Related papers: Multiplicative Noise in Non-equilibrium Phase Tran…
Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…
Stochastic Bloch equations which model the fluorescence of two level molecules and atoms, NMR experiments and Josephson junctions are investigated to illustrate the profound effect of multiplicative noise on the critical frequency of a…
Some intriging connections between the properties of nonlinear noise driven systems and the nonlinear dynamics of a particular set of Hamilton's equation are discussed. A large class of Fokker-Planck Equations, like the Schr\"odinger…
In this paper, we consider the Cucker-Smale flocking particles which are subject to the same velocity-dependent noise, which exhibits a phase change phenomenon occurs bringing the system from a "non flocking" to a "flocking" state as the…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
Most real life systems have a random component: the multitude of endogenous and exogenous factors influencing them result in stochastic fluctuations of the parameters determining their dynamics. These empirical systems are in many cases…
We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…
Many systems in nature, from ferromagnets to flocks of birds, exhibit ordering phenomena on the large scale. In physical systems order is statistically robust for large enough dimensions, with relative fluctuations due to noise vanishing…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
Non-equilibrium dynamics are present in many aspects of our lives, ranging from microscopic physical systems to the functioning of the brain. What characterizes stochastic models of non-equilibrium processes is the breaking of the…
We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with…
This paper studies the spectrum assignment of a class of stochastic systems with multiplicative noise. A novel $\alpha$-spectrum assignment is proposed for discrete-time and continuous-time stochastic systems with multiplicative noise. In…
We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…
The unpredictability in chaotic scattering problems is a fundamental topic in physics that has been studied either in purely conservative systems or in the presence of weak perturbations. In many systems noise plays an important role in the…
The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates…
The dynamics of non-equilibrium spatially extended systems are often dominated by fluctuations, due to e.g.\ deterministic chaos or to intrinsic stochasticity. This reflects into generic scale invariant or kinetic roughening behavior that…
Mesoscopic effects associated with wave propagation in spacetime with metric stochasticity are studied. We show that the scalar and spinor waves in a stochastic spacetime behave similarly to the electrons in a disordered system. Viewing…
The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…