Related papers: From random Poincar\'e maps to stochastic mixed-mo…
We consider an ensemble of coupled nonlinear noisy oscillators demonstrating in the thermodynamic limit an Ising-type transition. In the ordered phase and for finite ensembles stochastic flips of the mean field are observed with the rate…
We report the first experimental observation of noise-free stochastic resonance by utilizing the intrinsic chaotic dynamics of the system. To this end we have investigated the effect of an external periodic modulation on intermittent…
Spectral line-shapes provide a window into the local environment coupled to a quantum transition in the condensed phase. In this paper, we build upon a stochastic model to account for non-stationary background processes produced by…
Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates…
Recent research on the dynamics of certain fluid dynamical instabilities shows that when there is a slow invariant manifold subject to fast timescale instability the dynamics are extremely sensitive to noise. The behaviour of such systems…
We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when…
In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…
Stochastic resonance holds much promise for the detection of weak signals in the presence of relatively loud noise. Following the discovery of nondynamical and of aperiodic stochastic resonance, it was recently shown that the phenomenon can…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
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 long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long- time evolution, can be described as a motion on the cone of…
We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…
Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these…
The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a…
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…
We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle induced by the Hopf bifurcation. General relations obtained are applied to the stochastic Lorenz system to show that…
The paper deals with the problem of long-time asymptotic behaviour of solutions for classes of ODEs and PDEs, perturbed by stationary noises. The latter are not assumed to be $\delta$-correlated in time, so that the evolution in question is…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…