Related papers: Multiplicative noise and the diffusion of conserve…
We study the propagation of a ``pulled'' front with multiplicative noise that is created by a local perturbation of an unstable state. Unlike a front propagating into a metastable state, where a separation of time scales for sufficiently…
Stochastic Bloch equations which model the fluorescence of two level molecules and atoms, NMR experiments and Josephson junctions are investigated to illustrate the profound effect of multiplicative noise on the critical frequency of a…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
We use particle dynamics simulations to probe the correlations between noise and dynamics in a variety of disordered systems, including superconducting vortices, 2D electron liquid crystals, colloids, domain walls, and granular media. The…
The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…
Recent experiments have shown that stochastic effects exerted at the level of translation contribute a substantial portion of the variation in abundance of proteins expressed at moderate to high levels. This study analyzes translational…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
The transport of molecules through biological and synthetic nanopores is governed by multiple stochastic processes that lead to noisy, fluctuating currents. Disentangling the characteristics of different noise-generating mechanisms is…
We develop a low Mach number formulation of the hydrodynamic equations describing transport of mass and momentum in a multispecies mixture of incompressible miscible liquids at specified temperature and pressure that generalizes our prior…
In the Vasicek credit portfolio model, tail risk is driven primarily by the asset-correlation parameter, yet empirically is subject to correlation risk. We propose a stochastic correlation extension of the Vasicek framework in which the…
Protein concentration in a living cell fluctuates over time due to noise in growth and division processes. From extensive single-cell experiments by using E. coli strains with different promoter strength (over two orders of magnitude) and…
We study the dynamics of density fluctuations in purely diffusive systems away from equilibrium. Under some conditions the static density correlation function becomes long-ranged. We then analyze this behavior in the framework of…
A multi-time extension of a density correlation function is introduced to reveal temporal information about dynamical heterogeneity in glass-forming liquids. We utilize a multi-time correlation function that is analogous to the higher-order…
We study the stabilization of coherent suppression of tunneling in a driven double-well system subject to random periodic $\delta-$function ``kicks''. We model dissipation due to this stochastic process as a phase diffusion process for an…
We study the role of noise on the nature of the transition to collective motion in dry active matter. Starting from field theories that predict a continuous transition at the deterministic level, we show that fluctuations induce a…
In thermodynamic equilibrium, the fluctuation-dissipation theorem links thermal fluctuations and dissipation. Biological systems, however, are driven out of equilibrium by internal processes that produce additional, active fluctuations.…
We present and analyze a simplified stochastic $\alpha \Omega -$dynamo model which is designed to assess the influence of additive and multiplicative noises, non-normality of dynamo equation, and nonlinearity of the $\alpha -$% effect and…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…