Related papers: Noise Enhanced Stability in Fluctuating Metastable…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…
We present approximate analytical method of analysis of stationary states of nonlinear quantum systems with the noise. As an example we consider quantum nonlinear oscillator excited by fluctuating force and found parameter regions with more…
We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…
We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…
Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…
We consider a dynamical system subjected to weak but adiabatically slow fluctuations of external origin. Based on the ``adiabatic following'' approximation we carry out an expansion in \alpha/|\mu|, where \alpha is the strength of…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…
We study random transitions between two metastable states that appear below a critical temperature in a one dimensional self-gravitating Brownian gas with a modified Poisson equation experiencing a second order phase transition from a…
The effective diffusion of Brownian particles in periodic potential has been a central topic in nonequilibrium statistical physcis. A classical result is the Lifson formula which provides the effective diffusion constant in periodic…
Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent…
First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…
We study the dynamics of an overdamped Brownian particle subjected to Poissonian stochastic resetting in a nonthermal bath, characterized by a Poisson white noise and a Gaussian noise. Applying the renewal theory we find an exact analytical…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
We study the diffusion of a charged particle in a magnetic field subject to stochastic dichotomous fluctuations. The associated induced electric field gives rise to non-trivial dynamical regimes. In particular, when the mean magnetic field…