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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…

Statistical Mechanics · Physics 2014-04-28 Katy J. Rubin , Gunnar Pruessner , Grigorios A. Pavliotis

Numerous biological and microscale systems exhibit synchronization in noisy environments. The theory of such noisy oscillators and their synchronization has been developed and experimentally demonstrated, but inferring the noise intensity…

Adaptation and Self-Organizing Systems · Physics 2025-01-09 Hisa-Aki Tanaka , Somei Suga , Akira Keida , Hiroya Nakao , Yutaka Jitsumatsu , István Z. Kiss

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…

Disordered Systems and Neural Networks · Physics 2009-11-13 Hideo Hasegawa

Chemical reactions in cell are subject to intense stochastic fluctuations. An important question is how the fundamental physiological behavior of cell is kept stable against those noisy perturbations. In this paper a stochastic model of…

Molecular Networks · Quantitative Biology 2009-11-13 Yurie Okabe , Masaki Sasai

The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…

Condensed Matter · Physics 2009-10-28 J. Garcia-Ojalvo , J. M. Sancho

The study of the noise induced effects on the dynamics of a chain molecule crossing a potential barrier, in the presence of a metastable state, is presented. A two-dimensional stochastic version of the Rouse model for a flexible polymer has…

Statistical Mechanics · Physics 2015-05-13 N. Pizzolato , A. Fiasconaro , B. Spagnolo

We analyze the effects of noise on the traveling wave dynamics in neural fields. The noise influences the dynamics on two scales: first, it causes fluctuations in the wave profile, and second, it causes a random shift in the phase of the…

Probability · Mathematics 2015-08-06 Eva Lang

Dynamical sampling deals with signals that evolve in time under the action of a linear operator. The purpose of the present paper is to analyze the performance of the basic dynamical sampling algorithms in the finite dimensional case and…

Numerical Analysis · Mathematics 2018-10-16 Akram Aldroubi , Longxiu Huang , Ilya Krishtal , Akos Ledeczi , Roy R. Lederman , Peter Volgyesi

Attractors of dynamical systems may be networks in phase space that can be heteroclinic (where there are dynamical connections between simple invariant sets) or excitable (where a perturbation threshold needs to be crossed to a dynamical…

Adaptation and Self-Organizing Systems · Physics 2018-04-24 Peter Ashwin , Claire Postlethwaite

We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…

Statistical Mechanics · Physics 2014-10-06 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

In this work we analyze the stochastic dynamics of the Kauffman model evolving under the influence of noise. By considering the average crossing time between two distinct trajectories, we show that different Kauffman models exhibit a…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 X. Qu , M. Aldana , Leo P. Kadanoff

We use direct and stochastic numerical simulations of the magnetohydrodynamic equations to explore the influence of turbulence on the dynamo threshold. In the spirit of the Kraichnan-Kazantsev model, we model the turbulence by a noise, with…

A harmonic oscillator under influence of the noise is a basic model of various physical phenomena. Under Gaussian white noise the position and velocity of the oscillator are independent random variables which are distributed according to…

Statistical Mechanics · Physics 2011-07-01 Igor M. Sokolov , Bartlomiej Dybiec , Werner Ebelling

The large increase in voltage noise, commonly observed in the vicinity of the peak-effect in superconductors, is ascribed to a novel noise mechanism. A strongly pinned metastable disordered vortex phase, which is randomly generated at the…

Superconductivity · Physics 2009-11-07 Y. Paltiel , G. Jung , Y. Myasoedov , M. L. Rappaport , E. Zeldov , M. J. Higgins , S. Bhattacharya

The dynamical properties of a quantum system can be profoundly influenced by its environment. Usually, the environment provokes decoherence and its action on the system can often be schematized by adding a noise term in the Hamiltonian.…

Quantum Physics · Physics 2015-06-26 S. Pascazio

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…

Statistical Mechanics · Physics 2015-06-16 Tomasz Srokowski

We present a microscopic theory of cross-correlated noise processes, starting from a Hamiltonian system-reservoir description. In the proposed model, the system is nonlinearly coupled to a reservoir composed of harmonic oscillators, which…

Statistical Mechanics · Physics 2010-06-25 Anindita Shit , Sudip Chattopadhyay , Suman Kumar Banik , Jyotipratim Ray Chaudhuri

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…

chao-dyn · Physics 2015-06-24 Manojit Roy , R. E. Amritkar

Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…

Probability · Mathematics 2014-01-20 Nils Berglund , Barbara Gentz

In type I intermittency, simple models known for at least twenty years show that a characteristic u-shaped probability distribution is obtained for the laminar phase length. We have shown elsewhere that, for some cases of pathology, the…

Chaotic Dynamics · Physics 2007-05-23 J. J. Zebrowski , R. Baranowski