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We have analyzed the phenomenon of stochastic resonance in a system driven by non Gaussian noises. We have considered both white and colored noises. In the latter case we have obtained a consistent Markovian approximation that enables us to…

Statistical Mechanics · Physics 2007-05-23 M. A. Fuentes , C. Tessone , H. S. Wio , R. Toral

The simultaneous influence of small damping and white noise on Hamiltonian systems with chaotic motion is studied on the model of periodically kicked rotor. In the region of parameters where damping alone turns the motion into regular, the…

Chaotic Dynamics · Physics 2009-11-10 P. V. Elyutin

Fisher Information (FI) is a quantity ubiquitously measured in such varied areas like metrology, machine learning, and biological complexity. Mathematically, it represents a lower bound in the variance of unknown parameters that are related…

Statistical Mechanics · Physics 2026-01-21 Pedro B. Melo , Sílvio M. Duarte Queirós , Diogo O. Soares-Pinto , Welles A. M. Morgado

A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…

Statistical Mechanics · Physics 2023-09-01 Indrani Bose

We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary…

Statistical Finance · Quantitative Finance 2016-11-22 Vygintas Gontis

We first present a new stochastic version of the Cucker-Smale model of the emergent behavior in flocks in which the mutual communication between individuals is affected by random factor. Then, the existence and uniqueness of global solution…

Probability · Mathematics 2015-08-28 Ta Viet Ton , Nguyen Thi Hoai Linh , Atsushi Yagi

We investigate the effects of the interaction between time-inhomogeneous damping, non-local diffusion, and noise on classical solutions to the Camassa--Holm equations that incorporate these additional factors. Initially, a local-in-time…

Analysis of PDEs · Mathematics 2024-10-11 Diego Alonso-Orán , Peter H. C. Pang , Hao Tang

Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…

Statistical Mechanics · Physics 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes…

Populations and Evolution · Quantitative Biology 2012-05-08 A. Dobrinevski , E. Frey

In this paper, we formulate a stochastic logistic fish growth model driven by both white noise and non-Gaussian noise. We focus our study on the mean time to extinction, escape probability to measure the noise-induced extinction probability…

Probability · Mathematics 2020-09-03 A. Tesfay , D. Tesfay , A. Khalaf , J. Brannan

One essential ingredient of evolutionary theory is the concept of fitness as a measure for a species' success in its living conditions. Here, we quantify the effect of environmental fluctuations onto fitness by analytical calculations on a…

Populations and Evolution · Quantitative Biology 2015-05-19 Anna Melbinger , Massimo Vergassola

Ecological networks such as plant-pollinator systems and food webs vary in space and time. This variability includes fluctuations in global network properties such as total number and intensity of interactions but also in the local…

Quantitative Methods · Quantitative Biology 2022-12-23 Tancredi Caruso , Giulio Virginio Clemente , Matthias C Rillig , Diego Garlaschelli

Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided simple predictions…

Populations and Evolution · Quantitative Biology 2017-12-13 Simone Pigolotti , Massimo Cencini , Daniel Molina , Miguel A. Muñoz

The local, uncorrelated multiplicative noises driving a second-order, purely noise-induced, ordering phase transition (NIPT) were assumed to be Gaussian and white in the model of [Phys. Rev. Lett. \textbf{73}, 3395 (1994)]. The potential…

Statistical Mechanics · Physics 2016-08-14 Roberto R. Deza , Horacio S. Wio , Miguel A. Fuentes

Self-organization through noisy interactions is ubiquitous across physics, mathematics, and machine learning, yet how long-range structure emerges from local noisy dynamics remains poorly understood. Here, we investigate three paradigmatic…

Soft Condensed Matter · Physics 2026-03-31 Satyam Anand , Guanming Zhang , Stefano Martiniani

We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers…

Probability · Mathematics 2009-11-23 Stefano Bonaccorsi , Ciprian Tudor

It is shown that the evolution of the density perturbations during certain eras of substantial entropy generation in the universe can be described in the scheme of the KPZ equation. Therefore, the influence on cosmological structure…

Astrophysics · Physics 2009-10-22 A. Berera , L. Z. Fang

Environmental noise can cause an exponential reduction in the mean time to extinction (MTE) of an isolated population. We study this effect on an example of a stochastic birth-death process with rates modulated by a colored Gaussian noise.…

Populations and Evolution · Quantitative Biology 2015-05-13 Alex Kamenev , Baruch Meerson , Boris Shklovskii

Building upon the eco-evolutionary game dynamics framework established by Tilman et al., we investigate stochastic fluctuations in a two-strategy system incorporating environmental feedback mechanisms, where the payoff matrix exhibits…

Populations and Evolution · Quantitative Biology 2025-12-01 Chao Wang , Minlan Li , Chang Liu

We have analyzed the interplay between noise and periodic modulations in a classical Lotka-Volterra model of two-species competition. We have found that the consideration of noise changes drastically the behavior of the system and leads to…

Statistical Mechanics · Physics 2009-10-31 J. M. G. Vilar , R. V. Solé