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This study addresses limited attention allocation in a stochastic linear quadratic system with multiplicative noise. Our approach enables strategic resource allocation to enhance noise estimation and improve control decisions. We provide…

Optimization and Control · Mathematics 2024-03-28 Xiangyu Cui , Jianjun Gao , Lingjie Kong

The effect of fluctuations on the conductivity of ion channels is investigated. It is shown that modulation of the potential barrier at the selectivity site due to electrostatic amplification of charge fluctuations at the channel mouth…

Biological Physics · Physics 2009-11-13 D. G. Luchinsky , R. Tindjong , I. Kaufman , P. V. E. McClintock , R. S. Eisenberg

We analyze theoretically the dynamics of a single colloidal particle in an externally applied electric field. The thermal motions of microions lead to an anisotropic, nonequilibrium source of noise, pro- portional to the field, in the…

Statistical Mechanics · Physics 2009-07-03 Suropriya Saha , Sriram Ramaswamy

A model of mobile, charged ion channels in a fluid membrane is studied. The channels may switch between an open and a closed state according to a simple two-state kinetics with constant rates. The effective electrophoretic charge and the…

Soft Condensed Matter · Physics 2009-11-07 Stephan C. Kramer , Reiner Kree

Nelson's stochastic mechanics formulates quantum dynamics as a real-time conservative diffusion process in which a particle undergoes Brownian-like motion with a fluctuation amplitude fixed by Planck's constant. While being mathematically…

Quantum Physics · Physics 2026-04-10 Danilo F. Schafaschek , Giovani L. Vasconcelos , Antônio M. S. Macêdo

We investigate Brownian noise effects on magnetic focusing of prolate and oblate spheroids carrying permanent magnetic dipoles in channel (Poiseuille) flow subject to a uniform magnetic field. The focusing is effected by the…

Soft Condensed Matter · Physics 2022-10-21 Mohammad Reza Shabanniya , Ali Naji

This paper studies the behavior of solitons in the Korteweg-de Vries equation under the influence of multiplicative noise. We introduce stochastic processes that track the amplitude and position of solitons based on a rescaled frame…

Analysis of PDEs · Mathematics 2024-02-06 Rik W. S. Westdorp , Hermen Jan Hupkes

A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…

Probability · Mathematics 2019-02-11 Jennifer Krüger , Wilhelm Stannat

This work proposes a two-dimensional electrophysiological model for describing neuronal responses to external electric stimuli under patch-clamped conditions. Our proposed model successfully captures the key features of the Hodgkin-Huxley…

Neurons and Cognition · Quantitative Biology 2023-12-13 Lízia Maria Gonçalves Branco , Rui Manuel Agostinho Dilão

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

The transport and dispersion of multiple species of charged ions are central to many biological and physical processes, including electrokinetic ion separation. However, most theoretical studies of dispersion in channels have focused on…

Soft Condensed Matter · Physics 2026-05-04 Thakurdas Mahata , Anirban Chatterjee , Ameeya Kumar Nayak

A model of mobile, charged ion channels embedded in a biomembrane is investigated. The ion channels fluctuate between an opened and a closed state according to a simple two-state reaction scheme whereas the total number of ion channels is a…

Pattern Formation and Solitons · Physics 2009-11-11 Ronny Peter , Walter Zimmermann

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…

Dynamical Systems · Mathematics 2023-09-22 Minjae Cho

We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…

Probability · Mathematics 2025-11-06 Alexander Alecio

We study tracking control for stochastic differential equations of Langevin type and describe a new conceptual approach to the sampling problem for those systems. The objective is to guarantee the evolution of the mean value in a prescribed…

Optimization and Control · Mathematics 2023-06-27 Thomas Berger , Feliks Nüske

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

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…

Statistical Mechanics · Physics 2009-11-07 A. Rocco , L. Ramirez-Piscina , J. Casademunt

The electric conductivity of ionic solutions is well understood at low ionic concentrations of up to a few millimolar but becomes difficult to unravel at higher concentrations that are still common in nature and technological applications.…

Soft Condensed Matter · Physics 2023-01-03 Yael Avni , David Andelman , Henri Orland

Electrostatic interaction between ions in an ionic channel and the charge fluctuations in the channel mouth are considered. It is shown that the charge fluctuations can be enhanced in the channels with low dielectric constant and result in…

Biological Physics · Physics 2007-05-23 D. G. Luchinsky , R. Tindjong , I. Kaufman , P. V. E. McClintock , R. S. Eisenberg

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…

Statistical Mechanics · Physics 2015-06-16 Tomasz Srokowski