Related papers: Nonadiabatic escape and stochastic resonance
We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…
We consider the motion of an overdamped particle in a force field in presence of an external, adiabatic noise, without the restriction that the noise process is Gaussian or the stochastic process is Markovian. We examine the condition for…
We present a study of the noise driven escape of an overdamped Brownian particle moving in a cubic potential profile with a metastable state. We analyze the role of the initial conditions of the particle on the enhancement of the average…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
We derive the steady state solution of the Fokker-Planck equation that describes the dynamics of the nondegenerate optical parametric oscillator in the truncated Wigner representation of the density operator. We assume that the pump mode is…
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete…
Optically trapped particles are often subject to a non-conservative scattering force arising from radiation pressure. In this paper we present an exact solution for the steady state statistics of an overdamped Brownian particle subjected to…
We propose generalization of escape rate from a metastable state for externally driven correlated noise processes in one dimension. In addition to the internal non-Markovian thermal fluctuations, the external correlated noise processes we…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
The stochastic transport of suspended particles through a periodic pattern of obstacles in microfluidic devices is investigated by means of the Fokker-Planck equation. Asymmetric arrays of obstacles have been shown to induce the continuous…
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…
We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…
In this thesis we consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing the height of the two barriers, one…
We begin by demonstrating that the neuronal state equation from Dynamic Causal Modelling takes on the form of the discretized Fokker-Planck equation upon the inclusion of local activity gradients within a network. Using the Jacobian of this…
We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a circular region with an absorbing boundary. Using the passive Brownian particle as basis states and dealing with the activity as a…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
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,…
The connection between absorbing boundary conditions and hard walls is well established in the mathematical literature for a variety of stochastic models, including for instance the Brownian motion. In this paper we explore this duality for…
In various models and systems involving the escape of periodically forced particle from the potential well, a common pattern is observed. Namely, the minimal forcing amplitude required for the escape exhibits sharp minimum for the…