Related papers: Linear Response Theory in Stochastic Resonance
We consider the Langevin equation with multiplicative noise term which depends on time and space. The corresponding Fokker-Planck equation in Stratonovich approach is investigated. Its formal solution is obtained for an arbitrary…
The dynamics of fluctuations is considered for electrons near a positive ion or for charges in a confining trap. The stationary nonuniform equilibrium densities are discussed and contrasted. The linear response function for small…
We consider conditional McKean-Vlasov stochastic differential equations (SDEs), such as the ones arising in the large-system limit of mean field games and particle systems with mean field interactions when common noise is present. The…
Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…
In this work stability results for systems described by coupled Retarded Functional Differential Equations (RFDEs) and Functional Difference Equations (FDEs) are presented. The results are based on the observation that the composite system…
For the nonlinear Fokker--Planck equation $$\partial_tu = \Delta\beta(u)-\nabla \Phi \cdot \nabla \beta(u) - div_{\varrho}\big(D(x)b(u)u\big),\quad (t,x) \in (0,\infty)\times \mathbb{R}^d,$$ where $\varrho = \exp(-\Phi)$ is the density of a…
For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…
In this paper, we study periodic linear systems on periodic time scales which include not only discrete and continuous dynamical systems but also systems with a mixture of discrete and continuous parts (e.g. hybrid dynamical systems). We…
For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…
We investigate the long-range statistical correlations, whereby discuss the nature of the undermining interacting/ noninteracting domains and associated phase transitions under variations of the quark mass and the mass scale that…
The existence and characterisation of noise-driven bifurcations from the spatially homogeneous stationary states of a nonlinear, non-local Fokker--Planck type partial differential equation describing stochastic neural fields is established.…
We derive a noise term to account for fluctuation corrections based on the particle system approximation for the n-species Shigesada-Kawasaki-Teramoto (SKT) system. For the resulting system of stochastic partial differential equations…
Fluctuation-response relations encode fundamental constraints on nonequilibrium systems. While time-domain static response is bounded by activity and entropy production, finite-frequency extensions for time-dependent perturbations remain…
We investigate the resonance type behaviour of an overdamped Brownian particle in a bistable potential driven by external periodic signal. It has been shown previously that the input energy pumped into the system by the external drive shows…
Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…
We present a theoretical framework to model the electric response of cell aggregates. We establish a coarse representation for each cell as a combination of membrane and cytoplasm dipole moments. Then we compute the effective conductivity…
In this paper we consider systems of weakly interacting particles driven by colored noise in a bistable potential, and we study the effect of the correlation time of the noise on the bifurcation diagram for the equilibrium states. We…
We compare the quasiparticle band structure for a model insulator obtained from the fluctuation exchange approximation (FEA) with the eigenvalues of the corresponding density functional theory (DFT) and local density approximation (LDA).…