Related papers: Mean-field limits for interacting diffusions with …
A bifurcating system subject to multiplicative noise can display on-off intermittency. Using a canonical example, we investigate the extreme sensitivity of the intermittent behavior to the nature of the noise. Through a perturbative…
We study interacting particle systems driven by noise, modeling phenomena such as opinion dynamics. We are interested in systems that exhibit phase transitions i.e. non-uniqueness of stationary states for the corresponding McKean-Vlasov…
We study the effects of dissipation and decoherence induced on a harmonic oscillator by the coupling to a chaotic system with two degrees of freedom. Using the Feynman-Vernon approach and treating the chaotic system semiclassically we show…
We formulate a phase-reduction method for a general class of noisy limit cycle oscillators and find that the phase equation is parametrized by the ratio between time scales of the noise correlation and amplitude relaxation of the limit…
Path integral techniques are used to understand the behaviour of a particle moving in a bistable potential well and acted upon by quasi-monochromatic external noise. In the limit of small diffusion coefficient, a steepest descent evaluation…
We consider the current fluctuations in a mesoscopic circuit consisting of nodes connected by arbitrary connectors, in a setup with multiple normal or superconducting terminals. In the limit of weak superconducting proximity effect,…
We extend the theory of quasipotentials in dynamical systems by calculating, within a broad class of period-doubling maps, an exact potential for the critical fluctuations of pitchfork bifurcations in the weak noise limit. These…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We study disorder-induced spectral correlations and their effect on the magnetic susceptibility of mesoscopic quantum systems in the non-diffusive regime. By combining a diagrammatic perturbative approach with semiclassical techniques we…
We study the effect of exponentially correlated noise on $xy-$model in the limit of small correlation time discussing the order-disorder transition in mean-field and the topological transition in two dimensions. We map the steady states of…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
It is shown that electron-electron interactions lead to a novel quantum-interference contribution to non-equilibrium current noise in mesoscopic conductors. The corresponding noise spectrum is obtained in detail for diffusive systems. It is…
Quantum systems are inherently susceptible to noise -- a notorious factor that induces decoherence and limits the performance of quantum applications. To mitigate its detrimental effects, various techniques have been developed, including…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
A system of periodically coupled nonlinear phase oscillators submitted to both additive and multiplicative white noises has been recently shown to exhibit ratchetlike transport, negative zero-bias conductance, and anomalous hysteresis.…
We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…
We consider two coupled phase oscillators in the presence of proportional ("common") and independent white noises. The global synchronization properties of the system are analytically studied via the Fokker-Planck equation. When the…
We present a statistical analysis of a variant of the periodogram method that forms power spectral density estimates by cross-correlating the discrete Fourier transforms of adjacent time windows. The proposed estimator is closely related to…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments based on the tightness…