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Related papers: Non-Markovian Stochastic Resonance

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Standard tests for nonlinearity reject the null hypothesis of a Gaussian linear process whenever the data is non-stationary. Thus, they are not appropriate to distinguish nonlinearity from non-stationarity. We address the problem of…

chao-dyn · Physics 2007-05-23 Andreas Schmitz , Thomas Schreiber

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

We investigate the stochastic behavior of a two-temperature Langevin system with non-Markovian thermal reservoirs. The model describes an overdamped Brownian particle in a quadratic potential and coupled to heat baths at different…

Statistical Mechanics · Physics 2020-02-20 Eduardo dos S. Nascimento , Welles A. M. Morgado

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

The non-Markovianity of open quantum system dynamics is often associated with the bidirectional interchange of information between the system and its environment, and it is thought to be a resource for various quantum information tasks. We…

Quantum Physics · Physics 2023-03-28 Arzu Kurt

Stochastic reaction networks (SRNs) model stochastic effects for various applications, including intracellular chemical or biological processes and epidemiology. A typical challenge in practical problems modeled by SRNs is that only a few…

Numerical Analysis · Mathematics 2025-11-25 Chiheb Ben Hammouda , Maksim Chupin , Sophia Münker , Raúl Tempone

We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…

Machine Learning · Computer Science 2020-12-03 Prasenjit Karmakar

We consider a quasi-PT-symmetric system of two resonators, one of which interacts with a finite-size environment. The interaction with the environment leads to energy losses in the resonators, and the finite size of the environment leads to…

Quantum Physics · Physics 2025-10-07 T. T. Sergeev , E. S. Andrianov , A. A. Zyablovsky

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…

Dynamical Systems · Mathematics 2016-07-12 Zhou Fang , Chuanhou Gao

Long-range dependence (LRD) has been observed in a variety of phenomena in nature, and for several years also in the spiking activity of neurons. Often, this is interpreted as originating from a non-Markovian system. Here we show that a…

Neurons and Cognition · Quantitative Biology 2018-03-29 Alexandre Richard , Patricio Orio , Etienne Tanré

We report on noise-induced-spin-ordering in a collective quasipaticle system: spinor stochastic resonance. Synergetic interplay of a polarization-modulated signal and a polarization-noise allows us to switch coherently between the two…

Mesoscale and Nanoscale Physics · Physics 2015-05-20 H. Abbaspour , S. Trebaol , F. Morier-Genoud , M. T. Portella-Oberli , B. Deveaud

We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…

Statistical Mechanics · Physics 2009-11-13 Takaaki Monnai , Ayumu Sugita , Katsuhiro Nakamura

Memory or time-non-local effects in open quantum dynamics pose theoretical as well as practical challenges in the understanding and control of noisy quantum systems. While there has been a comprehensive and concerted effort towards…

Quantum Physics · Physics 2025-09-25 A. Keefe , N. Agarwal , A. Kamal

In spectroscopic analysis, the peak-based signal-to-noise ratio (pSNR) is commonly used but suffers from limitations such as sensitivity to noise spikes and reduced effectiveness for broader peaks. We introduce the area-based…

Signal Processing · Electrical Eng. & Systems 2025-12-25 Alex Yu , Huaqing Zhao , Lin Z. Li

The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…

Chaotic Dynamics · Physics 2016-04-25 Leonid I. Manevitch , Valeri V. Smirnov , Francesco Romeo

A simulation-based study of stochastic resonance (SR) in a ferroelectric capacitor is presented. The SR phenomenon involves the detection of weak signals by adding an optimal amount noise to a non-linear system. This is linked with Kramers'…

Statistical Mechanics · Physics 2025-11-25 Madhav Ramesh , Amit Verma , Arvind Ajoy

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

A graph-theoretic analysis is undertaken for a compendium of input-output (transfer) metrics of a standard discrete-time linear synchronization model, including lp gains, frequency responses, frequency-band energy, and Markov parameters. We…

Systems and Control · Electrical Eng. & Systems 2022-07-25 Subir Sarker , Sandip Roy

Non-data-aided (NDA) parameter estimation is considered for binary-phase-shift-keying transmission in an additive white Gaussian noise channel. Cramer-Rao lower bounds (CRLBs) for signal amplitude, noise variance, channel reliability…

Information Theory · Computer Science 2007-07-13 Fredrik Brannstrom , Lars K. Rasmussen

We study a stochastic Schroedinger equation that generates a family of Gaussian dynamical maps in one dimension permitting a detailed exam of two different definitions of non-Markovianity: one related to the explicit dependence of the…

Quantum Physics · Physics 2012-10-31 Fabio Benatti , Roberto Floreanini , Stefano Olivares