Related papers: Mapping multiplicative to additive noise
Growth-fragmentation processes describe systems of particles in which each particle may grow larger or smaller, and divide into smaller ones as time proceeds. Unlike previous studies, which have focused mainly on the self-similar case, we…
It is shown that the simplest multiplicative random complex matrix model generalizes the large-N phase structure found in the unitary case: A perturbative regime is joined to a nonperturbative regime at a point of nonanalyticity.
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…
The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…
Two-dimensional mappings obtained by coupling two piecewise increasing expanding maps are considered. Their dynamics is described when the coupling parameter increases in the expanding domain. By introducing a coding and by analysing an…
We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…
We study the rate of true vacuum bubble nucleation numerically for a phi^4 field system coupled to a source of thermal noise. We compare in detail the cases of additive and multiplicative noise. We pay special attention to the choice of…
We present embedding procedures for the non-Markovian stochastic Schr\"{o}dinger equations, arising from studies of quantum systems coupled with bath environments. By introducing auxiliary wave functions, it is demonstrated that the…
A universal law for the supercritical bifurcation shape of transverse one-dimensional (1D) systems in presence of additive noise is given. The stochastic Langevin equation of such systems is solved by using a Fokker-Planck equation leading…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties…
A model for the adsorption of a binary mixture on a one-dimensional infinite lattice with nearest neighbour cooperative effects is considered. The particles of the two species are both monomers but differ in the repulsive interaction…
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…
We derive a minimalist but powerful deterministic denoising-diffusion model. While denoising diffusion has shown great success in many domains, its underlying theory remains largely inaccessible to non-expert users. Indeed, an understanding…
We introduce a family of classical stochastic processes describing diffusive particles undergoing branching and long-range annihilation in the presence of a parity constraint. The probability for a pair-annihilation event decays as a…
According to recent numerical results from lattice models, the critical exponents of systems with many absorbing states and an order parameter coupled to a non-diffusive conserved field coincide with those of the linear interface depinning…
A new method is introduced to obtain a strong signal by the interference of weak signals in noisy channels. The method is based on the interference of 1/f noise from parallel channels. One realization of stochastic interference is the…
In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…
Simplified representations of macromolecules help in rationalising and understanding the outcome of atomistic simulations, and serve to the construction of effective, coarse-grained models. The number and distribution of coarse-grained…
This chapter presents specific aspects of Gaussian process modeling in the presence of complex noise. Starting from the standard homoscedastic model, various generalizations from the literature are presented: input varying noise variance,…