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Demographic noise has profound effects on evolutionary and population dynamics, as well as on chemical reaction systems and models of epidemiology. Such noise is intrinsic and due to the discreteness of the dynamics in finite populations.…
Radiative forcing drives warming in the Earth system, leading to changes in sea surface temperatures (SSTs) and associated radiative feedbacks. The link between changes in the top-of-the-atmosphere (TOA) net radiative flux and SST patterns,…
We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…
While the origin of temporal correlations in Langevin dynamics have been thoroughly researched, the understanding of Spatially Correlated Noise (SCN) is rather incomplete. In particular, very little is known about the relation between…
We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…
Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…
We perform a comprehensive study of noise-induced effects in a stochastic model of reaction-diffusion type, describing nano-structured thin films growth at condensation. We introduce an external flux of adsorbate between neighbour…
Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…
This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…
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…
Evolution of a system of diffusing and proliferating mortal reactants is analyzed in the presence of randomly moving catalysts. While the continuum description of the problem predicts reactant extinction as the average growth rate becomes…
Spatially correlated noise (SCN), i.e. the thermal noise that affects neighbouring particles in a similar manner, is ubiquitous in soft matter systems. In this work, we apply the over-damped SCN-driven Langevin equations as an effective,…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
We study by simulation the effect of the diffusive motion of repressor molecules on the noise in mRNA and protein levels in the case of a repressed gene. We find that spatial fluctuations due to diffusion can drastically enhance the noise…
Fluctuations of nonequilibrium localized waves are shaped not only by direct stochastic forcing but also by deterministic transfer among coupled collective degrees of freedom. We develop a pathway-resolved stochastic collective-coordinate…
A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a…
We reveal the mechanism of subdiffusion which emerges in a straightforward, one dimensional classical nonequilibrium dynamics of a Brownian ratchet driven by both a time-periodic force and Gaussian white noise. In a tailored parameter set…
The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…
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…
For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of…