Related papers: Ermakov Systems with Multiplicative Noise
We examine analytically and numerically a variant of the stochastic Kuramoto model for phase oscillators coupled on a general network. Two populations of phased oscillators are considered, labelled `Blue' and `Red', each with their…
This paper studies the numerical simulation of the solution to the McKean-Vlasov equation with common noise. We begin by discretizing the solution in time using the Euler scheme, followed by spatial discretization through the particle…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
Recently, extracting data-driven governing laws of dynamical systems through deep learning frameworks has gained a lot of attention in various fields. Moreover, a growing amount of research work tends to transfer deterministic dynamical…
The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…
This paper proposes a general symplectic Euler scheme for a class of Hamiltonian stochastic differential equations driven by L$\acute{e}$vy noise in the sense of Marcus form. The convergence of the symplectic Euler scheme for this…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
The output of oscillators is usually not stable over time. In particular, phase variations---or \emph{phase noise}---corrupts the oscillations. In this letter, we describe a circuit that designed to average the phase noise processes and…
Recent research on the dynamics of certain fluid dynamical instabilities shows that when there is a slow invariant manifold subject to fast timescale instability the dynamics are extremely sensitive to noise. The behaviour of such systems…
Effective stochastic equations for the continuous transitions of relativistic quantum fields inevitably contain multiplicative noise. We examine the effect of such noise in a numerical simulation of a temperature quench in a 1+1 dimensional…
While the stochastic dynamics of two coupled oscillators have been extensively studied, most of the research has focused on stochastic input with equal intensity. However, this is often not the case in biological systems. In this study, we…
We consider a system of globally-coupled phase-only oscillators with distributed intrinsic frequencies and evolving in presence of distributed Gaussian, white noise, namely, a Gaussian, white noise whose strength for every oscillator is a…
Consider the following stochastic differential equation driven by multiplicative noise on $\mathbb{R}^d$ with a superlinearly growing drift coefficient, \begin{align*} \mathrm{d} X_t = b (X_t) \, \mathrm{d} t + \sigma (X_t) \, \mathrm{d}…
We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…
We introduce a stochastic model for the determination of phase noise in optoelectronic oscillators. After a short overview of the main results for the phase diffusion approach in autonomous oscillators, an extension is proposed for the case…
We introduce an invariant phase description of stochastic oscillations by generalizing the concept of standard isophases. The average isophases are constructed as sections in the state space, having a constant mean first return time. The…
This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…
Oscillations and noise are ubiquitous in physical and biological systems. When oscillations arise from a deterministic limit cycle, entrainment and synchronization may be analyzed in terms of the asymptotic phase function. In the presence…
This study aims to examine the effect of L\'evy noise on the solutions of the nonlinear Schr\"odinger equation. An improved diversity of stochastic solutions is instinctively located discretely on certain conditions by applying the…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…