Related papers: Multiplicative noise and the diffusion of conserve…
Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…
We study the role of multiplicative stochastic processes in the description of the dynamics of an order parameter near a critical point. We study equilibrium, as well as, out-of-equilibrium properties. By means of a functional formalism, we…
We investigate the impact of hydrodynamic fluctuations on correlation functions in a scale invariant fluid with a conserved $U(1)$ charge. The kinetic equations for the two-point functions of pressure, momentum and heat energy densities are…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
We analyze theoretically and experimentally the influence of current noise on the longitudinal mode hopping dynamics of a bulk semiconductor laser. It is shown that the mean residence times on each mode have different sensitivity to…
Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…
Static and dynamical structure factors for shear and longitudinal modes of the velocity and density fields are computed for a granular system fluidized by a stochastic bath with friction. Analytical expressions are obtained through…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
We study the role of multiplicative colored noise for different values of the correlation time $\tau_c$ in the dynamics of two competing species, described by generalized Lotka-Volterra equations. The multiplicative colored noise models the…
We study the effects of hydrodynamic fluctuations in non-boost-invariant longitudinal expansion of matter formed in relativistic heavy ion collisions. We formulate the theory of thermal noise within second-order viscous hydrodynamics…
Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…
We study how thermal fluctuations affect the dynamics of vortices in the two-dimensional classical, ferromagnetic, anisotropic Heisenberg model depending on their additive or multiplicative character. Using a collective coordinate theory,…
This paper studies the behavior of solitons in the Korteweg-de Vries equation under the influence of multiplicative noise. We introduce stochastic processes that track the amplitude and position of solitons based on a rescaled frame…
We present a fluctuating hydrodynamic description of an active lattice gas model with excluded volume interactions that exhibits motility-induced phase separation under appropriate conditions. For quasi-one dimension and higher, stability…
We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…
To integrate hydrodynamic fluctuations, namely thermal fluctuations of hydrodynamics, into dynamical models of high-energy nuclear collisions based on relativistic hydrodynamics, the property of the hydrodynamic fluctuations given by the…
This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
The stochastic dynamics of micron and nanoscale cantilevers immersed in a viscous fluid are quantified. Analytical results are presented for long slender cantilevers driven by Brownian noise. The spectral density of the noise force is not…