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We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
We analyse the non-equilibrium distribution in dissipative dynamical systems at finite noise intensities. The effect of finite noise is described in terms of topological changes in the pattern of optimal paths. Theoretical predictions are…
Nonlinear diffusion is studied in the presence of multiplicative noise. The nonlinearity can be viewed as a ``wall'' limiting the motion of the diffusing field. A dynamic phase transition occurs when the system ``unbinds'' from the wall.…
We have analyzed the effects of the addition of external noise to non-dynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a…
We analyze the noise induced synchronization between a collective variable characterizing a complex system with a finite number of interacting bistable units and time periodic driving forces. A random phase process associated to the…
Understanding the causes and effects of spatial aggregation is one of the most fundamental problems in ecology. Aggregation is an emergent phenomenon arising from the interactions between the individuals of the population, able to sense…
Stochastic resonance is a well established phenomenon, which proves relevant for a wide range of applications, of broad trans-disciplinary breath. Consider a one dimensional bistable stochastic system, characterized by a deterministic…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…
A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point…
Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…
Multistability is an inseparable feature of many physical, chemical and biological systems which are driven far from equilibrium. In these nonequilibrium systems, stochastic dynamics often induces switching between distinct states on…
We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Ito vs. Stratonovich), in particular in the context of noise-induced…
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…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…
Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…
A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…