Related papers: Exactly solvable nonlinear model with two multipli…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…
Time-decaying perturbations of nonlinear oscillatory systems in the plane are considered. It is assumed that the unperturbed systems are non-isochronous and the perturbations oscillate with an asymptotically constant frequency. Resonance…
The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…
Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…
Power moments, modified moments, and optimized moments are powerful tools for solving microscopic models of macroscopic systems; however the expansion of the density of states as a continued fraction does not converge to the macroscopic…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve…
We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically…
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.…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
This study is motivated by the question of how singularity formation and other forms of extreme behavior in nonlinear dissipative partial differential equations are affected by stochastic excitations. To address this question we consider…
The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
Two coupled two-level systems placed under external time-dependent magnetic fields are modeled by a general Hamiltonian endowed with a symmetry that enables us to reduce the total dynamics into two independent two-dimensional sub-dynamics.…
The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…
We investigate the steady state properties of an active fluid modeled as an assembly of soft repulsive spheres subjected to Gaussian colored noise. Such a noise captures one of the salient aspects of active particles, namely the persistence…
The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…