Related papers: Mapping multiplicative to additive noise
Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…
The ability to quantify stochastic fluctuations present in biochemical and other systems is becoming increasing important. Analytical descriptions of these fluctuations are attractive, as stochastic simulations are computationally…
We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
Multiplicative noise is found to divide the growth law of tumors into two parts in a logistic model, which is driven by additive and multiplicative noises simultaneously. The Fokker-Planck equation was also derived to explain the fact that…
Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…
A stochastic leap-frog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
Macromolecular complexation leading to coupling of two or more cellular membranes is a crucial step in a number of biological functions of the cell. While other mechanisms may also play a role, adhesion always involves the fluctuations of…
We study the noise correlations of one-dimensional binary Bose mixtures, as a probe of their quantum phases. In previous work, we found a rich structure of many-body phases in such mixtures, such as paired and counterflow superfluidity.…
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…
Synchronization is shown to occur in spatially extended systems under the effect of additive spatio-temporal noise. In analogy to low dimensional systems, synchronized states are observable only if the maximum Lyapunov exponent $\Lambda$ is…
Many dynamical systems are subjected to stochastic influences, such as random excitations, noise, and unmodeled behavior. Tracking the system's state and parameters based on a physical model is a common task for which filtering algorithms,…
Active microscopic objects, e.g., an enzyme molecule, are modeled by the Langevin system with the odd elasticity, in which energy injection from the substrate to the enzyme is described by the antisymmetric part of the elastic matrix. By…
We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
Optical absorption measurements characterize a wide variety of systems from atomic gases to \emph{in-vivo} diagnostics of living organisms. Here we study the potential of non-classical techniques to reduce statistical noise below the…
We investigate the properties of hysteresis cycles produced by a one-dimensional, periodically forced Langevin equation. We show that depending on amplitude and frequency of the forcing and on noise intensity, there are three qualitatively…