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Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…
We study a discrete-space model of active matter with excluded volume. Particles are restricted to the sites of a triangular lattice, and can assume one of three orientations. Varying the density and noise intensity, Monte Carlo simulations…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
Cooperative effects of periodic force and noise in globally Cooperative effects of periodic force and noise in globally coupled systems are studied using a nonlinear diffusion equation for the number density. The amplitude of the order…
Recently, in a paper by Jentzen and Kloeden [Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 465 (2009) 649-667], a new method for simulating nearly linear stochastic partial differential equations (SPDEs) with additive noise has been…
Recently Herzog and Mattingly have shown that a $\mathbb{C}$-valued polynomial ODE which admits finite-time blow-up solutions may be stabilized by the addition of $\mathbb{C}$-valued Brownian noise. In this paper we extend their problem to…
We consider the celebrated Kuramoto model with nearest neighbour interactions, arranged on a two-dimensional square lattice in presence of two kinds of noise - annealed and quenched. We focus on both the steady state and relaxation dynamics…
For large systems of Brownian particles interacting through their ranks introduced in (Banner, Fernholz, Karatzas, 2005), the empirical cumulative distribution function satisfies a porous medium PDE. However, when we introduce a common…
Multiplicative noise arises in inverse problems when, for example, uncertainty on measurements is proportional to the size of the measurement itself. The likelihood that arises is hence more complicated than that from additive noise. We…
In this paper, the consensus problems of the continuous-time integrator systems under noisy measurements are considered. The measurement noises, which appear when agents measure their neighbors' states, are modeled to be multiplicative. By…
We study nano-pattern formation in a stochastic model for adsorption-desorption processes with interacting adsorbate and hyperbolic transport caused by memory effects. It is shown that at early stages the system manifests pattern selection…
A continuous-time average consensus system is a linear dynamical system defined over a graph, where each node has its own state value that evolves according to a simultaneous linear differential equation. A node is allowed to interact with…
Noise induced changes in the critical and oscillatory behavior of a Prey-Predator system are studied using power spectrum density and Spectral Amplification Factor (SAF) analysis. In the absence of external noise, the population densities…
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…
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in the presence of an additive individual noise, existence and…
In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…
We propose here a stochastic binary element whose transition rate depends on its state at a fixed interval in the past. With this delayed stochastic transition this is one of the simplest dynamical models under the influence of ``noise''…
Generative diffusion models have emerged as leading models in speech and image generation. However, in order to perform well with a small number of denoising steps, a costly tuning of the set of noise parameters is needed. In this work, we…
By analytically solving some simple models of phase-ordering kinetics, we suggest a mechanism for the onset of non-equilibrium behaviour in colloid-polymer mixtures. These mixtures can function as models of atomic systems; their physics…
Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…