Related papers: First Passage Time Statistics For Systems Driven b…
We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…
Though pulsars spin regularly, the differences between the observed and predicted ToA (time of arrival), known as "timing noise", can still reach a few milliseconds or more. We try to understand the noise in this paper. As proposed by Xu &…
Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…
The influence of external fluctuations in phase separation processes is analysed. These fluctuations arise from random variations of an external control parameter. A linear stability analysis of the homogeneous state shows that phase…
Noise in spiking neurons is commonly modeled by a noisy input current or by generating output spikes stochastically with a voltage-dependent hazard rate ("escape noise"). While input noise lends itself to modeling biophysical noise…
We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose…
The constructive role of non-Gaussian random fluctuations is studied in the context of the passage over the dichotomously switching potential barrier. Our attention focuses on the interplay of the effects of independent sources of…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
Models of imitation and herding behavior often underestimate the role of individualistic actions and assume symmetric boundary conditions. However, real-world systems (e.g., electoral processes) frequently involve asymmetric boundaries. In…
In a system of noisy self-propelled particles with interactions that favor directional alignment, collective motion will appear if the density of particles increases beyond a certain threshold. In this paper, we argue that such a threshold…
Low-frequency 1/f-noise occurs at all levels of the nature organization and became an actual factor of nanotechnologies, but in essence it remains misunderstood by its investigators. Here, once again it is pointed out that such the state of…
The first-passage time (FPT) of a stochastic signal to a threshold is a fundamental observable across physics, biology, and finance. While renewal shot noise is a canonical model for such signals, analytical results for its FPT have…
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…
The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
We consider high-order stochastic processes $x(t)$ described by the Langevin equation $\frac{{{d^m}x\left( t \right)}}{{d{t^m}}}= \sqrt{2D} \xi(t)$, where $\xi(t)$ is a delta-correlated Gaussian noise with zero mean, and $D$ is the strength…
In the literature, the study of electron transport in quantum devices is mainly devoted to DC properties. The fluctuations of the electrical current around these DC values, the so-called quantum noise, are much less analyzed. The…
We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…
Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…
We perform Langevin dynamic numerical simulation on a double-well potential system subjected to an asymmetric saw-tooth type external time varying field and white noise forces. The hysteresis loss calculated from the first-passage time…