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We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…

Statistical Mechanics · Physics 2007-06-11 M. H. Vainstein , J. M. Rubi

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

Numerical Analysis · Mathematics 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

We study the isothermal Brownian dynamics of a particle in a system with spatially varying diffusivity. Due to the heterogeneity of the system, the particle's mean displacement does not vanish even if it does not experience any physical…

Statistical Mechanics · Physics 2017-11-22 Oded Farago

We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external,…

Statistical Mechanics · Physics 2021-06-17 Tobias Guggenberger , Aleksei Chechkin , Ralf Metzler

We have studied the non-Markovianity of dichotomously driven spin-boson model in the strong coupling regime in both memory kernel and time convolutionless master equation formulations. A strong correlation between the decay time of the…

Quantum Physics · Physics 2018-10-31 Arzu Kurt , Resul Eryigit

This paper considers the state transition of the stochastic Morris-Lecar neuronal model driven by symmetric $\alpha$-stable L\'evy noise. The considered system is bistable: a stable fixed point (resting state) and a stable limit cycle…

Dynamical Systems · Mathematics 2019-06-19 Rui Cai , Yancai Liu , Jinqiao Duan , Almaz Tesfay Abebe

In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…

Probability · Mathematics 2018-05-15 Oussama Amine , David R. Baños , Frank Proske

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…

Statistical Mechanics · Physics 2016-12-13 A. N. Vitrenko

Here we study a noise induced transition when the system is driven by a noise source taken as colored and non-Gaussian. We show--using both, a theoretical approximation and numerical simulations-- that there is a shift of the transition as…

Statistical Mechanics · Physics 2009-11-10 Horacio S. Wio , Raul Toral

The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…

Statistical Mechanics · Physics 2009-11-07 Kirone Mallick , Philippe Marcq

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…

Analysis of PDEs · Mathematics 2009-11-10 D. Schertzer , M. Larchev , J. Duan , V. V. Yanovsky , S. Lovejoy

Driven non-linear resonators can display sharp resonances or even multistable behaviours amenable to induce strong enhancements of weak signals. Such enhancements can make use of the phenomenon of vibrational resonance whereby a weak…

For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…

Molecular Networks · Quantitative Biology 2009-11-13 Matthew Scott , Terence Hwa , Brian Ingalls

Linear functions of many independent random variables lead to classical noises (white, Poisson, and their combinations) in the scaling limit. Some singular stochastic flows and some models of oriented percolation involve very nonlinear…

Probability · Mathematics 2007-05-23 Boris Tsirelson

In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

We study Brownian particle motion in a double-well potential driven by an ac force. This system exhibits the phenomenon of stochastic resonance. Distribution of work done on the system over a drive period in the time asymptotic regime have…

Statistical Mechanics · Physics 2009-11-13 Shantu Saikia , Ratnadeep Roy , A. M. Jayannavar

The noise-assisted, directed transport in a one-dimensional dissipative, inertial Brownian motor of the rocking type that is exposed to an external bias is investigated. We demonstrate that the velocity-load characteristics is distinctly…

Statistical Mechanics · Physics 2009-11-11 Marcin Kostur , Lukasz Machura , Peter Hänggi , Jurek Luczka , Peter Talkner

Fractional Brownian motion (fBm) is a canonical model for long-memory phenomena. In the presence of large amounts of potentially memory-bearing data, the data are often averaged, which can change the structure of the underlying…

The Van der Pol equation is a paradigmatic model of relaxation oscillations. This remarkable nonlinear phenomenon of self-sustained oscillatory motion underlies important rhythmic processes in nature and electrical engineering. Relaxation…

Statistical Mechanics · Physics 2020-09-16 Roman Belousov , Florian Berger , A. J. Hudspeth

In this paper, we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\,…

Probability · Mathematics 2020-02-25 Yong Chen , Hongjuan Zhou