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We study the stochastic dynamics of a two-dimensional particle assuming that the components of its position are two coupled random-acceleration processes evolving in a confining parabolic potential and are the subjects of independent…

Statistical Mechanics · Physics 2026-01-13 Victor Dotsenko , Gleb Oshanin , Leonid Pastur , Pascal Viot

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

It is shown, under weak conditions, that the dynamical evolution of an important class of large systems of globally coupled, heterogeneous frequency, phase oscillators is, in an appropriate physical sense, time-asymptotically attracted…

Chaotic Dynamics · Physics 2015-05-13 Edward Ott , Thomas M. Antonsen

A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the…

Statistical Mechanics · Physics 2015-06-25 P. F. Gora

We consider the stochastic wave equation with multiplicative noise, which is fractional in time with index $H>1/2$, and has a homogeneous spatial covariance structure given by the Riesz kernel of order $\alpha$. The solution is interpreted…

Probability · Mathematics 2010-05-31 Raluca M. Balan

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

We performed molecular dynamics simulations to study relaxation phenomena during vapor-liquid transitions in a single component Lennard-Jones system. Results from two different overall densities are presented; one in the neighborhood of the…

Statistical Mechanics · Physics 2019-06-04 Sutapa Roy , Arabinda Bera , Suman Majumder , Subir K. Das

We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…

Chaotic Dynamics · Physics 2009-11-13 Sebastien Aumaitre , Francois Petrelis , Kirone Mallick

We obtain bounds on the decay exponent lambda of the autocorrelation function in phase ordering dynamics. For non-conserved order parameter, we recover the Fisher and Huse inequality, lambda > = d/2. If the order parameter is conserved we…

Condensed Matter · Physics 2007-05-23 Chuck Yeung , Madan Rao , Rashmi Desai

We rigorously prove a form of disorder-resistance for a class of one-dimensional cellular automaton rules, including some that arise as boundary dynamics of two-dimensional solidification rules. Specifically, when started from a random…

Probability · Mathematics 2015-09-30 Janko Gravner , Alexander E. Holroyd

We consider the stabilization of an unstable discrete-time linear system that is observed over a channel corrupted by continuous multiplicative noise. Our main result shows that if the system growth is large enough, then the system cannot…

Systems and Control · Computer Science 2016-12-22 Jian Ding , Yuval Peres , Gireeja Ranade , Alex Zhai

We study theoretically entanglement and operator growth in a spin system coupled to an environment, which is modeled with classical dephasing noise. Using exact numerical simulations we show that the entanglement growth and its fluctuations…

Statistical Mechanics · Physics 2018-11-16 Michael Knap

We study the spatial distributions of two randomly interacting species, in the presence of an external multiplicative colored noise. The dynamics of the ecosystem is described by a coupled map lattice model. We find a nonmonotonic behavior…

Statistical Mechanics · Physics 2007-05-23 D. Valenti , A. Fiasconaro , B. Spagnolo

We use state-of-the-art molecular dynamics simulations to study the effects of annealed disorder on the phase separating kinetics and aging phenomena of a segregating binary fluid mixture. In the presence of disorder, we observe a dramatic…

Soft Condensed Matter · Physics 2021-12-01 Rounak Bhattacharyya , Bhaskar Sen Gupta

We show that the well-known Langevin equation, modeling the Brownian motion and leading to a Gaussian stationary distribution of the corresponding Fokker-Planck equation, is changed by the smallest multiplicative noise. This leads to a…

High Energy Physics - Phenomenology · Physics 2009-11-10 Tamas S. Biro , Antal Jakovac

We consider a one-dimensional directional array of diffusively coupled oscillators. They are perturbed by the injection of a small additive noise, typically orders of magnitude smaller than the oscillation amplitude, and the system is…

Disordered Systems and Neural Networks · Physics 2019-01-09 Clement Zankoc , Duccio Fanelli , Francesco Ginelli , Roberto Livi

We study a conservative system of two nonlinear coupled oscillators. The eigenmodes of the system are thus nonlinearly coupled, and one of them may induce a parametric amplification of the other, called an autoparametric resonance of the…

Statistical Mechanics · Physics 2022-06-01 Johann Maddi , Christophe Coste , Michel Saint Jean

We consider the large time behavior of solutions to defocusing nonlinear Schrodinger equation in the presence of a time dependent external potential. The main assumption on the potential is that it grows at most quadratically in space,…

Analysis of PDEs · Mathematics 2013-05-20 Rémi Carles , Jorge Drumond Silva

In this article, we study a $d$-dimensional stochastic quadratic nonlinear Schr\"{o}dinger equation (SNLS), driven by a fractional derivative (of order $-\alpha<0$) of a space-time white noise: $$\left\{ \begin{array}{l}i\partial_t u-\Delta…

Analysis of PDEs · Mathematics 2022-04-07 Nicolas Schaeffer

A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…

Statistical Mechanics · Physics 2009-11-10 A. I. Olemskoi , D. O. Kharchenko , I. A. Knyaz'