Related papers: Additive noise effects in active nonlinear spatial…
We have analyzed the interplay between an externally added noise and the intrinsic noise of systems that relax fast towards a stationary state, and found that increasing the intensity of the external noise can reduce the total noise of the…
The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…
Theoretical models that describe oscillations in biological systems are often either a limit cycle oscillator, where the deterministic nonlinear dynamics gives sustained periodic oscillations, or a noise-induced oscillator, where a fixed…
In this paper we study the finite-horizon optimal covariance steering problem for a continuous-time linear stochastic system subject to both additive and multiplicative noise. The noise can be continuous or it may contain jumps. Additive…
A study on the effects of optical gain nonuniformly distributed in one-dimensional random systems is presented. It is demonstrated numerically that even without gain saturation and mode competition, the spatial nonuniformity of gain can…
We show that certain critical exponents of systems with multiplicative noise can be obtained from exponents of the KPZ equation. Numerical simulations in 1d confirm this prediction, and yield other exponents of the multiplicative noise…
We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…
This paper summarises an investigation of the effects of low amplitude noise and periodic driving on phase space transport in 3-D Hamiltonian systems, a problem directly applicable to systems like galaxies, where such perturbations reflect…
The noise power spectra of spatially extended dynamical systems are investigated, using as a model the Complex Ginzburg-Landau equation with a stochastic term. Analytical and numerical investigations show that the spatial spectra of the…
We study the robustness of accelerated first-order algorithms to stochastic uncertainties in gradient evaluation. Specifically, for unconstrained, smooth, strongly convex optimization problems, we examine the mean-squared error in the…
Weakly scattering random lasers exhibit lasing modes that spatially overlap and can interact strongly via gain saturation. Consequently, lasing in high-threshold modes may be suppressed by strong low-threshold lasing modes. We numerically…
This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…
We study a two-dimensional Navier--Stokes system with anisotropic viscosity, linear damping term, and an additive noise on the whole space $\mathbb{R}^2$. For this model we prove uniqueness of invariant measures when the damping coefficient…
By means of numerical simulations we study the radial-orbit instability in anisotropic self-gravitating $N-$body systems under the effect of noise. We find that the presence of additive or multiplicative noise has a different effect on the…
One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…
This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…
Utilization of noise for the control of a class of non-linear systems is presented. The application of state-multiplicative noise as a mean of control is far more limited then the use of standard determinis?tic gains. Nevertheless, so…
We investigate a model where strong noise in a sub-population creates a metastable state in an otherwise unstable two-population system. The induced metastable state is vortex-like, and its persistence time grows exponentially with the…
We develop a microscopic transport theory in a randomly driven fermionic model with and without linear potential. The operator dynamics arise from the competition between noisy and static couplings, leading to diffusion regardless of…
The influence of noise on the generalized synchronization regime in the chaotic systems with dissipative coupling is considered. If attractors of the drive and response systems have an infinitely large basin of attraction, generalized…