Related papers: Kramers-type effective Reactive Flow in Structured…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck…
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
Resonant activation is one of classical effects demonstrating constructive role of noise. In resonant activation cooperative action of barrier modulation process and noise lead to the optimal escape kinetics as measured by the mean first…
We analyze the quantum dynamics of radiation propagating in a single mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known…
We report relationships between the effects of noise and applied constant currents on the behavior of a system of excitable elements. The analytical approach based on the nonlinear Fokker-Planck equation of a mean-field model allows us to…
The kinetics of relaxation in quantum systems induced by anomalous fluctuating noise is studied in detail. In this study two processes are considered, as examples: (1) relaxation in two-level system caused by external noise with slowly…
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
We consider the classical response in a chaotic system. In contrast to behavior in integrable or almost integrable systems, the nonlinear classical response in a chaotic system vanishes at long times. The response also reveals certain…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main…
We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on…
Markovian properties of a discrete random multiplicative cascade model of log-normal type are discussed. After taking small-scale resummation and breaking of the ultrametric hierarchy into account, qualitative agreement with Kramers-Moyal…
We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…
The problem of Kramers' turnover is a central issue of dynamical theory of reaction rate. Since its classical solution in the Markovian limit in mid-eighties by Melnikov and Meshkov, the problem has been addressed by a number of groups in…
A novel route to instabilities and turbulence in fluid and plasma flows is presented in kinetic Vlasov-Maxwell model. New kind of flow instabilities is shown to arise due to the availability of new kinetic energy sources which are absent in…