Related papers: Quantifying resonant activation like phenomenon in…
We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…
In noisy environments such as the cell, many processes involve target sites that are often hidden or inactive, and thus not always available for reaction with diffusing entities. To understand reaction kinetics in these situations, we study…
We analyze the statistical properties of a temporal point process driven by a confined fractional Brownian motion. The event count distribution and power spectral density of this non--Markovian point process exhibit power--law scaling. We…
Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…
We provide a complete solution of the problems of the probability distribution and the escape rate in Poisson-noise driven systems. It includes both the exponents and the prefactors. The analysis refers to an overdamped particle in a…
We study the dynamics of a Brownian particle in Morse potential under thermal fluctuations, modeled by Gaussian white noise whose amplitude depends on absolute temperature. Dynamics of such a particle is investigated by numerically…
We model the dynamics of the leaky integrate-fire neuron under periodic stimulation as a Markov process with respect to the stimulus phase. This avoids the unrealistic assumption of a stimulus reset after each spike made in earlier work and…
The equilibrium properties of a system of passive diffusing particles in an external magnetic field are unaffected by the Lorentz force. In contrast, active Brownian particles exhibit steady-state phenomena that depend on both the strength…
We study the activation process in large assemblies of type II excitable units whose dynamics is influenced by two independent noise terms. The mean-field approach is applied to explicitly demonstrate that the assembly of excitable units…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
This paper concerns about the large time behavior of acoustic wave motion driven by a random force acting through the boundary. We begin with an abstract result showing the interconnection between the regularity of Markov semigroup…
We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with…
We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…
We address the non-Markovian character of quantum maps describing the interaction of a qubit with a random classical field. In particular, we evaluate trace- and capacity-based non-Markovianity measures for two relevant classes of…
We consider a Markov-modulated Brownian motion $\{Y(t), \rho(t)\}$ with two boundaries at $0$ and $b > 0$, and allow for the controlling Markov chain $\{\rho(t)\}$ to instantaneously undergo a change of phase upon hitting either of the two…
First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…
We present a generalized energy-depot model in which the conversion rate of the internal energy into motion can be dependent on the position and the velocity of a particle. When the conversion rate is a general function of the velocity, the…
The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…
Inverse stochastic resonance comprises a nonlinear response of an oscillatory system to noise where the frequency of noise-perturbed oscillations becomes minimal at an intermediate noise level. We demonstrate two generic scenarios for…