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In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…

Biological Physics · Physics 2010-09-09 Naoki Masuda , Yoji Kawamura , Hiroshi Kori

A description in terms of phase and amplitude variables is given, for nonlinear oscillators subject to white Gaussian noise described by It\^o stochastic differential equations. The stochastic differential equations derived for the…

Statistical Mechanics · Physics 2015-03-24 Michele Bonnin

The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…

Statistical Mechanics · Physics 2016-12-07 Stanislav Burov , Moshe Gitterman

We develop an effective description of noise-induced oscillations based on deterministic phase dynamics. The phase equation is constructed to exhibit correct frequency and distribution density of noise-induced oscillations. In the simplest…

Chaotic Dynamics · Physics 2010-10-04 Justus T. C. Schwabedal , Arkady Pikovsky

The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…

Probability · Mathematics 2026-03-25 Ashif Khan , Chetan D. Pahlajani

"Noise-induced volatility" refers to a phenomenon of increased level of fluctuations in the collective dynamics of bistable units in the presence of a rapidly varying external signal, and intermediate noise levels. The archetypical…

Statistical Mechanics · Physics 2012-02-01 Georges Harras , Claudio J. Tessone , Didier Sornette

Mathematical models involving switches --- in the form of differential equations with discontinuities --- can accomodate real-world non-idealities through perturbations by hysteresis, time-delay, discretization, and noise. These are used to…

Dynamical Systems · Mathematics 2016-10-14 Mike R. Jeffrey , Georgios Kafanas , David J. W. Simpson

We prove diffusive behaviour of the energy fluctuations in a system of harmonic oscillators with a stochastic perturbation of the dynamics that conserves energy and momentum. The results concern pinned systems or lattice dimension $d\ge 3$,…

Mathematical Physics · Physics 2015-06-16 Giada Basile , Stefano Olla

Studies about the constructive aspects of noise and fluctuations in different non-linear systems have shown that the addition of external noise to systems with an intrinsic noise may result in a less noisy response. Recently, the…

Materials Science · Physics 2009-11-13 D. Persano Adorno , N. Pizzolato , B. Spagnolo

The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…

Statistical Mechanics · Physics 2009-10-31 Andreas Mielke

The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…

Condensed Matter · Physics 2009-10-28 J. Garcia-Ojalvo , J. M. Sancho

Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

Unidirectionally coupled dynamical system is studied by focusing on the input (or boundary) dependence. Due to convective instability, noise at an up-flow is spatially amplified to form an oscillation. The response, given by the down-flow…

chao-dyn · Physics 2009-10-31 Koichi Fujimoto , Kunihiko Kaneko

A one-dimensional Hamiltonian system with exponential interactions perturbed by a conservative noise is considered. It is proved that energy superdiffuses and upper and lower bounds describing this anomalous diffusion are obtained

Statistical Mechanics · Physics 2015-06-05 Cedric Bernardin , P. Gonçalves

We consider a purely harmonic chain of oscillators which is perturbed by a stochastic noise. Under this perturbation, the system exhibits two conserved quantities: the volume and the energy. At the level of the hydrodynamic limit, under…

Probability · Mathematics 2025-05-16 Patrícia Gonçalves , Kohei Hayashi , João Pedro Mangi

The CSL model predicts a progressive breakdown of the quantum superposition principle, with a noise randomly driving the state of the system towards a localized one, thus accounting for the emergence of a classical world within a quantum…

Quantum Physics · Physics 2020-06-24 Stephen L. Adler , Angelo Bassi , Luca Ferialdi

Oscillator phase noise has been shown to be one of the main performance limiting factors in full-duplex systems. In this paper, we consider the problem of self-interference cancellation with phase noise suppression in full-duplex systems.…

Information Theory · Computer Science 2014-11-07 Elsayed Ahmed , Ahmed M. Eltawil

The fluctuations of electrical current provide information on the dynamics of electrons in quantum devices. Understanding the nature of these fluctuations in a quantum dot is thus a crucial step insofar as this system is the elementary…

Mesoscale and Nanoscale Physics · Physics 2018-10-08 A. Crépieux , S. Sahoo , T. Q. Duong , R. Zamoum , M. Lavagna

Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…

Statistical Mechanics · Physics 2015-11-18 Giovanni Volpe , Jan Wehr