Related papers: The stabilizing role of multiplicative noise in no…
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…
We consider the stabilization of an unstable discrete-time linear system that is observed over a channel corrupted by continuous multiplicative noise. Our main result shows that if the system growth is large enough, then the system cannot…
Stochastic resonance is a well established phenomenon, which proves relevant for a wide range of applications, of broad trans-disciplinary breath. Consider a one dimensional bistable stochastic system, characterized by a deterministic…
We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…
Under natural assumptions, an unstable equilibrium of a difference equation can be stabilized by a bounded multiplicative noise, identically distributed at each step. This includes stabilization of an otherwise unstable positive equilibrium…
The effect of multiplicative noise to the Turing instability of the Brusselator system is investigated. We show that when the noise acts on both of the concentrations with the same intensities, then the Turing instability is suppressed…
We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
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…
Stochastic Bloch equations which model the fluorescence of two level molecules and atoms, NMR experiments and Josephson junctions are investigated to illustrate the profound effect of multiplicative noise on the critical frequency of a…
Nonlinear dynamical systems possessing reflection symmetry have an invariant subspace in the phase space. The dynamics within the invariant subspace can be random or chaotic. As a system parameter changes, the motion transverse to the…
A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
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…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…
We investigate a model where strong noise in a sub-population creates a metastable state in an otherwise unstable two-population system. The induced metastable state is vortex-like, and its persistence time grows exponentially with the…
Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…