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In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We show that uncorrelated Gaussian noise, despite its paradigmatic association with thermal equilibrium, can drive a system out of equilibrium and can serve as a resource from which work can be extracted. We consider an overdamped particle…
Recovering properties of correlation functions is typically challenging. On one hand, experimentally, it requires measurements with a temporal resolution finer than the system's dynamics. On the other hand, analytical or numerical analysis…
Irreversibility and acausality of a sub-system are established in exactly soluble harmonic models with reversible and causal dynamics. It is shown that initial conditions, imposed on some dynamical degrees of freedom may break time reversal…
The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
We relate progress in statistical mechanics, both at and far from equilibrium, to advances in the theory of dynamical systems. We consider computer simulations of time-reversible deterministic chaos in small systems with three- and…
The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,…
A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…
The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…
We study the role of time-reversal symmetry on the dynamical response of nonlinear optical systems that behave as unidirectional ("one-way") devices. It is shown that lossless nonlinear materials, despite being nonreciprocal, are typically…
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…
Due to their relevance to geophysical systems, the investigation of multiscale systems through the lens of statistical mechanics has gained popularity in recent years. The aim of our work is the characterization of the nonequilibrium…
A recently introduced lattice model, describing an extended system which exhibits a reentrant (symmetry-breaking, second-order) noise-induced nonequilibrium phase transition, is studied under the assumption that the multiplicative noise…
A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the…
The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…
An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…
The fundamental time-reversal invariance of dynamical systems can be broken in various ways. One way is based on the presence of resonances and their interactions giving rise to unstable dynamical systems, leading to well-defined time…
We study goodness-of-fit testing for non-causal autoregressive time series with non-Gaussian stable noise. To model time series exhibiting sharp spikes or occasional bursts of outlying observations, the exponent of the non-Gaussian stable…
Quantifying irreversibility of a system using finite information constitutes a major challenge in stochastic thermodynamics. We introduce an observable that measures the time-reversal asymmetry between two states after a given time lag. Our…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…