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We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise - that is, we modulate…

Probability · Mathematics 2016-01-19 Giambattista Giacomin , Christophe Poquet , Assaf Shapira

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…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…

Probability · Mathematics 2022-05-20 Shivam Dhama , Chetan D. Pahlajani

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…

Probability · Mathematics 2026-03-25 Ashif Khan , Chetan D. Pahlajani

We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

Probability · Mathematics 2024-07-10 Nguyen H. Du , Alexandru Hening , Dang H. Nguyen , George Yin

We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…

Statistical Mechanics · Physics 2015-05-27 Valerio Lucarini

The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…

Mathematical Physics · Physics 2016-02-18 Oskar Sultanov

An important task in quantitative biology is to understand the role of stochasticity in biochemical regulation. Here, as an extension of our recent work [Phys. Rev. Lett. 107, 148101 (2011)], we study how input fluctuations affect the…

Molecular Networks · Quantitative Biology 2015-06-11 Bo Hu , David A. Kessler , Wouter-Jan Rappel , Herbert Levine

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…

Computational Physics · Physics 2011-09-02 R. K. Brojen Singh

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…

Quantitative Methods · Quantitative Biology 2007-05-23 Cyrill B. Muratov , Eric Vanden-Eijnden , Weinan E

In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration are driven by a mixture of a classical…

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Probability · Mathematics 2024-11-28 Shivam Singh Dhama

Additive noise is known to produce counter-intuitive behaviors in nonlinear dynamical systems. Previously, it was shown that systems with a deterministic limit cycle can display bistable switching between metastable states in the presence…

Chaotic Dynamics · Physics 2015-01-26 Michael A. Schwemmer , Jay M. Newby

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…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 C. Stambaugh , H. B. Chan

We quantify the effect of Gaussian white noise on fast--slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity. The stochastic system can be…

Dynamical Systems · Mathematics 2015-03-06 Nils Berglund , Barbara Gentz , Christian Kuehn

The dynamical organization in the presence of noise of a Boolean neural network with random connections is analyzed. For low levels of noise, the system reaches a stationary state in which the majority of its elements acquire the same…

Disordered Systems and Neural Networks · Physics 2007-05-23 Cristian Huepe , Maximino Aldana

In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…

Probability · Mathematics 2026-03-18 Sarvesh Ravichandran Iyer , Vivek Kumar

A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…

Statistical Mechanics · Physics 2015-05-13 Sebastien Aumaitre , Kirone Mallick , Francois Petrelis

In this paper, we study the contractivity of nonlinear stochastic differential equations (SDEs) driven by deterministic inputs and Brownian motions. Given a weighted $\ell_2$-norm for the state space, we show that an SDE is incrementally…

Systems and Control · Electrical Eng. & Systems 2026-02-23 Yu Kawano , Simone Betteti , Alexander Davydov , Francesco Bullo
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