Related papers: Mean-field limits for interacting diffusions with …
We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…
We study the noisy dynamics of two coupled bistable modes of a nanomechanical beam. When de-coupled, each driven mode obeys the Duffing equation of motion, with a well-defined bistable region in the frequency domain. When both modes are…
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
Quantum fluctuations are inherent in open quantum systems and they affect not only the statistical properties of the initial state but also the time evolution of the system. Using a generic minimal model, we show that quantum noise…
We consider a system of $N$ interacting particles, governed by transport and diffusion, that converges in a mean-field limit to the solution of a McKean-Vlasov equation. From the observation of a trajectory of the system over a fixed time…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
In this paper we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in~\cite{DuncanPavliotis2016}. We…
We present a study of a phase-separation process induced by the presence of spatially-correlated multiplicative noise. We develop a mean-field approach suitable for conserved-order-parameter systems and use it to obtain the phase diagram of…
Studies about the constructive aspects of noise and fluctuations in different non-linear systems have shown that the addition of external noise to systems with an intrinsic noise may result in a less noisy response. Recently, the…
The model introduced by Van den Broeck, Parrondo and Toral [Phys. Rev. Lett.73, 3395 (1994)] -- leading to a second-order-like noise-induced nonequilibrium phase transition which shows reentrance as a function of the (multiplicative) noise…
The long-term mean-field dynamics of coupled underdamped Duffing oscillators driven by an external periodic signal with Gaussian noise is investigated. A Boltzmann-type H-theorem is proved for the associated nonlinear Fokker-Planck equation…
We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…
A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
Complex dynamical systems may exhibit multiple steady states, including time-periodic limit cycles, where the final trajectory depends on initial conditions. With tuning of parameters, limit cycles can proliferate or merge at an exceptional…
We derive the symmetrized current-noise spectrum of a quantum dot, which is weakly tunnel-coupled to an electron reservoir and driven by a slow time-dependent gate voltage. This setup can be operated as an on-demand emitter of single…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
In a noisy environment, oscillations loose their coherence which can be characterized by a quality factor. We determine this quality factor for oscillations arising from a driven Fokker-Planck dynamics along a periodic one-dimensional…
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…
A model of globally coupled phase oscillators under equilibrium (driven by Gaussian white noise) and nonequilibrium (driven by symmetric dichotomic fluctuations) is studied. For the equilibrium system, the mean-field state equation takes a…