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A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…

Statistical Mechanics · Physics 2016-12-13 A. N. Vitrenko

We present a stochastic approach for charge transport in transistors. In this approach, the electron and hole densities are governed by diffusion-reaction stochastic differential equations satisfying local detailed balance and the electric…

Statistical Mechanics · Physics 2021-02-08 Jiayin Gu , Pierre Gaspard

Complex coherent dynamics is present in a wide variety of neural systems. A typical example is the voltage transitions between up and down states observed in cortical areas in the brain. In this work, we study this phenomenon via a…

Neurons and Cognition · Quantitative Biology 2015-05-19 Jorge F. Mejias , Hilbert J. Kappen , Joaquin J. Torres

We study a general mass transport model on an arbitrary graph consisting of $L$ nodes each carrying a continuous mass. The graph also has a set of directed links between pairs of nodes through which a stochastic portion of mass, chosen from…

Statistical Mechanics · Physics 2007-05-23 M. R. Evans , Satya N. Majumdar , R. K. P. Zia

We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…

Chaotic Dynamics · Physics 2009-11-13 Sebastien Aumaitre , Francois Petrelis , Kirone Mallick

Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…

Probability · Mathematics 2014-01-20 Nils Berglund , Barbara Gentz

In this work, we investigate the large-scale transport properties of a passive scalar advected by a turbulent fluid, modelled as a superposition of divergence-free vector fields, each weighted by an independent symmetric…

Mathematical Physics · Physics 2026-02-25 Paolo Cifani , Franco Flandoli , Lorenzo Marino

We carry out a detailed numerical investigation of stochastic resonance in underdamped systems in the non-perturbative regime. We point out that an important distinction between stochastic resonance in overdamped and underdamped systems…

Pattern Formation and Solitons · Physics 2009-11-11 Rajarshi Ray , Supratim Sengupta

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

This article deals with input-to-state stability (ISS) of discrete-time switched systems. Given a family of nonlinear systems with exogenous inputs, we present a class of switching signals under which the resulting switched system is ISS.…

Systems and Control · Computer Science 2017-11-27 Atreyee Kundu , Debasish Chatterjee

Biological neural systems encode and transmit information as patterns of activity tracing complex trajectories in high-dimensional state-spaces, inspiring alternative paradigms of information processing. Heteroclinic networks, naturally…

Neurons and Cognition · Quantitative Biology 2021-10-26 Giovanni Sirio Carmantini , Fabio Schittler Neves , Marc Timme , Serafim Rodrigues

We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…

Statistical Mechanics · Physics 2020-07-01 Miguel V. Moreno , Daniel G. Barci , Zochil González Arenas

Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the…

Statistical Mechanics · Physics 2008-03-03 M. I. Dykman , V. N. Smelyanskiy

We study the overdamped motion of a Brownian particle in a driven double-well system to understand various physical phenomena observed experimentally. These phenomena include hysteresis, stochastic resonance, and net unidirectional motion…

Condensed Matter · Physics 2015-06-25 Mangal C. Mahato , A. M. Jayannavar

We present a stochastic formalism for signal transduction processes in bacterial two-component system. Using elementary mass action kinetics, the proposed model takes care of signal transduction in terms of phosphotransfer mechanism between…

Subcellular Processes · Quantitative Biology 2014-03-26 Alok Kumar Maity , Arnab Bandyopadhyay , Pinaki Chaudhury , Suman K Banik

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

Statistical Mechanics · Physics 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

This contribution investigates an original stochastic approach for the emergence of stop-and-go waves in traffic flow, a collective phenomenon with significant safety and environmental implications. Using a stable nonlinear car-following…

Physics and Society · Physics 2025-12-04 Raphael Korbmacher , Parthib Khound , Antoine Tordeux , Frank Gronwald

Deterministic equilibrium flows in transport networks can be investigated by means of Markov's processes defined on the dual graph representations of the network. Sustained movement patterns are generated by a subset of automorphisms of the…

Physics and Society · Physics 2007-10-30 D. Volchenkov , Ph. Blanchard