Related papers: Randomly perturbed switching dynamics of a DC/DC c…

Intrinsic or demographic noise has been shown to play an important role in the dynamics of a variety of systems including predator-prey populations, intracellular biochemical reactions, and oscillatory chemical reaction systems, and is…

Strong positive feedback is considered a necessary condition to observe abrupt shifts of ecosystems. A few previous studies have shown that demographic noise -- arising from the probabilistic and discrete nature of birth and death processes…

Nonlinear systems, such as switching DC-DC boost or buck converters, have rich dynamics. A simple one-dimensional discrete-time model is used to analyze the boost or buck converter in discontinuous conduction mode. Seven different control…

A method to quantify robust performance for situations where structured parameter variations and initial state errors rather than extraneous disturbances are the main performance limiting factors is presented. The approach is based on the…

We study a noisy oscillator with pulse delayed feedback, theoretically and in an electronic experimental implementation. Without noise, this system has multiple stable periodic regimes. We consider two types of noise: i) phase noise acting…

The Brownian dynamics of the density operator for a quantum system interacting with a classical heat bath is described using a stochastic, non-linear Liouville equation obtained from a variational principle. The environment's degrees of…

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

Using algorithms of Higuchi and of Grassberger and Procaccia, we study numerically how fractal dimensions cross over from finite-dimensional Brownian noise at short time scales to finite values of deterministic chaos at longer time scales…

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…

Intrinsically noisy mechanisms drive most physical, biological and economic phenomena, from stock pricing to phenotypic variability. Frequently, the system's state influences the driving noise intensity, as, for example, the actual value of…

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the…

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

We study Brownian particle motion in a double-well potential driven by an ac force. This system exhibits the phenomenon of stochastic resonance. Distribution of work done on the system over a drive period in the time asymptotic regime have…

Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

This paper concerns stochastic perturbations of piecewise-smooth ODE systems relevant for vibro-impacting dynamics, where impact events constitute the primary source of randomness. Such systems are characterised by the existence of…

It is well known that the addition of noise to a multistable dynamical system can induce random transitions from one stable state to another. For low noise, the times between transitions have an exponential tail and Kramers' formula gives…