Related papers: Discriminating dynamical from additive noise in th…
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…
We investigate the effects of exponentially correlated noise on birhythmic van der Pol type oscillators. The analytical results are obtained applying the quasi-harmonic assumption to the Langevin equation to derive an approximated…
Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the…
We consider application of the multiple time delayed feedback for control of anharmonic (nonlinear) oscillators subject to noise. In contrast to the case of a single delay feedback, the multiple one exhibits resonances between feedback and…
Observability can determine which recorded variables of a given system are optimal for discriminating its different states. Quantifying observability requires knowledge of the equations governing the dynamics. These equations are often…
Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
In a Networked Dynamical System (NDS), each node is a system whose dynamics are coupled with the dynamics of neighboring nodes. The global dynamics naturally builds on this network of couplings and it is often excited by a noise input with…
An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…
In this work we propose an objective function to guide the search for a state space reconstruction of a dynamical system from a time series of measurements. This statistics can be evaluated on any reconstructed attractor, thereby allowing a…
We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…
Recent advancements in sensing and communication facilitate obtaining high-frequency real-time data from various physical systems like power networks, climate systems, biological networks, etc. However, since the data are recorded by…
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…
Noise has significant impact on nonlinear phenomena. Here we demonstrate that, in opposition to previous assumptions, additive noise interfere with the linear stability of scalar nonlinear systems when these are subject to time delay. We…
We estimate the time a point or set, respectively, requires to approach the attractor of a radially symmetric gradient type stochastic differential equation driven by small noise. Here, both of these times tend to infinity as the noise gets…
We present a collection of different types of observation systems that work as differentiators. These observer-based differentiators can produce estimates for derivatives of a given signal, even though the given signal is prone to noise.
This paper deals with the phase noise affecting communication systems, where local oscillators are employed to obtain reference signals for carrier and timing synchronizations. The most common discrete-time phase noise channel model is…