Related papers: Stochastic Resonance for a Model with Two Pathways
Stochastic resonance shows that under some circumstances noise can enhance the response of a system to a periodic force. While this effect has been extensively investigated theoretically and demonstrated experimentally in classical systems,…
We study the role of multiplicative colored noise for different values of the correlation time $\tau_c$ in the dynamics of two competing species, described by generalized Lotka-Volterra equations. The multiplicative colored noise models the…
The spectrum of the generator (Kolmogorov operator) of a diffusion process, referred to as the Ruelle-Pollicott (RP) spectrum, provides a detailed characterization of correlation functions and power spectra of stochastic systems via…
We undertake a detailed numerical study of the phenomenon of stochastic resonance with multisignal inputs. A bistable cubic map is used as the model and we show that it combines the features of a bistable system and a threshold system. A…
Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…
A fluctuation theory is presented for the nonequilibrium second order phase transition in a quasi-two-dimensional electron gas. A transverse (with respect to the current through the sample) spontaneous electric field as an order parameter…
The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…
We study hysteresis for a two-dimensional, spin-1/2, nearest-neighbor, kinetic Ising ferromagnet in an oscillating field, using Monte Carlo simulations and analytical theory. Attention is focused on small systems and weak field amplitudes…
We show that an instability may be present in resonant tunneling through a quantum well in one, two and three dimensions, when the resonance lies near the emitter Fermi level. A simple semiclassical model which simulates the resonance and…
The diffusive non-Markovian motion over a single-well potential barrier in the presence of a weak sinusoidal time-modulation is studied. We found non-monotonic dependence of the mean escape time from the barrier on a frequency of the…
Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…
Stochastic resonance is a phenomenon in which noise enhances the response of a system to an input signal. The brain is an example of a system that has to detect and transmit signals in a noisy environment, suggesting that it is a good…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…
We investigate the behavior of a model neuron that receives a biophysically-realistic noisy post-synaptic current based on uncorrelated spiking activity from a large number of afferents. We show that, with static synapses, such noise can…
Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…