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Related papers: Stochastic Resonance in Two-State Markov Chains

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We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…

Biological Physics · Physics 2018-09-10 Maurice Filo , Bassam Bamieh

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller

To probe the connection between the dynamic phase transition and stochastic resonance, we study the mean-field kinetic Ising model and the two-dimensional Josephson-junction array in the presence of appropriate oscillating magnetic fields.…

Statistical Mechanics · Physics 2007-05-23 Beom Jun Kim , Petter Minnhagen , Hyun Jin Kim , M. Y. Choi , Gun Sang Jeon

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

We address the problem of estimating unknown model parameters and state variables in stochastic reaction processes when only sparse and noisy measurements are available. Using an asymptotic system size expansion for the backward equation we…

Data Analysis, Statistics and Probability · Physics 2010-07-02 Andreas Ruttor , Manfred Opper

We study the dynamics of a dissipative two-level, system driven by a monochromatic ac field, starting from the usual spin-boson Hamiltonian. The quantum Langevin equations for the spin variables are obtained. The amplitude of the coherent…

Statistical Mechanics · Physics 2009-10-30 T. P. Pareek , Mangal C. Mahato , A. M. Jayannavar

We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…

Probability · Mathematics 2025-10-23 Piotr Dyszewski , Tamara Mika

It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…

General Physics · Physics 2022-10-10 Mikhail Batanov-Gaukhman

The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…

Numerical Analysis · Mathematics 2025-10-20 C. P. Dettmann , Gergely Palla , Niels Søndergaard , Gábor Vattay

We are interested in the increment stationarity property for $L^2$-indexed stochastic processes, which is a fairly general concern since many random fields can be interpreted as the restriction of a more generally defined $L^2$-indexed…

Probability · Mathematics 2015-11-20 Alexandre Richard

A power allocation to active and reactive power in stochastic resonance is discussed for energy harvesting from mechanical noise. It is confirmed that active power can be increased at stochastic resonance, in the same way of the…

Physics and Society · Physics 2016-01-20 Madoka Kubota , Ryo Takahashi , Takashi Hikihara

We experimentally study stochastic resonance in a nonlinear bistable nanomechanical resonator. The device consists of a PdAu doubly clamped beam serving as a nanomechanical resonator excited capacitively by an adjacent gate electrode and…

Other Condensed Matter · Physics 2015-06-25 Ronen Almog , Stav Zaitsev , Oleg Shtempluck , Eyal Buks

We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results…

Probability · Mathematics 2010-06-15 D. Hay , R. Rastegar , A. Roitershtein

The phenomenon of stochastic resonance (SR) is known to occur mostly in bistable systems. However, the question of occurrence of SR in periodic potential systems is not conclusively resolved. Our present numerical work shows that the…

Statistical Mechanics · Physics 2015-05-20 S. Saikia , A. M. Jayannavar , Mangal C. Mahato

A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…

Plasma Physics · Physics 2023-05-10 J. M. Losada , A. Theodorsen , O. E. Garcia

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten , Ulrich Behn

We analyze the phenomenon of system size stochastic resonance in a simple spatially extended system by exploiting the knowledge of the nonequilibrium potential. We show that through the analysis of that potential, and particularly its…

Statistical Mechanics · Physics 2009-11-10 Horacio S. Wio

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

A stochastic model is proposed for the acceleration of non-relativistic particles yielding to energy spectra with a shape of a Weibull\textquoteright s function. Such particle distribution is found as the stationary solution of a…

Space Physics · Physics 2016-02-23 G. Pallocchia , M. Laurenza , G. Consolini

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez