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We consider a coupled bistable N-particle system driven by a Brownian noise, with a strong coupling corresponding to the synchronised regime. Our aim is to obtain sharp estimates on the metastable transition times between the two stable…
In light of the rapid recent retreat of Arctic sea ice, the extreme weather events triggering the variability in Arctic ice cover has drawn increasing attention. A non-Gaussian $\alpha$-stable L\'evy process is thought to be an appropriate…
In this paper, we formulate a stochastic logistic fish growth model driven by both white noise and non-Gaussian noise. We focus our study on the mean time to extinction, escape probability to measure the noise-induced extinction probability…
The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…
Transient properties of different physical systems with metastable states perturbed by external white noise have been investigated. Two noise-induced phenomena, namely the noise enhanced stability and the resonant activation, are…
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic development of Euclidean Brownian motions using the fiber bundle of linear frames. We provide a comprehensive study of paths for such…
The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…
We consider a system of $ N \in \mathbb{N} $ mean-field interacting stochastic differential equations that are driven by a single-site potential of double-well form and by Brownian noise. The strength of the noise is measured by a small…
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average…
We study the effect of noise-enhanced stability of periodically driven metastable states in a system described by piecewise linear potential. We find that the growing of the average escape time with the intensity of the noise is depending…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…
In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…
The optimized expansion is used to formulate a systematic approximation scheme to the probability distribution of a stochastic system. The first order approximation for the one-dimensional system driven by noise in an anharmonic potential…
Based on a system-reservoir model, where the reservoir is driven by an external stationary, Gaussian noise with arbitrary decaying correlation function, we study the escape rate from a metastable state in the energy diffusion regime. For…
The population biology model holds a significant position within ecosystems. Introducing stochastic perturbations into the model can more accurately depict real biological processes. In this paper, we primarily investigate the most probable…
Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…
An abrupt climatic transition could be triggered by a single extreme event, an $\alpha$-stable non-Gaussian L\'evy noise is regarded as a type of noise to generate such extreme events. In contrast with the classic Gaussian noise, a…
This paper considers the state transition of the stochastic Morris-Lecar neuronal model driven by symmetric $\alpha$-stable L\'evy noise. The considered system is bistable: a stable fixed point (resting state) and a stable limit cycle…
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…
A parameter estimation problem is considered for a diagonaliazable stochastic evolution equation using a finite number of the Fourier coefficients of the solution. The equation is driven by additive noise that is white in space and…