Related papers: Recent results on multiplicative noise
We analyze the effect of pure additive noise on the long-time dynamics of the noisy Kuramoto-Sivashinsky (KS) equation in a regime close to the instability onset. We show that when the noise is highly degenerate, in the sense that it acts…
In this paper, we introduce a novel integration method of Kardar-Parisi-Zhang (KPZ) equation. It has always been known that if during the discrete integration of the KPZ equation the nearest-neighbor height-difference exceeds a critical…
The Kardar-Parisi-Zhang (KPZ) equation on the real line is well-known to admit Brownian motion with a linear drift as a stationary distribution (modulo additive constants). We show that these solutions are attractive, a result known as a…
A general framework for the field-theoretic thermodynamic uncertainty relation was recently proposed and illustrated with the $(1+1)$ dimensional Kardar-Parisi-Zhang equation. In the present paper, the analytical results obtained there in…
Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
We develop a thorough mathematical analysis of the effective Mori-Zwanzig (EMZ) equation governing the dynamics of noise-averaged observables in stochastic differential equations driven by multiplicative Gaussian white noise. Building upon…
Many complex statistical mechanical models have intricate energy landscapes. The ground state, or lowest energy state, lies at the base of the deepest valley. In examples such as spin glasses and Gaussian polymers, there are many valleys;…
The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works…
Control of linear dynamics with multiplicative noise naturally introduces robustness against dynamical uncertainty. Moreover, many physical systems are subject to multiplicative disturbances. In this work we show how these dynamics can be…
We consider the Langevin lattice dynamics for a spontaneously broken lambda phi^4 scalar field theory where both additive and multiplicative noise terms are incorporated. The lattice renormalization for the corresponding stochastic…
We review a recent asymptotic weak noise approach to the Kardar-Parisi-Zhang equation for the kinetic growth of an interface in higher dimensions. The weak noise approach provides a many body picture of a growing interface in terms of a…
We prove the existence of multiple noise-induced transitions in the Lasota-Mackey map, which is a class of one dimensional random dynamical system with additive noise. The result is achieved by the help of rigorous computer assisted…
We apply a numerical minimum action method derived from the Wentzell-Freidlin theory of large deviations to the Kardar-Parisi-Zhang equation for a growing interface. In one dimension we find that the switching scenario is determined by the…
We study the effect that the injection of a common source of noise has on the trajectories of chaotic systems, addressing some contradictory results present in the literature. We present particular examples of 1-d maps and the Lorenz…
We study a stochastic PDE model for an evolving set $\mathbb{M}(t)\subseteq\mathbb{R}^{\mathrm{d}+1}$ that resembles a continuum version of origin-excited or reinforced random walk. We show that long-time fluctuations of an associated…
A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…
We study in the present article the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda |\nabla h(t,x)|^2 +\sqrt{D}\, \eta(t,x), \qquad (t,x)\in\mathbb{R}_+\times\mathbb{R}^d $$ in $d\ge 3$ dimensions in the…
We study the effects of noise cross-correlations on the steady states of driven, nonequilibrium systems, which are described by two stochastically driven dynamical variables, in one dimension. We use a well-known stochastically driven…
We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…