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In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in…

Probability · Mathematics 2018-12-21 Stefano Bonaccorsi , Delio Mugnolo

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…

Statistical Mechanics · Physics 2009-11-10 B. Kaulakys , J. Ruseckas

A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…

Probability · Mathematics 2008-10-02 W. Liu , S. V. Lototsky

We present a method for the identification of continuous, spatiotemporal dynamics from experimental data. We use a model in the form of a partial differential equation and formulate an optimization problem for its estimation from data. The…

chao-dyn · Physics 2009-10-31 H. Voss , M. J. Bünner , M. Abel

The characteristic size for spatial structure, that emerges when the bifurcation parameter in model partial differential equations is slowly increased through its critical value, depends logarithmically on the size of added noise. Numerics…

adap-org · Physics 2009-10-30 G. D. Lythe

We investigate the stochastic dynamics of an active particle moving at a constant speed under the influence of a fluctuating torque. In our model the angular velocity is generated by a constant torque and random fluctuations described as a…

Statistical Mechanics · Physics 2017-01-04 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

We explore the joint effect of the intrinsic noise and time delay on the spatial pattern formation within a multi-scale mobile lattice model of the epithelium. The protein fluctuations are driven by transcription/translation processes in…

Adaptation and Self-Organizing Systems · Physics 2015-06-12 Dmitry Bratsun , Andrey Zakharov

The spectral statistic $\delta_n$ measures the fluctuations of the number of energy levels around its mean value. It has been shown that chaotic quantum systems display $1/f$ noise (pink noise) in the power spectrum $S(f)$ of the $\delta_n$…

Chaotic Dynamics · Physics 2007-08-05 Luca Salasnich

We consider the failure of localized control in a nonlinear spatially extended system caused by extremely small amounts of noise. It is shown that this failure occurs as a result of a nonlinear instability. Nonlinear instabilities can occur…

Pattern Formation and Solitons · Physics 2009-11-07 Roman O. Grigoriev , Andreas Handel

We use electrostatic force microscopy to spatially resolve random telegraph noise at the Si/SiO$_2$ interface. Our measurements demonstrate that two-state fluctuations are localized at interfacial traps, with bias-dependent rates and…

Mesoscale and Nanoscale Physics · Physics 2024-03-18 Megan Cowie , Procopios C. Constantinou , Neil J. Curson , Taylor J. Z. Stock , Peter Grutter

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

We study the effect of domain growth on the orientation of striped phases in a Swift-Hohenberg equation. Domain growth is encoded in a step-like parameter dependence that allows stripe formation in a half plane, and suppresses patterns in…

Pattern Formation and Solitons · Physics 2018-04-04 Ryan Goh , Arnd Scheel

We study the effects of noise on stationary pulse solutions (bumps) in spatially extended neural fields. The dynamics of a neural field is described by an integrodifferential equation whose integral term characterizes synaptic interactions…

Pattern Formation and Solitons · Physics 2012-05-15 Zachary P. Kilpatrick , Bard Ermentrout

The ability of Gaussian noise to induce ordered states in dynamical systems is here presented in an overview of the main stochastic mechanisms able to generate spatial patterns. These mechanisms involve: (i) a deterministic local dynamics…

Statistical Mechanics · Physics 2012-05-14 Stefania Scarsoglio , Francesco Laio , Paolo D'Odorico , Luca Ridolfi

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

Motivated by the various examples of spatial variability in the power of the acoustic spectrum, we attempted to look for spatial variability in the peak frequency of the spectrum. However, the determination of this peak frequency on a…

Astrophysics · Physics 2015-06-24 P. Venkatakrishnan , Brajesh Kumar , S. C. Tripathy

We propose that thermal noise in local stripe orientation should be readily detectable via STM on systems in which local stripe orientations are strongly affected by quenched disorder. Stripes, a unidirectional, nanoscale modulation of…

Strongly Correlated Electrons · Physics 2015-05-18 Y. L. Loh , E. W. Carlson , K. A. Dahmen

The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…

Chaotic Dynamics · Physics 2015-05-13 C. P. Dettmann , T. B. Howard
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