Related papers: Systems with Multiplicative Noise: Critical Behavi…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…
The acoustic emission of fracture precursors is measured in heterogeneous materials. The statistical behaviour of these precursors is studied as a function of the load features and the geometry. We find that the time interval between events…
A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of the least squares estimator for the regression parameter are…
We prove the existence of multiple noise-induced transitions in the Lasota-Mackey map, which is a class of one dimensional random dynamical system with additive noise. The result is achieved by the help of rigorous computer assisted…
Noise is source of ambiguity for fuzzy systems. Although being an important aspect, the effects of noise in fuzzy modeling have been little investigated. This paper presents a set of tests using three well-known fuzzy modeling algorithms.…
Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…
A central challenge in the study of complex systems is the quantification of emergence -- understood as the ability of the system to exhibit collective behaviours that cannot be traced down to the individual components. While recent work…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
In the present paper we show how non--classical, quite accurate, critical exponents can be extracted in a very simple way from the Pad\'e analysis of the results obtained by mean field like approximation schemes, and in particular by the…
In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…
On Barabasi-Albert networks with z neighbours selected by each added site, the Ising model was seen to show a spontaneous magnetisation. This spontaneous magnetisation was found below a critical temperature which increases logarithmically…
The unpredictability in chaotic scattering problems is a fundamental topic in physics that has been studied either in purely conservative systems or in the presence of weak perturbations. In many systems noise plays an important role in the…
A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point…
The problem of recovering a structured signal from its linear measurements in the presence of speckle noise is studied. This problem appears in many imaging systems such as synthetic aperture radar and optical coherence tomography. The…
Quantum-enhanced measurements exploit quantum mechanical effects to provide ultra-precise estimates of physical variables for use in advanced technologies, such as frequency calibration of atomic clocks, gravitational waves detection, and…
We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…
A field-theoretic description of the critical behaviour of systems with quenched defects obeying a power law correlations $\sim |{\bf x}|^{-a}$ for large separations ${\bf x}$ is given. Directly for three-dimensional systems and different…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
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…