Related papers: Nonlinear Langevin equations for wandering pattern…
We consider a model of Non-Brownian self-propelled particles with anti-alignment interactions where particles try to avoid each other by attempting to turn into opposite directions. The particles undergo apparent Brownian motion, even…
In this paper, we study the contractivity of nonlinear stochastic differential equations (SDEs) driven by deterministic inputs and Brownian motions. Given a weighted $\ell_2$-norm for the state space, we show that an SDE is incrementally…
Spatially correlated noise (SCN), i.e. the thermal noise that affects neighbouring particles in a similar manner, is ubiquitous in soft matter systems. In this work, we apply the over-damped SCN-driven Langevin equations as an effective,…
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…
The influence that intrinsic local density fluctuations can have on solutions of mean-field reaction-diffusion models is investigated numerically by means of the spatial patterns arising from two species that react and diffuse in the…
We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
We study synchronization of locally coupled noisy phase oscillators which move diffusively in a one-dimensional ring. Together with the disordered and the globally synchronized states, the system also exhibits several wave-like states which…
In this manuscript we analyze the collective behavior of mean-field limits of large-scale, spatially extended stochastic neuronal networks with delays. Rigorously, the asymptotic regime of such systems is characterized by a very intricate…
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
The derivation of a Moving Boundary Approximation or of the response of a coherent structure like a front, vortex or pulse to external forces and noise, is generally valid under two conditions: the existence of a separation of time scales…
We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…
In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…
We propose a comprehensive dynamical model for cooperative motion of self-propelled particles, e.g., flocking, by combining well-known elements such as velocity-alignment interactions, spatial interactions, and angular noise into a unified…
We study the propagation of a ``pulled'' front with multiplicative noise that is created by a local perturbation of an unstable state. Unlike a front propagating into a metastable state, where a separation of time scales for sufficiently…
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…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
The long-time asymptotic behavior of solutions to the focusing nonlinear Schr\"odinger (NLS) equation on the line with symmetric, nonzero boundary conditions at infinity is studied in the case of initial conditions that allow for the…