Related papers: Separatrix crossing due to multiplicative colored …
Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…
We consider a standard optomechanical system where a mechanical oscillator is coupled to a cavity mode through the radiation pressure interaction. The oscillator is coherently driven at its resonance frequency, whereas the cavity mode is…
In this manuscript we show that a noise-activated escape phenomenon occurs in closed Hamiltonian systems. Due to the energy fluctuations generated by the noise, the isopotential curves open up and the particles can eventually escape in…
The ability to characterize the state of dynamic systems has been a pertinent task in the time series analysis community. Traditional measures such as Lyapunov exponents are often times difficult to recover from noisy data, especially if…
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…
This article aims to investigate the impact of noise on parameter fitting for an Ornstein-Uhlenbeck process, focusing on the effects of multiplicative and thermal noise on the accuracy of signal separation. To address these issues, we…
We study the effects of noise and decoherence for a double-potential well system, suitable for the fabrication of qubits and quantum logic elements. A random noise term is added to the hamiltonian, the resulting wavefunction found…
We investigate the transient dynamics of a short overdamped Josephson junction with a periodic driving signal in the presence of colored noise. We analyze noise induced henomena, specifically resonant activation and noise enhanced…
A recent study on the effect of colored driving noise on the escape from a metastable state derives an analytic expression of the transfer function of the leaky integrate-and-fire neuron model subject to colored noise. Here we present an…
We theoretically and experimentally examine the effect of forcing and damping on systems that can be described by the nonlinear Schr\"odinger equation (NLSE), by making use of the phase-space predictions of the three-wave truncation of the…
A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
In a simple system with periodic symmetric potential, the phase model under effect of strong multiplicative noise or periodic square wave, we found a giant response, in the form of directed flux, to an ultrasmall dc signal. The resulting…
We consider a chain of weakly harmonic coupled oscillators perturbed by a conservative noise. We show that by tuning accordingly the coupling constant energy can diffuse like a Brownian motion or superdiffuse like a maximally 3/2-stable…
We study the current noise spectrum of qubits under transport conditions in a dissipative bosonic environment. We combine (non-)Markovian master equations with correlation functions in Laplace-space to derive a noise formula for both weak…
A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…
In this note we study a two-particle bound system (molecule) moving on the positive half-line under the influence of randomly distributed singular two-particle interactions generated by a Poisson process. We give a rigorous definition of…
Hamilton's equations with noise and friction possess a hidden supersymmetry, valid for time-independent as well as periodically time-dependent systems. It is used to derive topological properties of critical points and periodic trajectories…
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…