Related papers: Stochastic System with Colored Noise and Absorbing…

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…

Phase estimation is the most investigated protocol in quantum metrology, but its performance is affected by the presence of noise, also in the form of imperfect state preparation. Here we discuss how to address this scenario by using a…

We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…

This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such…

Phase reduction is an important tool for studying coupled and driven oscillators. The question of how to generalize phase reduction to stochastic oscillators remains actively debated. In this work, we propose a method to derive a…

We discuss and briefly overview recent progress with studying fluctuations in scattering on a resonance state coupled to the background of many chaotic states. Such a problem arises naturally, e.g., when dealing with wave propagation in the…

We study stochastic dynamical systems in settings where only partial statistical information about the noise is available, e.g., in the form of a limited number of noise realizations. Such systems are particularly challenging to analyze and…

The transport of molecules through biological and synthetic nanopores is governed by multiple stochastic processes that lead to noisy, fluctuating currents. Disentangling the characteristics of different noise-generating mechanisms is…

We analytically derive the correlation functions of the stochastic response of period-p orbits in a generic one-dimensional map system under the influence of weak external, additive white noise. Two approaches, a recurrence scheme and a…

We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Synchronization of coupled oscillators is a paradigm for complexity in many areas of science and engineering. Any realistic network model should include noise effects. We present a description in terms of phase and amplitude deviation for…

Fluctuations affect nanoporous transport in complex and intricate ways, making optimization of signal-to-noise in artificial designs challenging. Here we focus on the simplest nanopore system, where non-interacting particles diffuse through…

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

A steadily increasing body of evidence suggests that the brain performs probabilistic inference to interpret and respond to sensory input and that trial-to-trial variability in neural activity plays an important role. The neural sampling…

An effective description of a general class of stochastic phase oscillators is presented. For this, the effective phase velocity is defined either by invariant probability density or via first passage times. While the first approach…

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…