Related papers: Is the Universe Noise-Sensitive?
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…
The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…
In [2] it has been proved that a linear Hamiltonian lattice field perturbed by a conservative stochastic noise belongs to the 3/2-L\'evy/Diffusive universality class in the nonlinear fluctuating theory terminology [15], i.e. energy…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
Stochastic storage models based on essentially non-Gaussian noise are considered. The stochastic description of physical systems based on stochastic storage models is associated with generalized Poisson (or shot) noise, in which the jump…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
Noise is source of ambiguity for fuzzy systems. Although being an important aspect, the effects of noise in fuzzy modeling have been little investigated. This paper presents a set of tests using three well-known fuzzy modeling algorithms.…
Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
We consider stochastic inviscid dyadic models with energy-preserving noise. It is shown that the models admit weak solutions which are unique in law. Under a certain scaling limit of the noise, the stochastic models converge weakly to a…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…
Collapse models postulate the existence of intrinsic noise which modifies quantum mechanics and is responsible for the emergence of macroscopic classicality. Assessing the validity of these models is extremely challenging because it is…
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…
Lattice gauge theories (LGTs) form an intriguing class of theories highly relevant to both high-energy particle physics and low-energy condensed matter physics with the rapid development of engineered quantum devices providing new tools to…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
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…
Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…
We consider a quantum mechanical system to model the effect of quantum fields on the evolution of the early universe. The system consists of an inverted oscillator bilinearly coupled to a set of harmonic oscillators. We point out that the…
Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…
Large-scale empirical data, the sample size and the dimension are high, often exhibit various characteristics. For example, the noise term follows unknown distributions or the model is very sparse that the number of critical variables is…