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Modeling the dynamics of an individual active particle invariably involves an isotropic noisy self-propulsion component, in the form of run-and-tumble motion or variations around it. This nonequilibrium source of noise is neither…

Statistical Mechanics · Physics 2018-12-20 Étienne Fodor , Hisao Hayakawa , Julien Tailleur , Frédéric van Wijland

A stochastic averaging technique based on energy-dependent frequency is extended to dynamical systems with triple-well potential driven by colored noise. The key procedure is the derivation of energy-dependent frequency according to the…

Dynamical Systems · Mathematics 2020-03-18 Yanxia Zhang , Yanfei Jin

In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration are driven by a mixture of a classical…

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…

Statistical Mechanics · Physics 2019-10-09 Yunyun Li , Fabio Marchesoni , Debajyoti Debnath , Pulak K. Ghosh

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

Nonlinear systems driven by noise and periodic forces with more than one frequency exhibit the phenomenon of Ghost Stochastic Resonance (GSR) found in a wide and disparate variety of fields ranging from biology to geophysics. The common…

Disordered Systems and Neural Networks · Physics 2015-05-30 Pablo Balenzuela , Holger Braun , Dante R. Chialvo

This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…

Analysis of PDEs · Mathematics 2013-04-01 Olivier Pinaud

We study $N$ run-and-tumble particles (RTPs) in one dimension interacting via a double-well potential $W(r)=-k_0 \, r^2/2+g \, r^4/4$, which is repulsive at short interparticle distance $r$ and attractive at large distance. At large time,…

Statistical Mechanics · Physics 2026-03-26 Léo Touzo , Pierre Le Doussal

The paper presents analytical and numerical results on energetics of non-harmonic, undamped, single-well, stochastic oscillators driven by additive Gaussian white noises. Absence of damping and the action of noise are responsible for lack…

Statistical Mechanics · Physics 2020-08-12 Michał Mandrysz , Bartłomiej Dybiec

The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…

Statistical Mechanics · Physics 2021-03-16 F. Naha Nzoupe , Alain M. Dikande

We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…

Statistical Mechanics · Physics 2021-07-28 Ion Santra , Santanu Das , Sujit Kumar Nath

A fundamental step in many data-analysis techniques is the construction of an affinity matrix describing similarities between data points. When the data points reside in Euclidean space, a widespread approach is to from an affinity matrix…

Machine Learning · Statistics 2021-01-27 Boris Landa , Ronald R. Coifman , Yuval Kluger

We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing…

Statistical Mechanics · Physics 2020-02-14 W. Moon , N. J. Balmforth , J. S. Wettlaufer

Noise induced changes in the critical and oscillatory behavior of a Prey-Predator system are studied using power spectrum density and Spectral Amplification Factor (SAF) analysis. In the absence of external noise, the population densities…

Statistical Mechanics · Physics 2009-10-31 A. F. Rozenfeld , C. J. Tessone , E. Albano , H. S. Wio

Taking advantage of the anomalous Hall effect, we electrically probe low-frequency magnetization fluctuations at room temperature in a thin ferromagnetic Pt/Co/AlO$_x$ layer stack with perpendicular magnetic anisotropy. We observe a strong…

Mesoscale and Nanoscale Physics · Physics 2024-02-29 Nadine Nabben , Giacomo Sala , Ulrich Nowak , Matthias Krüger , Sebastian T. B. Goennenwein

We study the nonequilibrium steady-state (NESS) dynamics of two-dimensional Brownian gyrators under harmonic and nonharmonic potentials via computer simulations and analyses based on the Fokker-Planck equation, while our nonharmonic cases…

Statistical Mechanics · Physics 2021-02-24 Hsin Chang , Chi-Lun Lee , Pik-Yin Lai , Yung-Fu Chen

We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…

Pattern Formation and Solitons · Physics 2015-04-21 Daniel Poll , Zachary P. Kilpatrick

If the initial quantum state of the primordial perturbations broke rotational invariance, that would be seen as a statistical anisotropy in the angular correlations of the cosmic microwave background radiation (CMBR) temperature…

High Energy Physics - Theory · Physics 2016-12-02 Amjad Ashoorioon , Roberto Casadio , Tomi Koivisto
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