Related papers: Stochastic System with Colored Noise and Absorbing…
A new type of noised-induced phase transitions that should occur in systems of elements with motivated behavior is considered. By way of an example, a simple oscillatory system {x,v} with additive white noise is analyzed numerically. A…
We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…
We quantify the effect of Gaussian white noise on fast--slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity. The stochastic system can be…
The dynamics of a weakly dissipative Hamiltonian system submitted to stochastic perturbations has been investigated by means of asymptotic methods. The probability of noise-induced separatrix crossing, which drastically changes the fate of…
Stochastic perturbation of two-level atoms strongly driven by a coherent light field is analyzed by the quantum trajectory method. A new method is developed for calculating the resonance fluorescence spectra from numerical simulations. It…
A system of coherently-driven two-level atoms is analyzed in presence of two independent stochastic perturbations: one due to collisions and a second one due to phase fluctuations of the driving field. The behaviour of the quantum…
Assuring safety in discrete time stochastic hybrid systems is particularly difficult when only noisy or incomplete observations of the state are available. We first review a formulation of the probabilistic safety problem under noisy hybrid…
The synchronization transition between two coupled replicas of spatio-temporal chaotic systems in 2+1 dimensions is studied as a phase transition into an absorbing state - the synchronized state. Confirming the scenario drawn in 1+1…
We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…
We consider synchronization by noise for stochastic partial differential equations which support traveling pulse solutions, such as the FitzHugh-Nagumo equation. We show that any two pulse-like solutions which start from different positions…
We initiate the study of stochastic optimization with oblivious noise, broadly generalizing the standard heavy-tailed noise setup. In our setting, in addition to random observation noise, the stochastic gradient may be subject to…
Finite-sized populations of spiking elements are fundamental to brain function, but also used in many areas of physics. Here we present a theory of the dynamics of finite-sized populations of spiking units, based on a quasi-renewal…
We study a coupled driven system in which two species of particles are advected by a fluctuating potential energy landscape. While the particles follow the potential gradient, each species affects the local shape of the landscape in…
Spatial pattern formation in excitable fluctuating media was researched analytically from the point of view of the order parameters concept. The reaction-diffusion system in external noise is considered as a model of such medium. Stochastic…
We explore the distribution of paths followed in fluctuation-induced switching between coexisting stable states. We introduce a quantitative characteristic of the path distribution in phase space that does not require a priori knowledge of…
We derive and study two different formalisms used for non-equilibrium processes: The coherent-state path integral, and an effective, coarse-grained stochastic equation of motion. We first study the coherent-state path integral and the…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…