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Physical situations involving multiplicative noise arise generically in cosmology and field theory. In this paper, the focus is first on exact nonlinear Langevin equations, appropriate in a cosmologica setting, for a system with one degree…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Salman Habib

Noise can induce coherent oscillations in excitable systems without periodic orbits. Here, we establish a method to derive a hybrid system approximating the noise-induced coherent oscillations in excitable systems and further perform phase…

Adaptation and Self-Organizing Systems · Physics 2022-05-26 Jinjie Zhu , Yuzuru Kato , Hiroya Nakao

We report a surprising hysteretic behavior in the dynamics of a simple one-dimensional nonlinear model inspired by the tribological problem of two sliding surfaces with a thin solid lubricant layer in between. In particular, we consider the…

Materials Science · Physics 2012-10-29 Andrea Vanossi , Giuseppe E. Santoro , Nicola Manini , Marco Cesaratto , Erio Tosatti

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

Soft Condensed Matter · Physics 2021-05-12 Davide Breoni , Hartmut Löwen , Ralf Blossey

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

Probability · Mathematics 2022-10-07 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…

adap-org · Physics 2016-08-16 G. Grinstein , M. A. Muñoz , Yuhai Tu

We investigate the motion of a hard cylinder rolling down a soft inclined plane. The cylinder is subjected to a viscous drag force and stochastic fluctuations due to the surrounding medium. In a wide range of parameters we observe…

Materials Science · Physics 2009-11-10 Thorsten Poeschel , Nikolai V. Brilliantov , Alexei Zaikin

We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…

Mathematical Physics · Physics 2015-06-19 R. Joubaud , G. Pavliotis , G. Stoltz

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…

Statistical Mechanics · Physics 2015-07-22 T. Srokowski

The decay of the hysteresis loop area of the system, which is obeying a site diluted kinetic Ising model, is considered by the disorder parameter using the effective field theory analysis. The exhibition focuses on the understanding of…

Statistical Mechanics · Physics 2013-10-29 Bahadır Ozan Aktaş , Ümit Akıncı , Hamza Polat

We predict two new physical effects in arrays of single-domain nanomagnets by performing simulations using a realistic model Hamiltonian and physical parameters. First, we find hysteretic multicycles for such nanomagnets. The simulation…

Materials Science · Physics 2009-11-10 J. M. Deutsch , Trieu Mai , Onuttom Narayan

We provide a complete and rigorous description of phase transitions for kinetic models of self-propelled particles interacting through alignment. These models exhibit a competition between alignment and noise. Both the alignment frequency…

Analysis of PDEs · Mathematics 2014-09-26 Pierre Degond , Amic Frouvelle , Jian-Guo Liu

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…

Statistical Mechanics · Physics 2015-06-11 Moshe Gitterman , David A. Kessler

We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to…

chao-dyn · Physics 2015-06-24 Niels Sondergaard , Gabor Vattay , Gergely Palla , Andre Voros

We study synchronization of locally coupled noisy phase oscillators which move diffusively in a one-dimensional ring. Together with the disordered and the globally synchronized states, the system also exhibits several wave-like states which…

Biological Physics · Physics 2010-09-22 Fernando Peruani , Ernesto M. Nicola , Luis G. Morelli

We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…

Numerical Analysis · Mathematics 2026-05-01 Henry Schoeller , Robin Chemnitz , Péter Koltai , Maximilian Engel , Stephan Pfahl

This article deals with dynamical systems depending on a slowly varying parameter. We present several physical examples illustrating memory effects, such as metastability and hysteresis, which frequently appear in these systems. A…

chao-dyn · Physics 2007-05-23 N. Berglund , H. Kunz

We simulate the dynamics of a single circle microswimmer exploring a disordered array of fixed obstacles. The interplay of two different types of randomness, quenched disorder and stochastic noise, is investigated to unravel their impact on…

Biological Physics · Physics 2020-07-17 Oleksandr Chepizhko , Thomas Franosch

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane