Related papers: Stochastic Resonance for a Model with Two Pathways
We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the…
Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…
Geometric stochastic resonance of particles diffusing across a porous membrane subject to oscillating forces is characterized as a synchronization process. Noninteracting particle currents through a symmetric membrane pore are driven either…
Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…
The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…
Effective stochastic resonance (SR) is numerically and analytically studied using a model with coupled two particles exposed to heterogeneous, i.e., particles dependent, amplitude of noise. Compared to previous SR models of single particle…
We show that a magnetic dipole in a shear flow under the action of an oscillating magnetic field displays stochastic resonance in the linear response regime. To this end, we compute the classical quantifiers of stochastic resonance, i.e.…
We have studied the dynamics of a particle in a periodically driven underdamped periodic potential. Recent studies have reported the occurrence of Stochastic Resonance (SR) in such systems in the high frequency regime, using input energy…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…
Markov processes are shown to be consistent with metastable states seen in pulsar phenomena, including intensity nulling, pulse-shape mode changes, subpulse drift rates, spindown rates, and X-ray emission, based on the typically broad and…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…
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…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…
We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…
We calculate, numerically, the residence times (and their distribution) of a Brownian particle in a two-well system under the action of a periodic, saw-tooth type, external field. We define hysteresis in the system. The hysteresis loop area…
An amenable, analytical two-state description of the nonlinear population dynamics of a noisy bistable system driven by a rectangular subthreshold signal is put forward. Explicit expressions for the driven population dynamics, the…
We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…