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The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a…

Statistical Mechanics · Physics 2009-11-10 Daniel Huber , Lev S. Tsimring

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

Data Analysis, Statistics and Probability · Physics 2012-10-23 B. Lehle

This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…

Dynamical Systems · Mathematics 2022-07-05 Maximilian Engel , Guillermo Olicón-Méndez , Nathalie Unger , Stefanie Winkelmann

It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…

Dynamical Systems · Mathematics 2017-05-25 Jennifer Creaser , Krasimira Tsaneva-Atanasova , Peter Ashwin

The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

The diffusive non-Markovian motion over a single-well potential barrier in the presence of a weak sinusoidal time-modulation is studied. We found non-monotonic dependence of the mean escape time from the barrier on a frequency of the…

Statistical Mechanics · Physics 2015-05-30 V. M. Kolomietz , S. V. Radionov

This work considers state dynamics driven by Periodic Autoregressive Moving Average noise, and control of the system over time. Such processes appear frequently in applications involving the environment, such as energy and agriculture.…

Optimization and Control · Mathematics 2025-09-30 Vyacheslav Kungurtsev

The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…

Statistical Mechanics · Physics 2014-01-10 Krzysztof Szczepaniec , Bartlomiej Dybiec

When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…

Methodology · Statistics 2020-11-11 Richard Creswell , Ben Lambert , Chon Lok Lei , Martin Robinson , David Gavaghan

We consider the influence of local noise on a generalized network of populations having positive and negative feedbacks. The population dynamics at the nodes is nonlinear, typically chaotic, and allows cessation of activity if the…

Chaotic Dynamics · Physics 2014-12-03 Anshul Choudhary , Vivek Kohar , Sudeshna sinha

A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…

Statistical Mechanics · Physics 2023-09-01 Indrani Bose

This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. Siefert , J. Peinke , R. Friedrich

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations…

Computation · Statistics 2014-10-20 Hans-Werner van Wyk , Max Gunzburger , John Burkardt , Miroslav Stoyanov

We consider the time evolution of simple quantum systems under the influence of random fluctuations of the control parameters. We show that when the parameters fluctuate sufficiently fast, there is a cancellation effect of the noise. We…

Quantum Physics · Physics 2007-05-23 Paolo Solinas , Nino Zanghi

This paper is concerned with the study of continuous-time, non-smooth dynamical systems which arise in the context of time-varying non-convex optimization problems, as for example the feedback-based optimization of power systems. We…

Optimization and Control · Mathematics 2020-05-11 Adrian Hauswirth , Irina Subotić , Saverio Bolognani , Gabriela Hug , Florian Dörfler

An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…

Probability · Mathematics 2015-08-24 Zsolt Pajor-Gyulai , Michael Salins

The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…

Chaotic Dynamics · Physics 2007-05-23 V. V. Zverev

The development of fault-tolerant quantum processors relies on the ability to control noise. A particularly insidious form of noise is temporally correlated or non-Markovian noise. By combining randomized benchmarking with supervised…

We investigate the evolution of Boolean networks subject to a selective pressure which favors robustness against noise, as a model of evolved genetic regulatory systems. By mapping the evolutionary process into a statistical ensemble and…

Disordered Systems and Neural Networks · Physics 2012-04-11 Tiago P. Peixoto