Related papers: Probability distributions for one component equati…
We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…
Power-law distributions occur in wide variety of physical, biological, and social phenomena. In this paper, we propose a statistical hypothesis test based on the log-likelihood ratio to assess whether two samples of discrete data are drawn…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
This paper attempts to find a probability distribution for the white noise (rapidly fluctuating unbalanced force) in the Langevin Equation. Unbalanced force is the resultant impulse provided to the brownian particle by the colliding fluid…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…
A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…
The Langevin equation with a multiplicative L\'evy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed.…
We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from…
We show that certain critical exponents of systems with multiplicative noise can be obtained from exponents of the KPZ equation. Numerical simulations in 1d confirm this prediction, and yield other exponents of the multiplicative noise…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
Positive feedback and cooperativity in the regulation of gene expression are generally considered to be necessary for obtaining bistable expression states. Recently, a novel mechanism of bistability termed emergent bistability has been…
We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…
We show how one may analytically compute the stationary density of the distribution of molecular constituents in populations of cells in the presence of noise arising from either bursting transcription or translation, or noise in…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
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…