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In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into…

Statistical Mechanics · Physics 2011-01-25 Yoshihiko Hasegawa , Masanori Arita

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…

Statistical Mechanics · Physics 2016-08-16 I. Santamaría-Holek , D. Reguera , J. M. Rubí

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…

Statistical Mechanics · Physics 2022-08-31 Ohad Vilk , Michael Assaf , Baruch Meerson

We investigate the fluctuation dynamics of a probe around a deterministic motion induced by interactions with driven particles. The latter constitute the nonequilibrium medium in which the probe is immersed and is modelled as overdamped…

Statistical Mechanics · Physics 2017-01-03 Christian Maes , Stefano Steffenoni

We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…

Statistical Mechanics · Physics 2020-04-22 Mário J. de Oliveira

Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…

Mesoscale and Nanoscale Physics · Physics 2015-06-22 Ralph V. Chamberlin , Derek M. Nasir

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…

Statistical Mechanics · Physics 2009-10-31 Jose M. Sancho , Angel Sanchez

We investigate the effects of exponentially correlated noise on birhythmic van der Pol type oscillators. The analytical results are obtained applying the quasi-harmonic assumption to the Langevin equation to derive an approximated…

Data Analysis, Statistics and Probability · Physics 2015-09-25 R. Mbakob Yonkeu , R. Yamapi , G. Filatrella , C. Tchawoua

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

The effect of multiplicative noise to the Turing instability of the Brusselator system is investigated. We show that when the noise acts on both of the concentrations with the same intensities, then the Turing instability is suppressed…

Analysis of PDEs · Mathematics 2025-03-24 Qasim Khan , Anthony Suen , Bao Quoc Tang

Activated escape of a Brownian particle from the domain of attraction of a stable focus over a limit cycle exhibits non-Kramers behavior: it is non-Poissonian. When the attractor is moved closer to the boundary oscillations can be discerned…

Mathematical Physics · Physics 2013-12-30 K. Dao Duc , Z. Schuss , D. Holcman

We study noise-enhanced frequency mixing in an underdamped micromechanical torsional oscillator. The oscillator is electrostatically driven into bistability by a strong, periodic voltage at frequency $\omega_d$. A second, weak ac voltage is…

Other Condensed Matter · Physics 2007-05-23 H. B. Chan , C. Stambaugh

Random perturbations and noise can excite instabilities in population systems that result in large fluctuations. An interesting example involves class B lasers, where the dynamics is determined by the number of carriers and photons in a…

Optics · Physics 2024-12-23 Jason Hindes , Ira B. Schwartz

Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic,…

Computation · Statistics 2013-12-06 Nick Whiteley

The dynamics and the steady states of a point-like tracer particle immersed in a confined critical fluid are studied. The fluid is modeled field-theoretically in terms of an order parameter (concentration or density field) obeying…

Statistical Mechanics · Physics 2023-01-03 Markus Gross

The apparent stability of population oscillations in ecological systems is a long-standing puzzle. A generic solution for this problem is suggested here. The stabilizing mechanism involves the combined effect of spatial migration,…

Populations and Evolution · Quantitative Biology 2007-05-23 Refael Abta , Marcelo Schiffer , Avishag Ben-Ishay , Nadav M. Shnerb

We consider the time evolution of simple quantum systems under the influence of random fluctuations of the control parameters. We show that when the parameters fluctuate sufficiently fast, there is a cancellation effect of the noise. We…

Quantum Physics · Physics 2007-05-23 Paolo Solinas , Nino Zanghi

The stability of a flexible fluid membrane containing a distribution of mobile, active proteins (e.g. proton pumps) is shown to depend on the structure and functional asymmetry of the proteins. A stable active membrane is in a…

Soft Condensed Matter · Physics 2009-10-31 Sriram Ramaswamy , John Toner , Jacques Prost

We determine the asymptotic relaxation rate of a Brownian particle in a harmonic potential perturbed by quenched Gaussian disorder, a simplified model for rugged energy landscapes in complex systems. Depending on the properties of the…

Statistical Mechanics · Physics 2025-02-28 Jan Meibohm , Sabine H. L. Klapp
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