Related papers: An oscillator driven by algebraically decorrelatin…
This paper deals with the nonlinear stochastic dynamics of a piezoelectric energy harvesting system subjected to a harmonic external excitation disturbed by Gaussian colored noise. A parametric analysis is conducted, where the effects of…
Linear mechanical oscillators have been applied to measure very small forces, mostly with the help of noise suppression. In contrast, adding noise to non-linear oscillators can improve the measurement conditions. Here, this effect of…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
We study a stochastically driven, damped nonlinear oscillator whose frequency is modulated by a white or coloured noise. Using diagrammatic perturbation theory, we find that in the absence of nonlinearity, parametric modulation by a…
We consider a nonlinear filtering problem for a signal-observation system driven by a Volterra-type Gaussian rough path, whose sample paths may exhibit greater roughness than those of Brownian motion. The observation process includes a…
In this article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independent rough noise, i.e. the noise associated with the fractional Brownian motion of Hurst index $H \in (1/4,1/2)$. We prove that, with…
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…
In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…
We consider a Brownian oscillator whose coupling to the environment may lead to the formation of a localized normal mode. For lower values of the oscillator's natural frequency, $\omega\le\omega_c$, the localized mode is absent and the…
The far-from-equilibrium dynamics of two crystalline two-dimensional monolayers driven past each other is studied using Brownian dynamics simulations. While at very high and low driving rates the layers slide past one another retaining…
The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
The one dimensional motion of a massless Brownian particle on a symmetric periodic substrate can be rectified by re-injecting its driving noise through a realistic recycling procedure. If the recycled noise is multiplicatively coupled to…
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractional Brownian motion. For such process we specify mean and…
Reconstructing noise-driven nonlinear networks from time series of output variables is a challenging problem, which turns to be very difficult when nonlinearity of dynamics, strong noise impacts and low measurement frequencies jointly…
We introduce a novel stochastic model for charge noise in superconducting charge qubits based on memory multi-fractional Brownian motion (mmfBm), capable of capturing non-stationary and long-memory effects. This framework reproduces key…
Inspired by the observation of a distributed time delay in the nonlinear response of an optical resonator, we investigate the effects of a similar delay on a noise-driven mechanical oscillator. For a delay time that is commensurate with the…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
Motivated by the gravity/fluid correspondence, we introduce a new method for characterizing nonlinear gravitational interactions. Namely we map the nonlinear perturbative form of the Einstein equation to the equations of motion of a…