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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.…
We present a theory for the description of energy relaxation in a nonequilibrium condensate of bosonic particles. The approach is based on coupling to a thermal bath of other particles (e.g., phonons in a crystal, or noncondensed atoms in a…
Modeling the dynamics of an individual active particle invariably involves an isotropic noisy self-propulsion component, in the form of run-and-tumble motion or variations around it. This nonequilibrium source of noise is neither…
We apply a Gaussian state formalism to track fluctuating perturbations that act on the position and momentum quadrature variables of a harmonic oscillator. Following a seminal proposal by Tsang and Caves [Phys. Rev. Lett. 105, 123601…
We quantify the effect of Gaussian white noise on fast--slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity. The stochastic system can be…
In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…
The paper presents analytical and numerical results on energetics of non-harmonic, undamped, single-well, stochastic oscillators driven by additive Gaussian white noises. Absence of damping and the action of noise are responsible for lack…
We consider an abstract non-inertial model of aggregation under the influence of a Gaussian white noise with prescribed space-covariance, and prove a formula for the mean collision rate $R$, per unit of time and volume. Specializing the…
We study a stochastically driven, damped nonlinear oscillator whose frequency is modulated by a white or coloured noise. Using diagrammatic perturbation theory, we find that in the absence of nonlinearity, parametric modulation by a…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
By introducing the small noise expansion techniques, we show that the fully nonlinear (non-Markovian) stochastic inflationary system, may be re-cast in terms of an infinite set of Wiener processes (stochastic equations with white noises).…
Nonlinear string vibration, in particular the case of nonplanar motion, has been an area of intense study for many years. Numerical simulation methods, essential for the comparison between measured data and theory, have received somewhat…
We assume the macroscopic wave function of a Bose-Einstein condensate as a superposition of Gaussian wave packets, with time-dependent complex width parameters, insert it into the mean-field energy functional corresponding to the…
A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system…
Collisions are an innate part of the function of many musical instruments. Due to the nonlinear nature of contact forces, special care has to be taken in the construction of numerical schemes for simulation and sound synthesis. Finite…
In this paper, we extend Walsh's stochastic integral with respect to a Gaussian noise, white in time and with some homogeneous spatial correlation, in order to be able to integrate some random measure-valued processes. This extension turns…
We study the impact of applying stochastic forcing to the Ghil-Sellers energy balance climate model in the form of a fluctuating solar irradiance. Through numerical simulations, we explore the noise-induced transitions between the competing…
Theory of nonlinear resonance, including stochastic one, is developed on the basis of the statistical field theory and using variables action-angle. Explicit expressions of action, proper frequency and nonlinearity parameter as functions of…
In this paper we consider a system of non-linear stochastic heat equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Under some suitable regularity and non degeneracy…
With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian…