Related papers: Stochastic gyration driven by dichotomous noises
In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…
The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…
We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…
The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
Dynamical behaviors of a dissipative particle in a periodic potential subject to chaotic noise are reported. We discovered a macroscopic symmetry breaking effect of chaotic noise on a dissipative particle in a multi-stable systems emerging,…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We study the effect of local unitary noise on the entanglement evolution of a two-qubit system subject to local monitoring and inter-qubit coupling. We construct a stochastic Hamiltonian by incorporating the noise into the…
The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…
The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just…
We present a novel scheme for the appearance of Stochastic Resonance when the dynamics of a Brownian particle takes place in a confined medium. The presence of uneven boundaries, giving rise to an entropic contribution to the potential, may…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
Instead of a continuous system driven by Gaussian white noise, logical stochastic resonance will be investigated in a nonlinear bistable system with two thresholds driven by dichotomous noise, which shows a phenomenon different from…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
A distinguishing feature of active particles is the nature of the non-equilibrium noise driving their dynamics. Control of these noise properties is, therefore, of both fundamental and applied interest. We demonstrate emergent tuning of the…
We propose a stochastic process for stock movements that, with just one source of Brownian noise, has an instantaneous volatility that rises from a type of statistical feedback across many time scales. This results in a stationary…
In order to test theoretical predictions, we have studied the phenomenon of stochastic resonance in an electronic experimental system driven by white non Gaussian noise. In agreement with the theoretical predictions our main findings are:…
We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…