Related papers: Mean-field limits for interacting diffusions with …
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…
We present a theory of finite-frequency noise in non-equilibrium conductors. It is shown that Non-Markovian correlations are essential to describe the physics of quantum noise. In particular, we show the importance of a correct treatment of…
In this paper, we study the phase transition behavior emerging from the interactions among multiple agents in the presence of noise. We propose a simple discrete-time model in which a group of non-mobile agents form either a fixed connected…
We treat analytically a model that captures several features of the phenomenon of spatially inhomogeneous reversal of an order parameter. The model is a classical Ginzburg-Landau field theory restricted to a bounded one-dimensional spatial…
To analyze the state of injected carrier streams of different electron sources, we propose to use correlation measurements at a quantum point contact with the different sources connected via chiral edge states to the two inputs. In…
The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…
We consider the influence of correlated noise on the stability of synchronisation of oscillators on a general network using the Kuramoto model for coupled phases $\theta_i$. Near the fixed point $\theta_i \approx \theta_j \ \forall i,j$ the…
The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates…
The existence and characterisation of noise-driven bifurcations from the spatially homogeneous stationary states of a nonlinear, non-local Fokker--Planck type partial differential equation describing stochastic neural fields is established.…
We study a dissipative version of the contact process, with mean-field interaction, which admits a simple epidemiological interpretation. The propagation of chaos and the corresponding normal fluctuations reveal that the noise present in…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
We study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…
The construction of transfer functions in theoretical neuroscience plays an important role in determining the spiking rate behavior of neurons in networks. These functions can be obtained through various fitting methods, but the biological…
A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…
In this work we study by numerical methods the phase dynamics in ballistic graphene-based short Josephson junctions. The supercurrent through a graphene junction shows a non-sinusoidal phase-dependence, unlike a conventional junction ruled…
We derivate the Langevin and the Fokker-Planck equations for the radius of $O(3)$-symmetric subcritical bubbles as a phenomenological model to treat thermal fluctuation. The effect of thermal noise on subcritical bubbles is examined. We…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
This is a course on noise which covers some of the scattering theory for normal metals, Hanbury Brown and Twiss analogs for noise correlations with electrons, noise correlations in superconducting/normal metal junctions. Entanglement in…
We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…