Related papers: An exactly solvable nonlinear model: Constructive …
Transient properties of different physical systems with metastable states perturbed by external white noise have been investigated. Two noise-induced phenomena, namely the noise enhanced stability and the resonant activation, are…
We analyze the influence of classical Gaussian noise on Landau-Zener transitions during a two-level crossing in a time-dependent regular external field. Transition probabilities and coherence factors become random due to the noise. We…
An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…
The existence and uniqueness of a global positive solution is proven for the system of stochastic differential equations describing a nonautonomous stochastic density dependent predator-prey model with Holling-type II functional response…
Nonlinear interference is modeled by a time-varying conditionally Gaussian channel. It is shown that approximating this channel with a time-invariant channel imposes considerable loss in the performance of channel decoding. An adaptive…
We study the properties of nonlinear interference noise (NLIN) in fiber-optic communications systems with large accumulated dispersion. Our focus is on settling the discrepancy between the results of the Gaussian noise (GN) model (according…
We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and…
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…
We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian…
In this paper we address a fundamental question in communication, that is, in the presence of various noise scenarios such as white/colored Gaussian noise and impulsive -type noises, how to efficiently and accurately transmit a set of…
Stochastic and coherence resonances appear in nonlinear systems subjected to an external source of noise and are characterized by a maximum response at the optimal value of the noise intensity. This paper shows experimentally that it is…
We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
The dynamics of well-mixed biological populations is usually studied by mean-field methods and weak-noise expansions. Similar methods have been applied also in spatially extended problems, relying on the fact that these populations are…
We consider the linear stochastic wave equation driven by a Gaussian noise. We show that the solution satisfies a certain form of strong local nondeterminism and we use this property to derive the exact uniform modulus of continuity for the…
We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by…
The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a…
We show that the NLS systems with multiplicative noise, nonlinear damping and nonlocal dispersion exhibit a variety of interesting effects which may be useful for modelling the dynamical behavior of one- and two-dimensional molecular…
The paper considers the problem to estimate non-causal graphical models whose edges encode smoothing relations among the variables. We propose a new covariance extension problem and show that the solution minimizing the transportation…
The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,…