Related papers: Nonlinear Langevin equations for wandering pattern…
The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…
In this Letter we describe a novel class of dynamical excitations -- accelerating oscillatory fronts in a new genre of nonlinear sonic vacua with strongly non-local effects. Indeed, it is surprising that such models naturally arise in…
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…
First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…
Nonlinear complex network-coupled systems typically have multiple stable equilibrium states. Following perturbations or due to ambient noise, the system is pushed away from its initial equilibrium and, depending on the direction and the…
We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external,…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…
We analyze a multilayer neural field model of spatial working memory, focusing on the impact of interlaminar connectivity, spatial heterogeneity, and velocity inputs. Models of spatial working memory typically employ networks that generate…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
While the origin of temporal correlations in Langevin dynamics have been thoroughly researched, the understanding of Spatially Correlated Noise (SCN) is rather incomplete. In particular, very little is known about the relation between…
We study the impact of noise on a neural population rate model of up and down states. Up and down states are typically observed in neuronal networks as a slow oscillation, where the population switches between high and low firing rates…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
We investigate the dynamic impact of heterogeneous environments on superdiffusive random walks known as L\'evy flights. We devote particular attention to the relative weight of source and target locations on the rates for spatial…
We study the Langevin dynamics of a two-dimensional discrete oscillator chain absorbed on a periodic substrate and subjected to an external localized point force. Going beyond the commonly used harmonic bead-spring model, we consider a…
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…
This is the first paper in a series where we study collisions of nucleated bubbles taking into account the effects of small initial (quantum) fluctuations in a fully 3+1-dimensional setting. In this paper, we consider the evolution of…
We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…
Localized persistent cortical neural activity is a validated neural substrate of parametric working memory. Such activity `bumps' represent the continuous location of a cue over several seconds. Pyramidal (excitatory) and interneuronal…