Related papers: Randomly Amplified Discrete Langevin Systems
An amenable, analytical two-state description of the nonlinear population dynamics of a noisy bistable system driven by a rectangular subthreshold signal is put forward. Explicit expressions for the driven population dynamics, the…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes.…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
A simple multivariate version of Costa's entropy power inequality is proved. In particular, it is shown that if independent white Gaussian noise is added to an arbitrary multivariate signal, the entropy power of the resulting random…
We investigate Turing pattern formation in a stochastic and spatially discretized version of a reaction diffusion advection (RDA) equation, which was previously introduced to model synaptogenesis in \textit{C. elegans}. The model describes…
A system of linear differential equations with oscillatory decreasing coefficients is considered. The coefficients has the form $t^{-\alpha}a(t)$,~$\alpha>0$, where $a(t)$ is trigonometric polynomial with an arbitrary set of frequencies.…
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…
We study the stationary states of variants of the noisy voter model, subject to fluctuating parameters or external environments. Specifically, we consider scenarios in which the herding-to-noise ratio switches randomly and on different time…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…
The Langevin equation for a particle (`random walker') moving in d-dimensional space under an attractive central force, and driven by a Gaussian white noise, is considered for the case of a power-law force, F(r) = - Ar^{-sigma}. The…
Recently, diffusion models have gained popularity due to their impressive generative abilities. These models learn the implicit distribution given by the training dataset, and sample new data by transforming random noise through the reverse…
A numerical study of the statistics of transmission ($t$) and reflection ($r$) of quasi-particles from a one-dimensional disordered lasing or amplifying medium is presented. The amplification is introduced via a uniform imaginary part in…
Efficient Boltzmann-sampling using first-principles methods is challenging for extended systems due to the steep scaling of electronic structure methods with the system size. Stochastic approaches provide a gentler system-size dependency at…
The damping or attenuation coefficient of sound waves in solids due to impurities scales with the wavevector to the fourth power, also known as Rayleigh scattering. In amorphous solids, Rayleigh scattering may be enhanced by a logarithmic…
The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signal with information, termed stochastic resonance (SR). This paper analyzes…
The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…