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A system's internal dynamics and its interaction with the environment can be determined by tracking how external perturbations affect its transition rates between states. Quantitative measurements of these rates are crucial for optimizing…

The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…

Statistical Mechanics · Physics 2014-01-10 Krzysztof Szczepaniec , Bartlomiej Dybiec

It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…

Condensed Matter · Physics 2009-10-31 Redouane Fakir

Stochastic resonance holds much promise for the detection of weak signals in the presence of relatively loud noise. Following the discovery of nondynamical and of aperiodic stochastic resonance, it was recently shown that the phenomenon can…

Condensed Matter · Physics 2009-10-31 Redouane Fakir

In this work the significance of treating a set of measurements as a time series is being explored. Time Series Analysis (TSA) techniques, part of the Exploratory Data Analysis (EDA) approach, can provide much insight regarding the…

Data Analysis, Statistics and Probability · Physics 2012-03-01 Dimitra Georgakaki , Chris Mitsas , Hariton Polatoglou

A new technique for calculating the time-evolution, correlations and steady state spectra for nonlinear stochastic differential equations is presented. To illustrate the method, we consider examples involving cubic nonlinearities in an…

Condensed Matter · Physics 2016-08-31 S. Chaturvedi , P. D. Drummond

We theoretically propose a new method in cavity- and surface-enhanced Raman spectroscopy (SERS) with improved temporal resolution in the measurement of stochastic Raman spectral fluctuations. Our approach combines Fourier spectroscopy and…

Optics · Physics 2025-07-02 Colburn Cobb-Bruno , Hendrik Utzat

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation…

Methodology · Statistics 2021-11-05 Francesco Giordano , Pietro Coretto

In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…

Systems and Control · Computer Science 2016-09-28 Vasileios Tzoumas , Nikolay A. Atanasov , Ali Jadbabaie , George J. Pappas

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

Stochastic resonance describes the utility of noise in improving the detectability of weak signals in certain types of systems. It has been observed widely in natural and engineered settings, but its utility in image classification with…

Computer Vision and Pattern Recognition · Computer Science 2025-02-21 Siegfried Ludwig

Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…

The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…

Statistical Mechanics · Physics 2011-03-14 David Andrieux

For earthquake-resistant design, engineering seismologists employ time-history analysis for nonlinear simulations. The nonstationary stochastic method previously developed by Pousse et al. (2006) has been updated. This method has the…

Applications · Statistics 2012-12-18 Aurore Laurendeau , Fabrice Cotton , Luis Fabian Bonilla

We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…

Statistical Mechanics · Physics 2009-10-31 Rosario N. Mantegna , Bernardo Spagnolo , Marco Trapanese

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Statistical Mechanics · Physics 2022-09-14 Stephen Teitsworth , John Neu

Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…

General Physics · Physics 2022-04-14 Jiri Prochazka

As the hunt for an Earth-like exoplanets has intensified in recent years, so has the effort to characterise and model the stellar signals that can hide or mimic small planetary signals. Stellar variability arises from a number of sources,…

Solar and Stellar Astrophysics · Physics 2024-04-19 Niamh K. O'Sullivan , Suzanne Aigrain

The main objective of this work is to explore aspects of stochastic resonance (SR) in noisy bistable, symmetric systems driven by subthreshold periodic rectangular external signals possessing a large duty cycle of unity. Using a precise…

Statistical Mechanics · Physics 2016-08-16 Jesús Casado-Pascual , José Gómez-Ordóñez , Manuel Morillo , Peter Hänggi
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