Related papers: Evolution of the System with Singular Multiplicati…
We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…
Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. It is known that, for discrete-time systems, the power-law exponent decreases as the…
Statistic dynamics of financial systems is investigated, basing on a model of randomly coupled equation system driven by stochastic Langevin force. It is found that in stable regime the noise power spectrum of the system is of 1/f^alpha…
The influence of the noise on the long-time ageing dynamics of a quenched ferromagnetic spin system with a non-conserved order parameter and described through a Langevin equation with a thermal noise term and a disordered initial state is…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
Systems undergoing phase-ordering kinetics after a quench into the ordered phase with $0<T<T_c$ from a fully disordered initial state and with a non-conserved order-parameter have the dynamical exponent ${z}=2$. The long-time behaviour of…
Self-propelled particles display unique collective phenomena, due to the intrinsic coupling of density and polarity. For instance, the giant number fluctuation appears in the orientationally ordered state, and the motility-induced phase…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
We consider classical nonlinear oscillators on hexagonal lattices. When the coupling between the elements is repulsive, we observe coexisting states, each one with its own basin of attraction. These states differ by their degree of…
We study the noise effects in a driven system of globally coupled oscillators, with particular attention to the interplay between driving and noise. The self-consistency equation for the order parameter, which measures the collective…
We present a study of disorder origination and growth inside an ordered phase processes induced by the presence of multiplicative noise within mean-field approximation. Our research is based on the study of solutions of the nonlinear…
We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to…
Non-equilibrium diffusive systems are known to exhibit long-range correlations, which decay like the inverse 1/L of the system size L in one dimension. Here, taking the example of the ABC model, we show that this size dependence becomes…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signal with information, termed stochastic resonance (SR). This paper analyzes…
A recently introduced lattice model, describing an extended system which exhibits a reentrant (symmetry-breaking, second-order) noise-induced nonequilibrium phase transition, is studied under the assumption that the multiplicative noise…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…