Related papers: Escape process and stochastic resonance under nois…
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…
A control strategy is employed that modifies the stochastic escape times from one basin of attraction to another in a model of a double-gyre flow. The system studied captures the behavior of a large class of fluid flows that circulate and…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
Frequency response functions (FRFs) are important for assessing the behavior of stochastic linear dynamic systems. For large systems, their evaluations are time-consuming even for a single simulation. In such cases, uncertainty…
Nonlinear dynamical systems possessing reflection symmetry have an invariant subspace in the phase space. The dynamics within the invariant subspace can be random or chaotic. As a system parameter changes, the motion transverse to the…
Noise induced Brownian dynamics in underdamped medium is studied numerically to understand the firing time of excitable systems. By considering Brownian particles that move in underdamped medium, we study how the first arrival time behaves…
We use a model based on the fractional Langevin equation with external noise to describe the anomalous dynamics observed in microrheology experiments in living cells. This model reproduces both the subdiffusive short-time and the…
A fluctuation theory is presented for the nonequilibrium second order phase transition in a quasi-two-dimensional electron gas. A transverse (with respect to the current through the sample) spontaneous electric field as an order parameter…
We study the diffusion of a charged particle in a magnetic field subject to stochastic dichotomous fluctuations. The associated induced electric field gives rise to non-trivial dynamical regimes. In particular, when the mean magnetic field…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
The effects of intrinsic noise on stochastic delay systems is studied within an expansion in the inverse system size. We show that the stochastic nature of the underlying dynamics may induce oscillatory behaviour in parameter ranges where…
Recent experiments have shown that stochastic effects exerted at the level of translation contribute a substantial portion of the variation in abundance of proteins expressed at moderate to high levels. This study analyzes translational…
Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a…
We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…
We consider an overdamped Brownian motion in "quartic" potential subjected to periodic driving. This system for the case of a weak periodic driving has been intensively studied during past decade within the context of stochastic resonance.…
We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…
We investigate the noise properties of a superconducting single electron transistor (SSET) coupled to an harmonically driven resonator. Using a Langevin equation approach, we calculate the frequency spectrum of the SSET charge and calculate…
The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…
We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…
Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…