Related papers: Stochastic Effects in Physical Systems
Noisy fluctuations are ubiquitous in complex systems. They play a crucial or delicate role in the dynamical evolution of gene regulation, signal transduction, biochemical reactions, among other systems. Therefore, it is essential to…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…
This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…
External fluctuations have a wide variety of constructive effects on the dynamical behavior of spatially extended systems, as described by stochastic partial differential equations. A set of paradigmatic situations exhibiting such effects…
We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…
We have analyzed the effects of the addition of external noise to non-dynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a…
We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…
The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic…
We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…
Stochastic storage models based on essentially non-Gaussian noise are considered. The stochastic description of physical systems based on stochastic storage models is associated with generalized Poisson (or shot) noise, in which the jump…
This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many…
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…
We introduce from an experimental point of view the main concepts of fluctuation theorems for work, heat and entropy production in out of equilibrium systems. We will discuss the important difference between the applications of these…
A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…
Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…
Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…
In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
To appear in Physical Review E. Contains some analysis of experimental (mechanical) string data.