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The phenomenon of stochastic resonance, wherein the stimulus-response of a system can be maximized by an intermediate level of noise, has been extensively investigated through linear response theory. As yet a unified response-noise or…

Adaptation and Self-Organizing Systems · Physics 2025-03-03 Cong Liu , Xin-Ze Song , Zhi-Xi Wu , Guo-Yong Yuan

Inertial particles in 2D driven by a Gaussian white noise forcing are considered. For two examples of the forcing (compressible and incompressible) upper and lower bounds are found for the mean number of caustics as a function of Stokes…

Mathematical Physics · Physics 2019-07-05 Leonid Piterbarg

We investigate the stochastic dynamics of an active particle moving at a constant speed under the influence of a fluctuating torque. In our model the angular velocity is generated by a constant torque and random fluctuations described as a…

Statistical Mechanics · Physics 2017-01-04 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

An experimental study of amplitude modulation and phase modulation noise spectra in cascaded amplifiers was carried out as a function of the number of amplification stages and the input power. Flicker and white noise contributions were…

Instrumentation and Detectors · Physics 2025-01-31 Inari Badillo , Joaquín Portilla

We investigate conditional McKean-Vlasov equations driven by time-space white noise, motivated by the propagation of chaos in an N-particle system with space-time Ornstein-Uhlenbeck dynamics. The framework builds on the stochastic calculus…

Probability · Mathematics 2024-12-31 Nacira Agram , Bernt Øksendal , Frank Proske , Olena Tymoshenko

This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…

Statistical Mechanics · Physics 2023-09-26 Josselin Garnier , Laurent Mertz

We report relationships between the effects of noise and applied constant currents on the behavior of a system of excitable elements. The analytical approach based on the nonlinear Fokker-Planck equation of a mean-field model allows us to…

Disordered Systems and Neural Networks · Physics 2011-01-04 K. Okumura , M. Shiino

We continue the analysis of models of spontaneous wave function collapse with stochastic dynamics driven by non-white Gaussian noise. We specialize to a model in which a classical "noise" field, with specified autocorrelator, is coupled to…

Quantum Physics · Physics 2009-11-13 Stephen L. Adler , Angelo Bassi

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel--Riesz capacity,…

Probability · Mathematics 2010-11-30 Robert C. Dalang , Marta Sanz-Solé

We discuss a model of a system of interacting populations for the case when: (i) the growth rates and the coefficients of interaction among the populations depend on the populations densities: and (ii) the environment influences the growth…

Chaotic Dynamics · Physics 2013-11-15 Nikolay K. Vitanov , Kaloyan N. Vitanov

A two-dimensional model of an electron moving under the influence of an attractive zero-range potential as well as external magnetic and electric fields is analyzed. We prove by numerical investigations that there are formed such resonances…

Quantum Physics · Physics 2007-05-23 Katarzyna Krajewska , Jerzy Z. Kaminski

We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time.…

Statistical Mechanics · Physics 2009-11-07 K. Mallick , P. Marcq

A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…

Probability · Mathematics 2025-03-18 Mangala Prasad

The dynamics of a spatially extended system of two competing species in the presence of two noise sources is studied. A correlated dichotomous noise acts on the interaction parameter and a multiplicative white noise affects directly the…

Statistical Mechanics · Physics 2009-11-11 D. Valenti , L. Schimansky-Geier , X. Sailer , B. Spagnolo

Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and analyzes a class of stochastic reaction-diffusion partial differential equations. In contrast to the models in the literature, the new formulation…

Probability · Mathematics 2021-05-10 N. N. Nguyen , G. Yin

In this paper, we propose a quantized learning equation with a monotone increasing resolution of quantization and stochastic analysis for the proposed algorithm. According to the white noise hypothesis for the quantization error with dense…

Machine Learning · Computer Science 2021-12-28 Jinwuk Seok , Jeong-Si Kim

The traditional wave equation models wave propagation in an ideal conducting medium. For characterizing the wave propagation in inhomogeneous media with frequency dependent power-law attenuation, the space-time fractional wave equation…

Numerical Analysis · Mathematics 2017-12-22 Yajing Li , Yejuan Wang , Weihua Deng

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

Field amplification and particle production due to parametric resonance are highly nontrivial predictions of quantum fields that couple to an oscillating source during inflation and reheating. Understanding this two effects is crucial for…

High Energy Physics - Phenomenology · Physics 2019-08-28 Tao Zhu , Qiang Wu , Anzhong Wang

In this paper, we investigate the nonlocal reaction-diffusion equation driven by stationary noise, which is a regular approximation to white noise and satisfies certain properties. We show the existence of random attractor for the equation.…

Dynamical Systems · Mathematics 2025-11-04 Xiuling Gui , Jin Yang , Chunfeng Wang , Jing Hou , Ji Shu