Related papers: Noise Transformation in Nonlinear System with Inte…
We propose a Koopman operator-based surrogate model for propagating parameter uncertainties in power system nonlinear dynamic simulations. First, we augment the a priori known state-space model by reformulating parameters deemed uncertain…
The non-Markovian features of three typical anomalous diffusing systems are studied by analytically solving the generalized Langevin equation directly driven by three kind of internal structured-noises: harmonic noise, harmonic velocity…
We study the asymptotic behaviour of different statistics for time series exhibiting long memory and nonstationarity. For processes with memory parameter $d\in(-1/2,3/2)$, we derive the joint limiting distribution of discrete Fourier…
We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…
Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…
The interaction between carrier phase recovery and probabilistic amplitude shaping (PAS) in the nonlinear regime is investigated. We show that, for sufficiently high signal-to-noise ratio, the first provides the same inter-channel…
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
Bistability generated via a pure noise-induced phase transition is reexamined from the view of bifurcations in macroscopic cumulant dynamics. It allows an analytical study of the phase diagram in more general cases than previous methods. In…
This study investigates the interplay between a high-frequency external forcing and the intrinsic dynamics of a quantum nonlinear parametric oscillator. To analyze this system, classical equations of motion of the averages of quantum…
We investigate the dissipative dynamics of linear and nonlinear waves in harmonic traps by means of engineered complex non-Hermitian potentials. By combining an analytical mapping between real and complex Schr\"odinger equations with direct…
Local periodic perturbations induce frequency-dependent propagation waves in an excitable spatio-temporally chaotic system. We show how segments of noise-contaminated and chaotic perturbations induce characteristic sequences of excitations…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…
A randomly interacting N-species Lotka-Volterra system in the presence of a Gaussian multiplicative noise is analyzed. The investigation is focused on the role of this external noise into the statistical properties of the extinction times…
We develop an effective description of noise-induced oscillations based on deterministic phase dynamics. The phase equation is constructed to exhibit correct frequency and distribution density of noise-induced oscillations. In the simplest…
We study the evolution of a qubit evolving according to the Schr\"odinger equation with a Hamiltonian containing noise terms, modeled by random diagonal and off-diagonal matrix elements. We show that the noise-averaged qubit density matrix…
The invariance principle, through which the steady-state behavior of nonlinear systems was introduced by Isidori and Byrnes, is leveraged in this article to bring forth a unifying characterization of the frequency response of nonlinear…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
The nonlinear two-time-scale stochastic approximation is widely studied under conditions of bounded variances in noise. Motivated by recent advances that allow for variability linked to the current state or time, we consider state- and…