Related papers: Ermakov Systems with Multiplicative Noise
This work deals with the dynamics of a class of stochastic dynamical systems with a multiplicative non-Gaussian Levy noise. We first establish the existence of stable and unstable foliations for this system via the Lyapunov-Perron method.…
Descriptions of complex physical or biological systems often include stochastic contributions, and these are commonly simulated using Wiener processes. In many cases however, non-Gaussian fluctuations may originate from non-Wiener processes…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…
In this paper we present a general framework in which one can rigorously study the effect of spatio-temporal noise on traveling waves, stationary patterns and oscillations that are invariant under the action of a finite-dimensional set of…
We study equations like the Mackey-Glass equations and Nicholson's blowflies equation, each perturbed by a (small) multiplicative noise term. Solutions to these stochastic negative feedback systems persist globally and are bounded above in…
We have developed a new methodology and a time-domain software package for the estimation of the oscillation frequency and the phase noise spectrum of non-linear noisy microwave circuits based on the direct integration of the system of…
The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…
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 formulate a phase-reduction method for a general class of noisy limit cycle oscillators and find that the phase equation is parametrized by the ratio between time scales of the noise correlation and amplitude relaxation of the limit…
In the paper Sci. Rep. 8, 8401 (2018), among other things, the Ermakov-Lewis invariant was constructed for the time dependent harmonic oscillator in Koopman-von Neumann mechanics. We point out that there is a simpler method that allows one…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…
This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…
The phase description is a powerful tool for analyzing noisy limit cycle oscillators. The method, however, has found only limited applications so far, because the present theory is applicable only to the Gaussian noise while noise in the…
Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…
We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Ito vs. Stratonovich), in particular in the context of noise-induced…
A harmonic oscillator under influence of the noise is a basic model of various physical phenomena. Under Gaussian white noise the position and velocity of the oscillator are independent random variables which are distributed according to…
A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…