Related papers: Stochastic System with Colored Noise and Absorbing…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
We discuss a one-dimensional model of a fluctuating interface with a dynamic exponent $z=1$. The events that occur are adsorption, which is local, and desorption which is non-local and may take place over regions of the order of the system…
We show that in periodically driven systems, along with the delta-peak at the driving frequency, the spectral density of fluctuations displays extra features. These can be peaks or dips with height quadratic in the driving amplitude, for…
We present a study of a phase-separation process induced by the presence of spatially-correlated multiplicative noise. We develop a mean-field approach suitable for conserved-order-parameter systems and use it to obtain the phase diagram of…
We have discussed the dynamics of Langevin model subjected to colored noise, by using the functional-integral method (FIM) combined with equations of motion for mean and variance of the state variable. Two sets of colored noise have been…
Stochastic power fluctuation in a fiber optic system due to the interplay among dispersion, nonlinearity and partial coherence of the source is investigated. An analytical expression for the power fluctuation of a signal pulse due to its…
Analytical study of the distribution of phase of the transmission coefficient through 1D disordered absorbing system is presented. The phase is shown to obey approximately Gaussian distribution. An explicit expression for the variance is…
In animal groups, individual decisions are best characterised by probabilistic rules. Furthermore, animals of many species live in small groups. Probabilistic interactions among small numbers of individuals lead to a so called intrinsic…
A lattice boson model is used to study ordering phenomena in regular 2D array of superconductive mesoscopic granules, Josephson junctions or pores filled with a superfluid helium. Phase diagram of the system, when quantum fluctuations of…
The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…
We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…
Many new types of sensing or imaging surfaces are based on periodic thin films. It is explained how the response of those surfaces to partially coherent fields can be fully characterized by a set of functions in the wavenumber spectrum…
Stochasticity is both exploited and controlled by cells. Although the intrinsic stochasticity inherent in biochemistry is relatively well understood, cellular variation, or 'noise', is predominantly generated by interactions of the system…
Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
Many dynamical systems are subjected to stochastic influences, such as random excitations, noise, and unmodeled behavior. Tracking the system's state and parameters based on a physical model is a common task for which filtering algorithms,…
We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time…
Systems driven far from equilibrium may exhibit anomalous density fluctuations: active matter with orientational order display giant density fluctuations at large scale, while systems of interacting particles close to an absorbing phase…
This paper summarises a numerical investigation of phase mixing in time-independent Hamiltonian systems that admit a coexistence of regular and chaotic phase space regions, allowing also for low amplitude perturbations idealised as periodic…