Related papers: Multiplicative Noise: Applications in Cosmology an…
This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…
We consider the Langevin lattice dynamics for a spontaneously broken lambda phi^4 scalar field theory where both additive and multiplicative noise terms are incorporated. The lattice renormalization for the corresponding stochastic…
A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a…
We derive exact Langevin-type equations governing quasispecies dynamics. The inherent multiplicative noise has both real and imaginary parts. The numerical simulation of the underlying complex stochastic partial differential equations is…
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…
Effective stochastic equations for the continuous transitions of relativistic quantum fields inevitably contain multiplicative noise. We examine the effect of such noise in a numerical simulation of a temperature quench in a 1+1 dimensional…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
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…
We have derived exact Langevin equations for a model of quasispecies dynamics. The inherent multiplicative reaction noise is complex and its statistical properties are specified completely. The numerical simulation of the complex Langevin…
We consider a cell-complex in an arbitrary Hausdorff space as a dynamical object that can be coupled to a field defined on the complex. The Langevin equation is then derived for this field. In other words, a noise-field is created resulting…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
While loss-gain-induced Langevin noises have been intensively studied in quantum optics, the effect of a complex-valued nonlinear coupling coefficient on the noises of two coupled phase-conjugated optical fields has never been questioned…
Random noise arises in many physical problems in which the observer is not tracking the full system. A case in point is inflationary cosmology, the current paradigm for describing the very early universe, where one is often interested only…
We present a comparison of three different types of Langevin equation exhibiting absorbing states: the Langevin equation defining the Reggeon field theory, one with multiplicative noise, and a third type in which the noise is complex. Each…
The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the…
The synchrony and variability have been discussed of the coupled Langevin model subjected to spatially correlated additive and multiplicative noise. We have employed numerical simulations and the analytical augmented-moment method which is…
The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
Multiplicative noise (also known as speckle noise) models are central to the study of coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. These models introduce two additional layers of…
We discuss a $\lambda\varphi^{4}+\rho\varphi^{6}$ scalar field model defined in the Euclidean section of the Schwarzschild solution of the Einstein equations in the presence of multiplicative noise. The multiplicative random noise is a…