Related papers: Optimum Paths for Systems Subject to Internal Nois…
This paper summarises an investigation of the effects of low amplitude noise and periodic driving on phase space transport in 3-D Hamiltonian systems, a problem directly applicable to systems like galaxies, where such perturbations reflect…
An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator subjected to weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
We analyze the motion of an overdamped classical particle in a multidimensional periodic potential, driven by a weak external noise. We demonstrate that in steady-state, the presence of temporal correlations in the noise and spatial…
We study the noise-induced escape from a stable limit cycle of a non-gradient dynamical system driven by a small additive noise. The fact that the optimal transition path in this case is infinitely long imposes a severe numerical challenge…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…
The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…
It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
Exceptional points, a remarkable phenomenon in physical systems, have been exploited for sensing applications. It has been demonstrated recently that it can also utilize as sensory threshold in which the interplay between exceptional-point…
Linear and nonlinear resonant states can be restrictive: they exist at particular discrete states in frequency and/or elasticity, under particular (e.g., simple-harmonic) waveforms. In forced oscillators, this restrictiveness is an obstacle…
A recent paper by Lien et al. (2025) introduces the "colored linear inverse model" (colored LIM), in which stochastic forcing is modeled using Ornstein-Uhlenbeck colored noise rather than idealized white noise. In that work, it is shown…
In the framework of quantum open systems, that is, simple quantum systems coupled to quantum baths, our aim is to characterize those actions of the quantum environment which give rise to dynamics dictated by classical noises. First, we…
For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…
A stochastic averaging technique based on energy-dependent frequency is extended to dynamical systems with triple-well potential driven by colored noise. The key procedure is the derivation of energy-dependent frequency according to the…
Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…