Related papers: Noise induced stability in fluctuating, bistable p…
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
We investigate the resonance type behaviour of an overdamped Brownian particle in a bistable potential driven by external periodic signal. It has been shown previously that the input energy pumped into the system by the external drive shows…
We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…
Transient properties of different physical systems with metastable states perturbed by external white noise have been investigated. Two noise-induced phenomena, namely the noise enhanced stability and the resonant activation, are…
We consider the motion of a particle in a force field subjected to adiabatic, fluctuations of external origin. We do not put the restriction on the type of stochastic process that the noise is Gaussian. Based on a method developed earlier…
Environmental fluctuations degrade the performance of solid-state qubits but can in principle be mitigated by real-time Hamiltonian estimation down to time scales set by the estimation efficiency. We implement a physics-informed and an…
Optically trapped particles are often subject to a non-conservative scattering force arising from radiation pressure. In this paper we present an exact solution for the steady state statistics of an overdamped Brownian particle subjected to…
The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete…
We study nano-pattern formation in a stochastic model for adsorption-desorption processes with interacting adsorbate and hyperbolic transport caused by memory effects. It is shown that at early stages the system manifests pattern selection…
We investigate a model where strong noise in a sub-population creates a metastable state in an otherwise unstable two-population system. The induced metastable state is vortex-like, and its persistence time grows exponentially with the…
This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…
The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-field limit of second-order Newtonian particle systems,…
The fluctuating dynamics of a network about its stable, noise-free steady state are theoretically investigated. Various causes of non-equilibrium dynamics are identified in terms of the properties and symmetry of the network connections and…
With the growing efforts in isolating solid-state qubits from external decoherence sources, the origins of noise inherent to the material start to play a relevant role. One representative example are charged impurities in the device…
We investigate the dynamics of single microparticles immersed in water that are driven out of equilibrium in the presence of an additional external colored noise. As a case study, we trap a single polystyrene particle in water with optical…