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We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…

Probability · Mathematics 2022-01-25 Eva Löcherbach

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin…

Statistical Mechanics · Physics 2017-03-21 Stam Nicolis , Pascal Thibaudeau , Julien Tranchida

This paper presents a new systematic framework for nonlinear singularly perturbed systems in which state-dependent perturbation functions are used instead of constant perturbation coefficients. Under this framework, general results are…

Optimization and Control · Mathematics 2024-06-04 Tengfei Liu , Zhong-Ping Jiang

We analyze the rates of noise-induced transitions between period-two attractors. The model investigated is an underdamped oscillator parametrically driven by a field at nearly twice the oscillator eigenfrequency. The activation energy of…

Optics · Physics 2016-09-08 M. I. Dykman , C. M. Maloney , V. N. Smelyanskiy , M. Silverstein

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…

Statistical Mechanics · Physics 2016-03-21 Rodrigo Villavicencio-Sanchez , Rosemary J. Harris

An autonomous system of ordinary differential equations describing nonlinear oscillations on the plane is considered. The influence of time-dependent perturbations decaying at infinity in time is investigated. It is assumed that the…

Dynamical Systems · Mathematics 2023-05-29 Oskar A. Sultanov

The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…

Chaotic Dynamics · Physics 2017-02-28 Rafail V. Abramov

The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…

Statistics Theory · Mathematics 2007-12-10 Jean-Marc Bardet , Imen Kammoun

The exploration of the rich dynamics of electrons is a frontier in fundamental nano-physics. The dynamical behavior of electrons is dominated by random and chaotic thermal motion with ultrafast ($\approx$ ps) and nanoscale scatterings. This…

Mesoscale and Nanoscale Physics · Physics 2021-08-11 Ruijie Qian , S. T. Chui , Zhenghua An , y Hongtao Xu , Zhifang Lin , Zian Ji , Wei Lu

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…

Statistical Mechanics · Physics 2007-05-23 Frederic Douarche , Sylvain Joubaud , Nicolas B. Garnier , Artem Petrosyan , Sergio Ciliberto

Classical sum rules arise in a wide variety of physical contexts. Asymptotic expressions have been derived for many of these sum rules in the limit of long orbital period (or large action). Although sum rule convergence may well be…

Chaotic Dynamics · Physics 2013-05-29 John R. Elton , Arul Lakshminarayan , Steven Tomsovic

A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…

Probability · Mathematics 2024-09-04 Michele Aleandri , Paolo Dai Pra

We analyze the real-time dynamics of a quantum two-state system in the presence of nonequilibrium quantum fluctuations. The latter are generated by a coupling of the two-state system to a single electronic level of a quantum dot which…

Mesoscale and Nanoscale Physics · Physics 2016-12-20 Niklas Mann , Jochen Brüggemann , Michael Thorwart

The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…

Statistical Mechanics · Physics 2017-11-16 Robert Marsland , Jeremy England

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…

Probability · Mathematics 2013-04-23 Martin G Riedler , Michele Thieullen

The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…

Probability · Mathematics 2026-01-14 J. Baker , P. Chigansky , K. Hamza , F. C. Klebaner

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

Statistical Mechanics · Physics 2011-09-08 Lamberto Rondoni , Carlos Mejia-Monasterio

This thesis is devoted to the study of dynamical properties of diluted models. These are mean field statistical mechanics systems, but with finite local connectivity. Among other reasons, the interest for these models arises from their deep…

Disordered Systems and Neural Networks · Physics 2007-05-23 Guilhem Semerjian