Related papers: Underdamped, anomalous kinetics in double-well pot…
When a Brownian particle, initially being in the potential well, overcomes the barrier and moves to the absorptive border, it still has a chance to be scattered back to the well by thermal fluctuations. We study this phenomenon carefully…
Using methods of stochastic dynamics, we have studied stationary states in the underdamped anharmonic stochastic oscillators driven by Cauchy noise. Shape of stationary states depend both on the potential type and the damping. If the…
Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…
We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…
We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…
We investigate the dynamics of a single, overdamped colloidal particle, which is driven by a constant force through a one-dimensional periodic potential. We focus on systems with large barrier heights where the lowest-order cumulants of the…
A dynamic symmetry-breaking transition with noise and inertia is analyzed. Exact solution of the linearized equation that describes the critical region allows precise calculation (exponent and prefactor) of the number of defects produced as…
We consider a particle in the over-damped regime at zero temperature under the influence of a sawtooth potential and of a noisy force, which is correlated in time. A current occurs, even if the mean of the noisy force vanishes. We calculate…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…
The average current of an overdamped Brownian particle moving along the axis of a three-dimensional periodic tube is investigated in the presence of a symmetric potential and a temporally symmetric unbiased external force. Reduction of the…
We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…
Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with…
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…
One of the many measures of the non-equilibrium nature of a system is the existence of a non-zero steady state current which is especially relevant for many biological systems. To this end, we study the non-equilibrium dynamics of a…
The lifetime of a metastable state in the transient dynamics of an overdamped Brownian particle is analyzed, both in terms of the mean first passage time and by means of the mean growth rate coefficient. Both quantities feature non…
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…
We study, via extensive numerical simulations, the force-velocity curve of an active particle advected by a steady laminar flow, in the nonlinear response regime. Our model for an active particle relies on a colored noise term that mimics…
Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these…
We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…