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In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…

Probability · Mathematics 2024-05-17 François Delarue , Etienne Tanré , Raphaël Maillet

We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…

Probability · Mathematics 2025-11-06 Alexander Alecio

Pressure-induced ordering close to a $z=1$ quantum critical point is studied in the presence of bond disorder in the quantum spin system (C$_4$H$_{12}$N$_2$)Cu$_2$(Cl$_{1-x}$Br$_{x}$)$_6$ (PHCX) by means of muon-spin rotation and…

Strongly Correlated Electrons · Physics 2017-01-11 A. Mannig , J. S. Möller , M. Thede , D. Hüvonen , T. Lancaster , F. Xiao , R. C. Williams , Z. Guguchia , R. Khasanov , E. Morenzoni , A. Zheludev

The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…

Data Analysis, Statistics and Probability · Physics 2015-05-14 Michael Wilkinson

We investigate the continuum q-Potts model at its transition point from the disordered to the ordered regime, with particular emphasis on the coexistence of disordered and ordered phases in the high-q case. We argue that occurrence of phase…

Mathematical Physics · Physics 2007-05-23 Hans-Otto Georgii , Jozsef Lorinczi , Jani M. Lukkarinen

The effects of disorder in external forces on the dynamical behavior of coupled nonlinear oscillator networks are studied. When driven synchronously, i.e., all driving forces have the same phase, the networks display chaotic dynamics. We…

Chaotic Dynamics · Physics 2009-11-11 Sebastian F. Brandt , Babette K. Dellen , Ralf Wessel

The time evolution of one- and two-dimensional discrete-time quantum walk with increase in disorder is studied. We use spatial, temporal and spatio-temporal broken periodicity of the unitary evolution as disorder to mimic the effect of…

Quantum Physics · Physics 2013-05-17 C. M. Chandrashekar

Many cellular functions are based on the rhythmic organization of biological processes into self-repeating cascades of events. Some of these periodic processes, such as the cell cycles of several species, exhibit conspicuous irregularities…

Molecular Networks · Quantitative Biology 2011-09-30 Pau Rué , Gürol M. Süel , Jordi Garcia-Ojalvo

Fractional killing in response to drugs is a hallmark of non-genetic cellular heterogeneity. Yet how individual lineages evade drug treatment, as observed in bacteria and cancer cells, is not quantitatively understood. We analyse a…

Populations and Evolution · Quantitative Biology 2024-09-25 Francesco Puccioni , Johannes Pausch , Paul Piho , Philipp Thomas

Demographic noise causes unlimited population growth in a broad class of models which, without noise, would predict a stable finite population. We study this effect on the example of a stochastic birth-death model which includes…

Populations and Evolution · Quantitative Biology 2014-08-06 Baruch Meerson , Pavel V. Sasorov

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…

Neurons and Cognition · Quantitative Biology 2024-11-12 Avinash J. Karamchandani

We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…

Statistical Mechanics · Physics 2012-09-20 M. Pradas , G. A. Pavliotis , S. Kalliadasis , D. T. Papageorgiou , D. Tseluiko

The large increase in voltage noise, commonly observed in the vicinity of the peak-effect in superconductors, is ascribed to a novel noise mechanism. A strongly pinned metastable disordered vortex phase, which is randomly generated at the…

Superconductivity · Physics 2009-11-07 Y. Paltiel , G. Jung , Y. Myasoedov , M. L. Rappaport , E. Zeldov , M. J. Higgins , S. Bhattacharya

Brain rhythms contribute to every aspect of brain function. Here, we study critical and resonance phenomena that precede the emergence of brain rhythms. Using an analytical approach and simulations of a cortical circuit model of neural…

Disordered Systems and Neural Networks · Physics 2015-06-12 A. V. Goltsev , M. A. Lopes , K. -E. Lee , J. F. F. Mendes

We study the effects of noise on a recently discovered form of intermittency, referred to as in-out intermittency. This type of intermittency, which reduces to on-off in systems with a skew product structure, has been found in the dynamics…

Chaotic Dynamics · Physics 2009-11-07 Peter Ashwin , Eurico Covas , Reza Tavakol

Dense assemblies of self propelled particles, also known as active or living glasses are abundantaround us, covering different length and time scales: from the cytoplasm to tissues, from bacterialbio-films to vehicular traffic jams, from…

Soft Condensed Matter · Physics 2022-06-08 Rituparno Mandal , Peter Sollich

Fluctuations affect nanoporous transport in complex and intricate ways, making optimization of signal-to-noise in artificial designs challenging. Here we focus on the simplest nanopore system, where non-interacting particles diffuse through…

Soft Condensed Matter · Physics 2021-05-19 Sophie Marbach

In this paper we investigate the various aspects of noise and order in the micromaser system. In particular, we study the effect of adding fluctuations to the atom cavity transit time or to the atom-photon frequency detuning. By including…

Quantum Physics · Physics 2009-11-07 Per Rekdal , Bo-Sture Skagerstam

In a system of noisy self-propelled particles with interactions that favor directional alignment, collective motion will appear if the density of particles increases beyond a certain threshold. In this paper, we argue that such a threshold…

Soft Condensed Matter · Physics 2010-03-29 Chiu Fan Lee

We study a form of noise-induced intermittence originated by an out of equilibrium process yielding events in time with a survival probability that in the case of an infinitely aged condition coincides with the Mittag-Leffler function. In…

Biological Physics · Physics 2022-07-07 David Lambert , Luigi Palatella , Paolo Grigolini