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We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
We introduce a new characteristics of chaoticity of classical and quantum dynamical systems by defining the notion of the dissipation time which enables us to test how the system responds to the noise and in particular to measure the speed…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
The governed equations for the order parameter, one-time and two-time correlators are obtained on the basis of the Langevin equation with the white multiplicative noise which amplitude $x^{a}$ is determined by an exponent $0<a<1$ ($x$ being…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
We study the entanglement evolution of two coupled qubits in interaction with an external environment and in the presence of an external magnetic field with a stochastic component. The results show the expected degradation of entanglement…
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…
Unidirectionally coupled dynamical system is studied by focusing on the input (or boundary) dependence. Due to convective instability, noise at an up-flow is spatially amplified to form an oscillation. The response, given by the down-flow…
We study the effects of time-varying environmental noise on nonequilibrium phase transitions in spreading and growth processes. Using the examples of the logistic evolution equation as well as the contact process, we show that such temporal…
Noise-induced phenomena in high-dimensional dynamical systems were investigated from a random dynamical systems point of view. In a class of generalized H\'enon maps, which are randomly perturbed delayed logistic maps, with monotonically…
The ability to characterize the state of dynamic systems has been a pertinent task in the time series analysis community. Traditional measures such as Lyapunov exponents are often times difficult to recover from noisy data, especially if…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
Stochastic dynamics of several systems can be modeled via piecewise deterministic time evolution of the state, interspersed by random discrete events. Within this general class of systems, we consider time-triggered stochastic hybrid…
We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…
The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…
The effect of small-amplitude noise on excitable systems with large time-scale separation is analyzed. It is found that small random perturbations of the fast excitatory variable result in the onset of a quasi-deterministic limit cycle…
This paper presents a new paradigm to stabilize uncertain stochastic linear systems. Herein, second moment polytopic (SMP) systems are proposed that generalize systems with both uncertainty and randomness. The SMP systems are characterized…
Many neuronal systems and models display a certain class of mixed mode oscillations (MMOs) consisting of periods of small amplitude oscillations interspersed with spikes. Various models with different underlying mechanisms have been…
The influence of multiplicative white noise on the resonance capture of strongly nonlinear oscillatory systems under chirped-frequency excitations is investigated. It is assumed that the intensity of the perturbation decays polynomially…
We consider the influence of correlated noise on the stability of synchronisation of oscillators on a general network using the Kuramoto model for coupled phases $\theta_i$. Near the fixed point $\theta_i \approx \theta_j \ \forall i,j$ the…