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In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

Chemical, physical and ecological systems passing through a saddle-node bifurcation will, momentarily, find themselves balanced at a semi-stable steady state. If perturbed by noise, such systems will escape from the zero-steady state, with…

Statistical Mechanics · Physics 2020-01-08 Alastair Jamieson-Lane , Eric N. Cytrynbaum

Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

Dynamical Systems · Mathematics 2007-05-23 A. J. Roberts

Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…

Statistical Mechanics · Physics 2022-02-14 Grzegorz Gradziuk , Gabriel Torregrosa , Chase P. Broedersz

The Hegselmann-Krause (HK) model is a typical self-organizing system with local rule dynamics. In spite of its widespread use and numerous extensions, the underlying theory of its synchronization induced by noise still needs to be…

Adaptation and Self-Organizing Systems · Physics 2019-02-27 Wei Su , Jin Guo , Xianzhong Chen , Ge Chen

External fluctuations have a wide variety of constructive effects on the dynamical behavior of spatially extended systems, as described by stochastic partial differential equations. A set of paradigmatic situations exhibiting such effects…

Statistical Mechanics · Physics 2007-05-23 J. M. Sancho , J. Garcia-Ojalvo

Motivated by recent experiments in neuroscience which indicate that neuronal avalanches exhibit scale invariant behavior similar to self-organized critical systems, we study the role of noisy (non-conservative) local dynamics on the…

Statistical Mechanics · Physics 2014-06-24 S. Amin Moosavi , Afshin Montakhab

Transient properties of different physical systems with metastable states perturbed by external white noise have been investigated. Two noise-induced phenomena, namely the noise enhanced stability and the resonant activation, are…

Statistical Mechanics · Physics 2008-10-07 B. Spagnolo , A. A. Dubkov , A. L. Pankratov , E. V. Pankratova , A. Fiasconaro , A. Ochab-Marcinek

In contrast with a gas at thermodynamic equilibrium, the mean force exerted on a wall by a gas of active particles usually depends on the confining potential, thereby preventing a proper definition of mechanical pressure. In this paper, we…

Soft Condensed Matter · Physics 2017-05-10 Marc Joyeux

Many-body and complex systems, both classical and quantum, often exhibit slow, nonlinear relaxation toward stationary states due to the presence of metastable configurations and environmental fluctuations. Nonlinear relaxation in a wide…

Statistical Mechanics · Physics 2026-02-02 Claudio Guarcello , Alexander A. Dubkov , Davide Valenti , Bernardo Spagnolo

Biomedical images are noisy. The imaging equipment itself has physical limitations, and the consequent experimental trade-offs between signal-to-noise ratio, acquisition speed, and imaging depth exacerbate the problem. Denoising is,…

Image and Video Processing · Electrical Eng. & Systems 2020-11-11 Mikhail Papkov , Kenny Roberts , Lee Ann Madissoon , Omer Bayraktar , Dmytro Fishman , Kaupo Palo , Leopold Parts

We study the effects of noise on stationary pulse solutions (bumps) in spatially extended neural fields. The dynamics of a neural field is described by an integrodifferential equation whose integral term characterizes synaptic interactions…

Pattern Formation and Solitons · Physics 2012-05-15 Zachary P. Kilpatrick , Bard Ermentrout

We introduce a new characteristics of chaoticity of classical and quantum dynamical systems by defining the notion of the dissipation time which enables us to test how the system responds to the noise and in particular to measure the speed…

Chaotic Dynamics · Physics 2007-05-23 Lech Wolowski

We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Ito vs. Stratonovich), in particular in the context of noise-induced…

Statistical Mechanics · Physics 2009-11-10 O. Carrillo , M. Ibanes , J. Garcia-Ojalvo , J. Casademunt , J. M. Sancho

The onset of undamped wave propagation in noisy self-oscillatory media is identified with a Hopf bifurcation of the corresponding effective dynamical system obtained by properly renormalizing the effects of noise. We illustrate this fact on…

Pattern Formation and Solitons · Physics 2009-11-07 Yuri Shiogai , Yoshiki Kuramoto

Noise is an inherent part of neuronal dynamics, and thus of the brain. It can be observed in neuronal activity at different spatiotemporal scales, including in neuronal membrane potentials, local field potentials, electroencephalography,…

Neurons and Cognition · Quantitative Biology 2019-01-03 Daqing Guo , Matjaz Perc , Tiejun Liu , Dezhong Yao

The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…

High Energy Physics - Phenomenology · Physics 2022-02-23 Jens O. Andersen , Magdalena Eriksson , Anders Tranberg

The paradigm of stochastic resonance (SR)---the idea that signal detection and transmission may benefit from noise---has met with great interest in both physics and the neurosciences. We investigate here the consequences of reducing the…

Biological Physics · Physics 2009-11-06 Hans E. Plesser , Theo Geisel

We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…

Statistical Mechanics · Physics 2017-06-14 Paul M. Geffert , Wolfram Just

Analytical non-perturbative study of the three-dimensional nonlinear stochastic partial differential equation with additive thermal noise, analogous to that proposed by V.N. Nikolaevskii [1]-[5]to describe longitudinal seismic waves, is…

Fluid Dynamics · Physics 2015-03-31 Jaykov Foukzon
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