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The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

Mathematical Physics · Physics 2013-03-05 J. Bakosi , J. R. Ristorcelli

Experiments show that when a monolayer of cells cultured on an elastic substrate is subject to a cyclic stretch, cells tend to re-orient either perpendicularly or at an oblique angle with respect to the main direction of the stretch. Due to…

Statistical Mechanics · Physics 2021-08-03 Nadia Loy , Luigi Preziosi

In this work, a Josephson junction consisting of two superconducting layers sandwiching an insulating layer is explored, which is subject to the effects of thermal fluctuations. The precise expressions for the evolution of Josephson phase…

Superconductivity · Physics 2024-03-05 Shenglan Yuan

Bifurcation analysis has many applications in different scientific fields, such as electronics, biology, ecology, and economics. In population biology, deterministic methods of bifurcation are commonly used. In contrast, stochastic…

Dynamical Systems · Mathematics 2021-10-27 Almaz Tesfay , Daniel Tesfay , Shenglan Yuan , James Brannan , Jinqiao Duan

The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…

Dynamical Systems · Mathematics 2024-04-16 Alberto Pérez-Cervera , Benjamin Lindner , Peter J. Thomas

In this paper, we study the set of stationary solutions of the Vlasov-Fokker-Planck (VFP) equation. This equation describes the time evolution of the probability distribution of a particle moving under the influence of a double-well…

Analysis of PDEs · Mathematics 2015-08-11 Manh Hong Duong , Julian Tugaut

The stochastic spectral expansion method offers a simple framework for calculations in de Sitter spacetimes. We show how to extend its reach to metastable vacuum states, both in the case when the potential is bounded from below, and when it…

General Relativity and Quantum Cosmology · Physics 2022-04-07 José Eliel Camargo-Molina , Arttu Rajantie

We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…

Probability · Mathematics 2007-05-23 Luigi Ambrosio , Giuseppe Savare , Lorenzo Zambotti

We investigate the effects of exponentially correlated noise on birhythmic van der Pol type oscillators. The analytical results are obtained applying the quasi-harmonic assumption to the Langevin equation to derive an approximated…

Data Analysis, Statistics and Probability · Physics 2015-09-25 R. Mbakob Yonkeu , R. Yamapi , G. Filatrella , C. Tchawoua

We study the effect of external stochastic modulation on a system with O(2) symmetry that exhibits a Hopf or oscillatory instability in the absence of modulation. The study includes a random component in both the control parameter of the…

patt-sol · Physics 2009-10-30 Francois Drolet , Jorge Vinals

We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…

Probability · Mathematics 2026-01-12 Amjad Saef , Wilhelm Stannat

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

This article studies stochastic relative phase stability, i.e., stochastic phase-cohesiveness, of discrete-time phase-coupled oscillators. Stochastic phase-cohesiveness in two types of networks is studied. First, we consider oscillators…

Systems and Control · Electrical Eng. & Systems 2023-08-10 Matin Jafarian , Mohammad H. Mamduhi , Karl H. Johansson

The paper is dealing with semi-classical asymptotics of a characteristic function for a stochastic process. The main technical tool is provided by the stationary phase method. The extremal range for a stochastic process is defined by limit…

Probability · Mathematics 2008-01-31 S. Nikitin

We re-examine the procedure of adiabatic elimination of fast relaxing variables near a bifurcation point when some of the parameters of the system are stochastically modulated. Approximate stationary solutions of the Fokker-Planck equation…

patt-sol · Physics 2009-10-30 Francois Drolet , Jorge Vinals

A one dimensional stochastic exclusion process with two species of particles, $+$ and $-$, is studied where density of each species can fluctuate but the total particle density is conserved. From the exact stationary state weights we show…

Statistical Mechanics · Physics 2017-01-10 Urna Basu

Nonequilibrium conditions fundamentally change how systems undergo phase separation. In systems with temperature gradients, attractive particles have been shown to form periodic patterns and steady convective currents, but a clear…

Statistical Mechanics · Physics 2026-03-09 Meander Van den Brande , François Huveneers , Kyosuke Adachi

Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…

Statistical Mechanics · Physics 2009-11-07 Debabrata Panja

We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…

Statistical Mechanics · Physics 2024-01-08 Matteo Colangeli , Antonio Di Francesco , Lamberto Rondoni