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A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the…
In this paper, we consider the Cauchy problem for the nonlinear fractional conservation laws driven by a multiplicative noise. In particular, we are concerned with the well-posedness theory and the study of the long-time behavior of…
It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…
We have analyzed the phenomenon of stochastic resonance in a system driven by non Gaussian noises. We have considered both white and colored noises. In the latter case we have obtained a consistent Markovian approximation that enables us to…
Gaussian white noise is frequently used to model fluctuations in physical systems. In Fokker-Planck theory, this leads to a vanishing probability density near the absorbing boundary of threshold models. Here we derive the boundary condition…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
We discuss the inflaton $\phi$ in an interaction with an infinite number of fields treated as an environment (noise) with a friction $\gamma^{2}>0$. In a Markovian approximation we obtain a stochastic wave equation (appearing also in the…
The paper discusses analytical and numerical results for non-harmonic, undamped, single-well, stochastic oscillators driven by additive noises. It focuses on average kinetic, potential and total energies together with the corresponding…
This paper deals with the nonlinear stochastic dynamics of a piezoelectric energy harvesting system subjected to a harmonic external excitation disturbed by Gaussian colored noise. A parametric analysis is conducted, where the effects of…
This contribution investigates an original stochastic approach for the emergence of stop-and-go waves in traffic flow, a collective phenomenon with significant safety and environmental implications. Using a stable nonlinear car-following…
We introduce a stochastic perturbation of the Camassa-Holm equation such that, unlike previous formulations, energy is conserved by the stochastic flow. We compare this to a complementary approach which preserves Casimirs of the Poisson…
Determining evolution equations governing the probability density function (pdf) of non-Markovian responses to random differential equations (RDEs) excited by coloured noise, is an important issue arising in various problems of stochastic…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…
Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…
The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…
We present a statistical physics framework for description of nonlinear non-equilibrium stochastic processes, modeled via chemical master equation, in the weak-noise limit. Using the Poisson representation approach and applying the…
We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…
Starting with the Wigner distribution formulation for beam wave propagation in H\"{o}lder continuous non-Gaussian random refractive index fields we show that the wave beam regime naturally leads to the white-noise scaling limit and…
A new method of inferencing of coupled stochastic nonlinear oscillators is described. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range of…