Related papers: Kramers-type effective Reactive Flow in Structured…
Solving inverse problems without the use of derivatives or adjoints of the forward model is highly desirable in many applications arising in science and engineering. In this paper, we propose a new version of such a methodology, a framework…
Intrinsic channel noise is fundamental to neural processing, yet its state-dependent nature, when constrained by strict Feller boundary conditions, is often overlooked. Here, we demonstrate that this bounded multiplicative noise is not…
Critical behaviour of two systems, subjected to the turbulent mixing, is studied by means of the field theoretic renormalization group. The first system, described by the equilibrium model A, corresponds to relaxational dynamics of a…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…
A one-dimensional, unsteady nozzle flow is modelled to identify the sources of indirect noise in multicomponent gases. First, from non-equilibrium thermodynamics relations, it is shown that a compositional inhomogeneity advected in an…
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…
We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
Quantum non-Markovianity modifies the environmental decoherence of a system. This situation is enriched in complex systems owing to interactions among subsystems. We consider the problem of distinguishing the multiple sources of…
We present a measurement noise reduction scheme based on information flow of a chaotic system. This scheme operates on conditions of chaoticity and well-defined noise level, not depending on other detailed characteristics of noise. Starting…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
We investigate the effects of the interaction between time-inhomogeneous damping, non-local diffusion, and noise on classical solutions to the Camassa--Holm equations that incorporate these additional factors. Initially, a local-in-time…
Coherent, large scale dynamics in many nonequilibrium physical, biological, or information transport networks are driven by small-scale local energy input. Here, we introduce and explore an analytically tractable nonlinear model for…
Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…
The recently introduced structured input-output analysis is a powerful method for capturing nonlinear phenomena associated with incompressible flows, and this paper extends that method to the compressible regime. The proposed method relies…
We compare the thermal escape rates of a Brownian particle, initially trapped into one of the two wells of an asymmetric double-well potential, for thermal Markovian and non-Markovian noise. The Markovian treatment of this problem goes…
Starting from the chemical master equation, we employ field theoretic techniques to derive Langevin-type equations that exactly describe the stochastic dynamics of the Frank chiral amplification model with spatial diffusion. The intrinsic…