Related papers: Multiplicative Levy noise in bistable systems
Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…
We study a reaction model that presents stochastic resonance purely due to internal noise. This means that the only source of fluctuations comes from the discrete character of the reactants, and no more noises enter into the system. Our…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
Intrinsically noisy mechanisms drive most physical, biological and economic phenomena, from stock pricing to phenotypic variability. Frequently, the system's state influences the driving noise intensity, as, for example, the actual value of…
We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…
Additive white noise may significantly increase the response of bistable systems to a periodic driving signal. We consider two classes of double-well potentials, symmetric and asymmetric, modulated periodically in time with period $1/\eps$,…
The phenomenon of stochastic resonance (SR) is known to occur mostly in bistable systems. However, the question of occurrence of SR in periodic potential systems is not conclusively resolved. Our present numerical work shows that the…
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…
Stochastic resonance is a counter-intuitive concept[1,2], ; the addition of noise to a noisy system induces coherent amplification of its response. First suggested as a mechanism for the cyclic recurrence of ice ages, stochastic resonance…
The nonlinear response of noisy bistable systems driven by strong amplitude periodical force is investigated by physical experiment. The new phenomenon of locking of the mean switching frequency between states of bistable system is found.…
We study the transport properties for a walker on a ratchet potential. The walker consists of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional…
The Langevin equation with a multiplicative L\'evy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed.…
"Noise-induced volatility" refers to a phenomenon of increased level of fluctuations in the collective dynamics of bistable units in the presence of a rapidly varying external signal, and intermediate noise levels. The archetypical…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…
In this article, we investigate the stochastic resonance (SR) effect in a finite array of noisy bistable systems with nearest-neighbor coupling driven by a weak time-periodic driving force. The array is characterized by a collective…
We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…
We focus on the intermittent bistable stall dynamics of an airfoil under varying angle of attack. We propose a one-dimensional Langevin equation where the stochastic forcing depends on the state of the system -- high-lift attached flow or…
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…