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In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

Networks of nonlinear parametric resonators are promising candidates as Ising machines for annealing and optimization. These many-body out-of-equilibrium systems host complex phase diagrams of coexisting stationary states. The plethora of…

Classical Physics · Physics 2024-06-21 Toni L. Heugel , R. Chitra , Alexander Eichler , Oded Zilberberg

An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…

Statistical Mechanics · Physics 2007-05-23 A. N. Vitrenko

Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…

Statistical Mechanics · Physics 2016-05-25 J. Ruseckas , R Kazakevičius , B Kaulakys

In this paper, linear and nonlinear event-triggered extended state observers are designed for a class of uncertain stochastic systems driven by bounded and colored noises. Two event-generators with an ensured positive minimum inter-event…

Optimization and Control · Mathematics 2024-04-23 Ze-Hao Wu , Feiqi Deng , Hua-Cheng Zhou , Zhi-Liang Zhao

In pattern forming systems such as Rayleigh-Benard convection or directional solidification, a large number of linearly stable, patterned steady states exist when the basic, simple steady state is unstable. Which of these steady states will…

patt-sol · Physics 2009-10-28 Douglas A. Kurtze

The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…

Dynamical Systems · Mathematics 2025-05-01 Oskar A. Sultanov

Cooperative effects of periodic force and noise in globally Cooperative effects of periodic force and noise in globally coupled systems are studied using a nonlinear diffusion equation for the number density. The amplitude of the order…

Chaotic Dynamics · Physics 2009-11-07 Hidetsugu Sakaguchi

We study the effects of the confining conditions on the occurrence of stochastic resonance (SR) in continuous bistable systems. We model such systems by means of double-well potentials that diverge like the q-th power of |x| when |x| goes…

Statistical Mechanics · Physics 2015-05-13 Els Heinsalu , Marco Patriarca , Fabio Marchesoni

We undertake a detailed numerical study of the twin phenomena of stochastic and vibrational resonance in a discrete model system in the presence of bichromatic input signal. A two parameter cubic map is used as the model that combines the…

Chaotic Dynamics · Physics 2009-11-13 K. P. Harikrishnan , G. Ambika

This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Oliver Kost , Jindrich Dunik , Ivo Puncochar , Ondrej Straka

In this paper we suggest a new algorithm for determination of signal-to-noise ratio (SNR). SNR is a quantitative measure widely used in science and engineering. Generally, methods for determination of SNR are based on using of…

Data Analysis, Statistics and Probability · Physics 2016-09-30 Z. Zh. Zhanabaev , S. N. Akhtanov , E. T. Kozhagulov , B. A Karibayev

We study metastability and nucleation in a kinetic two-dimensional Ising model which is driven out of equilibrium by a small random perturbation of the usual dynamics at temperature T. We show that, at a mesoscopic/cluster level, a…

Statistical Mechanics · Physics 2009-11-11 Pablo I. Hurtado , J. Marro , P. L. Garrido

We discuss how to exploit stochastic resonance with the methods of statistical theory of decisions. To do so, we evaluate two detection strategies: escape time analysis and strobing. For a standard quartic bistable system with a periodic…

Data Analysis, Statistics and Probability · Physics 2016-01-12 Paolo Addesso , Vincenzo Pierro , Giovanni Filatrella

Varied sensory systems use noise in order to enhance detection of weak signals. It has been conjectured in the literature that this effect, known as stochastic resonance, may take place in central cognitive processes such as the memory…

Neurons and Cognition · Quantitative Biology 2007-05-23 Julien Mayor , Wulfram Gerstner

We study the stochastic resonance phenomenon in the overdamped two coupled anharmonic oscillators with Gaussian noise and driven by different external periodic forces. We consider (i) sine, (ii) square, (iii) symmetric saw-tooth, (iv)…

Chaotic Dynamics · Physics 2015-06-26 V. M. Gandhimathi , K. Murali , S. Rajasekar

At an optimal value of the noise intensity, the maximum variability in rebound burst durations is observed and referred to as a response stochastic incoherence. A general mechanism underlying this phenomenon is given, being different from…

Biological Physics · Physics 2010-03-23 Marzena Ciszak

Based on the physics of stochastic processes we present a new approach for structural health monitoring. We show that the new method allows for an in-situ analysis of the elastic features of a mechanical structure even for realistic…

Data Analysis, Statistics and Probability · Physics 2013-01-08 Philip Rinn , Hendrik Heißelmann , Matthias Wächter , Joachim Peinke

We investigate the dynamics of a soliton that behaves as an extended particle. The soliton motion in an effective bistable potential can be chaotic in a similar way as the Duffing oscillator. We generalize the concept of geometrical…

patt-sol · Physics 2009-10-31 J. A. Gonzalez , B. A. Mello , L. I. Reyes , L. E. Guerrero

Previous studies have shown that noise can induce coherence resonance in some nonlinear dynamical systems close to a bifurcation of a periodic motion, such as in excitable systems. We demonstrate that coherence resonance can be observed in…

Chaotic Dynamics · Physics 2007-05-23 Bambi Hu , Changsong Zhou