Related papers: Evolution of the System with Singular Multiplicati…
We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…
Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…
Coupled phase-oscillators are important models related to synchronization. Recently, Ott-Antonsen(OA) ansatz is developed and used to get low-dimensional collective behaviors in coupled oscillator systems. In this paper, we develop a simple…
We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…
A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…
We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by…
We obtain exact results on autocorrelation of the order parameter in the nonequilibrium stationary state of a paradigmatic model of spontaneous collective synchronization, the Kuramoto model of coupled oscillators, evolving in presence of…
Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…
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…
Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…
We study the nonconserved phase ordering dynamics of the d = 2, 3 random field Ising model, quenched to below the critical temperature. Motivated by the puzzling results of previous work in two and three di- mensions, reporting a crossover…
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…
A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…
In spin systems such as the Ising model, the local order and disorder can be characterized by the order-parameter and energy density profiles $\langle \sigma ({\bf r}_1) \rangle$ and $\langle \epsilon ({\bf r}_2) \rangle$, respectively.…
The main objective of this work is to explore aspects of stochastic resonance (SR) in noisy bistable, symmetric systems driven by subthreshold periodic rectangular external signals possessing a large duty cycle of unity. Using a precise…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
Ordering dynamics of self-propelled particles in an inhomogeneous medium in two-dimensions is studied. We write coarse-grained hydrodynamic equations of motion for coarse-grained density and velocity fields in the presence of an external…
This paper is a continuation of the paper \cite{JL}, which focuses on exploring the global stability of nonlinear stochastic feedback systems on the nonnegative orthant driven by multiplicative white noise and presenting a couple of…
We consider a stochastic process with long-range dependence perturbed by multiplicative noise. The marginal distributions of both the original process and the noise have regularly-varying tails, with tail indices $\alpha,\alpha'>0$,…
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…