Related papers: Linear Response Theory in Stochastic Resonance
Recently, a nonlinear stability theory has been developed for wave trains in reaction-diffusion systems relying on pure $L^\infty$-estimates. In the absence of localization of perturbations, it exploits diffusive decay caused by smoothing…
A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two--component nonlinear Schr{"o}dinger equation (NLSE). On the basis of the ansatz of…
We present a simple thermodynamically consistent method for solving time-dependent Fokker--Planck equations (FPE) for over-damped stochastic processes, also known as Smoluchowski equations. It yields both transition and steady-state…
We analyze the stochastic response of a finite set of globally coupled noisy bistable units driven by rather weak time-periodic forces. We focus on the stochastic resonance and phase frequency synchronization of the collective variable,…
The micromagnetic Fokker-Planck equation is solved for a uniaxial particle in the low-temperature limit. Asymptotic series in the parameter that is the inverse barrier height-to-temperature ratio are derived. With the aid of these series,…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…
We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…
Stochastic phenomena occurring within charged particle beams can be handled using the Vlasov-Fokker-Planck generalization of the Vlasov equation. In particular, this non-deterministic approach can deal with effects due to Coulomb scattering…
The fractional Fokker-Planck equation (FFPE) [R. Metzler, E. Barkai, J. Klafter, Phys. Rev. Lett., 82, 3563 (1999)] describes an anomalous sub diffusive behavior of a particle in an external force field. In this paper we present the…
High frequency stochastic resonance (SR) phenomena, associated with fluctuational transitions between coexisting periodic attractors, have been investigated experimentally in an electronic model of a single-well Duffing oscillator bistable…
A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck…
The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…
We study stochastic ratchets with inertia in the limit where the time correlations become important. We have developed a Fokker-Planck type equation for the ratchet problem which includes the memory effects. It is tested with comparison to…
We investigate the application of fractional calculus to model stellar dynamics, focusing on Resonant Relaxation (RR) near a supermassive black hole (SMBH). Standard theories use the local Fokker-Planck (FP) equation, restricted to Gaussian…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
This paper introduces a general class of Replicator-Mutator equations on a multi-dimensional fitness space. We establish a novel probabilistic representation of weak solutions of the equation by using the theory of Fockker-Planck-Kolmogorov…
The phenomenon of stochastic resonance, wherein the stimulus-response of a system can be maximized by an intermediate level of noise, has been extensively investigated through linear response theory. As yet a unified response-noise or…
We show that an appropriately defined fluctuation-dissipation theorem, connecting generalized susceptibilities and time correlation functions, is valid for times shorter than the nucleation time of the metastable state of Markovian systems…