Related papers: Small noise and long time phase diffusion in stoch…
The effect of small-amplitude noise on excitable systems with large time-scale separation is analyzed. It is found that small random perturbations of the fast excitatory variable result in the onset of a quasi-deterministic limit cycle…
Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
In this paper, we study the effect of small Brownian noise on a switching dynamical system which models a first-order DC/DC buck converter. The state vector of this system comprises a continuous component whose dynamics switch, based on the…
The effects of noise on the dynamics of nonlinear systems is known to lead to many counter-intuitive behaviors. Using simple planar limit cycle oscillators, we show that the addition of moderate noise leads to qualitatively different…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
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…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
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…
In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…
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…
We study the effects of intrinsic noise on chemical reaction systems, which in the deterministic limit approach a limit cycle in an oscillatory manner. Previous studies of systems with an oscillatory approach to a fixed point have shown…
This paper studies the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE): \[ dX_{t}^{\varepsilon }=b(X_{t}^{\varepsilon })\,dt+\varepsilon \,dW_{t}, \quad…
We study a model consisting of $N$ nonlinear oscillators with {\em global periodic} coupling and {\em local multiplicative} and additive noises. The model was shown to undergo a nonequilibrium phase transition towards a broken-symmetry…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
Theoretical models that describe oscillations in biological systems are often either a limit cycle oscillator, where the deterministic nonlinear dynamics gives sustained periodic oscillations, or a noise-induced oscillator, where a fixed…
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 introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…
An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator subjected to weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase…