Related papers: Tutorial on stochastic systems
This paper is devoted to the study of the asymptotic dynamics of a class of coupled second order oscillators driven by white noises. It is shown that any system of such coupled oscillators with positive damping and coupling coefficients…
On the example of a quantum oscillator the connection of the dynamical coherent state with the phase symmetry breaking and the existence of the nondissipative motion is considered. In multiparticle systems of interacting particles similar…
A system of two coupled oscillators, each of them coupled to an independent reservoir, is analysed. The analytical solution of the non-rotating wave master equation is obtained in the high-temperature and weak coupling limits. No thermal…
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…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
When an oscillator switches abruptly between different frequencies, there is some ambiguity in deciding how the system should be modelled at the switch. Here we describe two seemingly natural models of a switch in a simple…
We consider networks of coupled stochastic oscillators. When coupled we find strong collective oscillations, while each unit remains stochastic. In the limit (N\to \infty) we derive a system of integro-delay equations and show analytically…
We consider a system of coupled classical harmonic oscillators with spatially fluctuating nearest-neighbor force constants on a simple cubic lattice. The model is solved both by numerically diagonalizing the Hamiltonian and by applying the…
Physiological networks are usually made of a large number of biological oscillators evolving on a multitude of different timescales. Phase oscillators are particularly useful in the modelling of the synchronization dynamics of such systems.…
We study properties of steady states (states with time-independent density operators) of systems of coupled harmonic oscillators. Formulas are derived showing how adiabatic change of the Hamiltonian transforms one steady state into another.…
The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…
We consider a damped $\beta$-Fermi-Pasta-Ulam chain, driven at one boundary subjected to stochastic noise. It is shown that, for a fixed driving amplitude and frequency, increasing the noise intensity, the system's energy resonantly…
Time-decaying perturbations of nonlinear oscillatory systems in the plane are considered. It is assumed that the unperturbed systems are non-isochronous and the perturbations oscillate with an asymptotically constant frequency. Resonance…
We study the possibility of occurrence of vibrational resonance in a softening Duffing oscillator in the underdamped and overdamped cases both theoretically as well as numerically. The oscillator is driven by two periodic forces.…
Traditional models of wormlike chains in shear flows at finite temperature approximate the equation of motion via finite difference discretization (bead and rod models). We introduce here a new method based on a spectral representation in…
The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…
The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…
We investigate stationary states of the linear damped stochastic oscillator driven by L\'evy noises. In the long time limit kinetic and potential energies of the oscillator do not fulfill the equipartition theorem and their distributions…
We measure the spectral densities of fluctuations of an underdamped nonlinear micromechanical oscillator. By applying a sufficiently large periodic excitation, two stable dynamical states are obtained within a particular range of driving…
In this paper we present a comprehensive analysis of the coherence phenomenon of two coupled dissipative oscillators. The action of a classical driving field on one of the oscillators is also analyzed. Master equations are derived for both…