Related papers: Amplification induced by white noise
We analytically and numerically investigate the performance of weak-value amplification (WVA) and related parameter estimation methods in the presence of temporally correlated noise. WVA is a special instance of a general measurement…
Research on stochastic differential equations (SDE) involving both additive and multiplicative noise has been extensive. In situations where the primary process is driven by a multiplicative stochastic process, additive white noise…
We study the stochastic dynamics of a two-dimensional particle assuming that the components of its position are two coupled random-acceleration processes evolving in a confining parabolic potential and are the subjects of independent…
The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
Here we use Floquet theory to calculate the response of parametrically-driven time-periodic systems near the onset of parametric instability to an added external ac signal or white noise. We provide new estimates, based on the Green's…
We study the role of multiplicative colored noise for different values of the correlation time $\tau_c$ in the dynamics of two competing species, described by generalized Lotka-Volterra equations. The multiplicative colored noise models the…
Acoustic wave propagation in bulk GaN Semiconductor in the presence of a slowly changing a.c electric field and a constant electric field has been studied. Analytical expression for the attenuation (amplification) coefficient has been…
The effect of noise on the nonlinear photoionization of an atom due to a femtosecond pulse is investigated in the framework of the stochastic Schr\"odinger equation. A modest amount of white noise results in an enhancement of the net…
Recently, a paradoxical effect has been demonstrated in which transport of a free Brownian particle driven by active fluctuations in the form of white Poisson shot noise can be significantly enhanced when it is additionally subjected to a…
We study momentum-based first-order optimization algorithms in which the iterations utilize information from the two previous steps and are subject to an additive white noise. This setup uses noise to account for uncertainty in either…
Understanding the role of active fluctuations in physics is a problem in statu nascendi appearing both as a hot topic and a major challenge. The reason for this is the fact that they are inherently non-equilibrium. This feature opens a…
A linear stochastic vector advection equation is considered; the equation may model a passive magnetic field in a random fluid. When the driving velocity field is rough but deterministic, in particular just H\"{o}lder continuous and…
A description in terms of phase and amplitude variables is given, for nonlinear oscillators subject to white Gaussian noise described by It\^o stochastic differential equations. The stochastic differential equations derived for the…
We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…
The spatially dependent wave speed of a stochastic wave equation driven by space-time white noise is estimated using the local observation scheme. Given a fixed time horizon, we prove asymptotic normality for an augmented maximum likelihood…
We consider the stochastic fractional heat equation $\partial_{t}u=\triangle^{\alpha/2}u+\lambda\sigma(u)\dot{w}$ on $[0,L]$ with Dirichlet boundary conditions, where $\dot{w}$ denotes the space-time white noise. For any $\lambda>0$, we…
We establish a general criterion which ensures exponential mixing of parabolic Stochastic Partial Differential Equations (SPDE) driven by a non additive noise which is white in time and smooth in space. We apply this criterion on two…
We investigate the role of noise in the phenomenon of stochastic synchronization of switching events in a rocked, overdamped bistable potential driven by white Gaussian noise, the archetype description of Stochastic Resonance. We present a…