Related papers: Stochastic System with Colored Noise and Absorbing…
A common model of stochastic auto-regulatory gene expression describes promoter switching via cooperative protein binding, effective protein production in the active state and dilution of proteins. Here we consider an extension of this…
We study the effects of time and space correlations of an external additive colored noise on the steady-state behavior of a Time-Dependent Ginzburg-Landau model. Simulations show the existence of nonequilibrium phase transitions controlled…
We present a stochastic dynamics model of coupled evolution for the binary states of nodes and links in a complex network. In the context of opinion formation node states represent two possible opinions and link states a positive or…
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 consider driven many-particle models which have a phase transition between an active and an absorbing phase. Like previously studied models, we have particle conservation, but here we introduce an additional symmetry - when two particles…
Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…
Spatial and temporal noise power spectra of stripe patterns are investigated, using as a model a Swift-Hohenberg equation with a stochastic term. In particular, the analytical and numerical investigations show: 1) the temporal noise spectra…
The recent, unexpected, findings of upstream neutral modes in particle-like fractional quantum Hall states, led to a realization that the nature of the neutral modes is far from being understood. Moreover, the observation of spatially…
The unpredictability in chaotic scattering problems is a fundamental topic in physics that has been studied either in purely conservative systems or in the presence of weak perturbations. In many systems noise plays an important role in the…
The stochastic $\phi^4$-theory in $d-$dimensions dynamically develops domain wall structures within which the order parameter is not continuous. We develop a statistical theory for the $\phi^4$-theory driven with a random forcing which is…
We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…
According to empirical observations, some pattern formation phenomena in driven many-particle systems are more pronounced in the presence of a certain noise level. We investigate this phenomenon of fluctuation-driven ordering with a…
Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often times, thermal fluctuations, modeled as stochastic noise, are present in the system and the phase segregation…
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…
Path integral techniques are used to understand the behaviour of a particle moving in a bistable potential well and acted upon by quasi-monochromatic external noise. In the limit of small diffusion coefficient, a steepest descent evaluation…
A numerical model based on the finite-difference time-domain method is developed to simulate fluctuations which accompany the dephasing of atomic polarization and the decay of excited state's population. This model is based on the…
We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…
This paper investigates the asymptotic behavior of stochastic recursive inclusions in the presence of non-zero, non-diminishing bias, a setting that frequently arises in zeroth-order optimization, stochastic approximation with…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
This paper studies the spectrum assignment of a class of stochastic systems with multiplicative noise. A novel $\alpha$-spectrum assignment is proposed for discrete-time and continuous-time stochastic systems with multiplicative noise. In…