Related papers: Separatrix crossing due to multiplicative colored …
We study small white noise perturbations of planar dynamical systems with heteroclinic networks in the limit of vanishing noise. We show that the probabilities of transitions between various cells that the network tessellates the plane into…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…
The dynamical properties of a quantum system can be profoundly influenced by its environment. Usually, the environment provokes decoherence and its action on the system can often be schematized by adding a noise term in the Hamiltonian.…
We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…
We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…
We show that the NLS systems with multiplicative noise, nonlinear damping and nonlocal dispersion exhibit a variety of interesting effects which may be useful for modelling the dynamical behavior of one- and two-dimensional molecular…
We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum…
The simultaneous influence of small damping and white noise on Hamiltonian systems with chaotic motion is studied on the model of periodically kicked rotor. In the region of parameters where damping alone turns the motion into regular, the…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…
While the stochastic dynamics of two coupled oscillators have been extensively studied, most of the research has focused on stochastic input with equal intensity. However, this is often not the case in biological systems. In this study, we…
We consider the nonlinear Duffing oscillator in presence of fractional damping which is characteristic in different physical situations. The system is studied with a smaller and larger damping parameter value, that we call the underdamped…
The effect of small-amplitude noise on excitable systems with large time-scale separation is analyzed. It is found that small random perturbations of the fast excitatory variable result in the onset of a quasi-deterministic limit cycle…
Suppression of selection among broken-symmetry states has been found in double-well system resulting from two simultaneous correlated white noises, one additive and the other multiplicative. Symmetry-asymmetry-symmetry transition is…
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…
We have applied the Melnikov criterion to examine a global homoclinic bifurcation and transition to chaos in a case of the Duffing system with nonlinear fractional damping and external excitation. Using perturbation methods we have found a…
We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…