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We investigate a model where strong noise in a sub-population creates a metastable state in an otherwise unstable two-population system. The induced metastable state is vortex-like, and its persistence time grows exponentially with the…

Statistical Mechanics · Physics 2013-05-29 Matthew Parker , Alex Kamenev , Baruch Meerson

In this paper, we study the contractivity of nonlinear stochastic differential equations (SDEs) driven by deterministic inputs and Brownian motions. Given a weighted $\ell_2$-norm for the state space, we show that an SDE is incrementally…

Systems and Control · Electrical Eng. & Systems 2026-02-23 Yu Kawano , Simone Betteti , Alexander Davydov , Francesco Bullo

We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors $K^i$ each of which supports a unique ergodic probability measure $P^i$, which includes in particular the class of…

Probability · Mathematics 2014-05-22 Michael Högele , Ilya Pavlyukevich

We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of…

Statistical Mechanics · Physics 2015-05-14 Alessandro Fiasconaro , Bernardo Spagnolo

We propose here a stochastic binary element whose transition rate depends on its state at a fixed interval in the past. With this delayed stochastic transition this is one of the simplest dynamical models under the influence of ``noise''…

Statistical Mechanics · Physics 2009-10-31 Toru Ohira , Yuzuru Sato

We study the impact of Brownian noise on transitions between metastable equilibrium states in a stochastic ice sheet model. Two methods to accomplish different objectives are employed. The maximal likely trajectory by maximizing the…

Dynamical Systems · Mathematics 2020-02-12 Athanasios Tsiairis , Pingyuan Wei , Ying Chao , Jinqiao Duan

On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…

Fluid Dynamics · Physics 2022-12-06 Adrian van Kan , François Pétrélis

Stationary states of overdamped anharmonic stochastic oscillators driven by L\'evy noise are typically multimodal. The very same situation is recorded for an underdamped L\'evy noise driven motion in single-well potentials with linear…

Statistical Mechanics · Physics 2020-08-26 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,…

Statistical Mechanics · Physics 2007-05-23 Bernardo Spagnolo , Nikolay V. Agudov , Alexander A. Dubkov

Morris-Lecar model is arguably the simplest dynamical model that retains both the slow-fast geometry of excitable phase portraits and the physiological interpretation of a conductance-based model. We augment this model with one slow inward…

Dynamical Systems · Mathematics 2020-09-03 Giuseppe Ilario Cirillo , Rodolphe Sepulchre

Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…

Information Theory · Computer Science 2012-05-07 Serdar Yüksel

Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…

Dynamical Systems · Mathematics 2024-02-19 Babak M. S. Arani

The barrier-crossing event for superdiffusion characterized by symmetric L\'{e}vy flights is analyzed. Starting from the fractional Fokker-Planck equation, we derive an integro-differential equation along with the necessary conditions to…

Statistical Mechanics · Physics 2025-01-13 A. A. Dubkov , C. Guarcello , B. Spagnolo

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

We study stochastic bifurcation for a system under multiplicative stable Levy noise (an important class of non-Gaussian noise), by examining the qualitative changes of equilibrium states in its most probable phase portraits. We have found…

Dynamical Systems · Mathematics 2018-04-04 Hui Wang , Xiaoli Chen , Jinqiao Duan

Transition phenomena between thermal noise state and turbulent state observed in a submarginal turbulent plasma are analyzed with statistical theory. Time-development of turbulent fluctuation is obtained by numerical simulations of Langevin…

Plasma Physics · Physics 2018-02-07 Mitsuhiro Kawasaki , Atsushi Furuya , Masatoshi Yagi , Kimitaka Itoh , Sanae-I. Itoh

This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and…

Dynamical Systems · Mathematics 2025-01-10 Ying Chao , Pingyuan Wei

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

Dynamical Systems · Mathematics 2008-08-08 Zhihui Yang , Jinqiao Duan

Chemical, physical and ecological systems passing through a saddle-node bifurcation will, momentarily, find themselves balanced at a semi-stable steady state. If perturbed by noise, such systems will escape from the zero-steady state, with…

Statistical Mechanics · Physics 2020-01-08 Alastair Jamieson-Lane , Eric N. Cytrynbaum

L\'evy noise is a paradigmatic noise used to describe out-of-equilibrium systems. Typically, properties of L\'evy noise driven systems are very different from their Gaussian white noise driven counterparts. In particular, under action of…

Statistical Mechanics · Physics 2024-07-17 Przemysław Pogorzelec , Bartłomiej Dybiec