Related papers: Stochastic gyration driven by dichotomous noises
The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory.…
The directional transport of finite size self-propelled Brownian particles confined in a 2D zigzag channel with colored noise is investigated. The noises(noise parallel to x-axis and y-axis), the asymmetry parameter {\Delta}k, the ratio…
We consider a system of independent point-like particles performing a Brownian motion while interacting with a Gaussian fluctuating background. These particles are in addition endowed with a discrete two-state internal degree of freedom…
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…
The dichotomy between noise-stable and (completely) noise-sensitive stochastic models is of recent interest in probability theory. Of particular interest is the study of lattice models coming from statistical physics. The Fourier transform…
Self-propelled particles that are subject to noise are a well-established generic model system for active matter. A homogeneous alignment field can be used to orient the direction of the self-propulsion velocity and to model systems like…
Modeling the dynamics of an individual active particle invariably involves an isotropic noisy self-propulsion component, in the form of run-and-tumble motion or variations around it. This nonequilibrium source of noise is neither…
The influence that intrinsic local density fluctuations can have on solutions of mean-field reaction-diffusion models is investigated numerically by means of the spatial patterns arising from two species that react and diffuse in the…
Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…
The cosmological stochastic gravitational-wave background produced by the mildly non-linear evolution of density fluctuations is analyzed, in the frame of an Einstein-de Sitter model, by means of a fully relativistic perturbation expansion…
We consider a stochastically forced nonlinear oscillator driven by a stationary Gaussian noise that has an algebraically decaying covariance function. It is well known that such noise processes can be renormalized to converge to fractional…
Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…
We will construct a theory which can explain the dynamics toward the steady state self-gravitating systems (SGSs) where many particles interact via the gravitational force. Real examples of SGS in the universe are globular clusters and…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…