a Prey-Predator system are studied using power spectrum density and Spectral Amplification Factor (SAF) analysis. In the absence of external noise, the population densities…
The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,…
We have studied the finite $N$-unit Langevin model subjected to multiplicative noises, by using the augmented moment method (AMM), as a continuation of our previous paper [H. Hasegawa, J. Phys. Soc. Jpn. {\bf 75} (2006) 033001]. Effects of…
We demonstrate the phenomenon of stochastic resonance (SR) for discrete-time dynamical systems. We investigate various systems that are not necessarily bistable, but do have two well defined states, switching between which is aided by…