Related papers: Small noise and long time phase diffusion in stoch…
In oscillatory reaction-diffusion systems, time-delay feedback can lead to the instability of uniform oscillations with respect to formation of standing waves. Here, we investigate how the presence of additive, Gaussian white noise can…
The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…
Overdamped stochastic systems maintained far from equilibrium can display sustained oscillations with fluctuations that decrease with the system size. The correlation time of such noisy limit cycles expressed in units of the cycle period is…
This is a comment on a recent paper by Yoshimura and Arai [Phys. Rev. Lett. 101, 154101 (2008)] on phase reduction of noisy limit-cycle oscillators, in which the authors claimed that the conventional phase stochastic differential equation…
We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or…
We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…
We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…
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 develop a framework for the general interpretation of the stochastic dynamical system near a limit cycle. Such quasi-periodic dynamics are commonly found in a variety of nonequilibrium systems, including the spontaneous oscillations of…
A system of periodically coupled nonlinear phase oscillators submitted to both additive and multiplicative white noises has been recently shown to exhibit ratchetlike transport, negative zero-bias conductance, and anomalous hysteresis.…
A parabolic stochastic PDE is studied analytically and numerically, when a bifurcation parameter is slowly increased through its critical value. The aim is to understand the effect of noise on delayed bifurcations in systems with spatial…
We introduce an extension to the standard reduction of oscillatory systems to a single phase variable. The standard reduction is often insufficient, particularly when the oscillations have variable amplitude and the magnitude of each…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…
Quantum graphs with leads to infinity serve as convenient models for studying various aspects of systems which are usually attributed to chaotic scattering. They are also studied in several experimental systems and practical applications.…
Quantum fluctuations are inherent in open quantum systems and they affect not only the statistical properties of the initial state but also the time evolution of the system. Using a generic minimal model, we show that quantum noise…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
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…
In this article, we present a systematic study of the critical behavior of phase oscillators with multiplicative noise from a thermodynamic equilibrium approach. We have already presented the thermodynamics of phase noise oscillators and…
We study noise induced switching in systems far from equilibrium by using an underdamped micromechanical torsional oscillator driven into the nonlinear regime. Within a certain range of driving frequencies, the oscillator possesses two…