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We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…

Other Condensed Matter · Physics 2007-05-23 Toru Ohira

We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…

General Physics · Physics 2007-05-23 Toru Ohira

We have analyzed the effects of the addition of external noise to non-dynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , G. Gomila , J. M. Rubí

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…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…

Other Condensed Matter · Physics 2015-06-25 Toru Ohira

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

chao-dyn · Physics 2009-10-22 A. Crisanti , M. Falcioni , G. Paladin , A. Vulpiani

Can noise be beneficial to machine-learning prediction of chaotic systems? Utilizing reservoir computers as a paradigm, we find that injecting noise to the training data can induce a stochastic resonance with significant benefits to both…

Machine Learning · Computer Science 2022-11-21 Zheng-Meng Zhai , Ling-Wei Kong , Ying-Cheng Lai

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

In this paper I will review some basic aspects of the mechanism of stochastic resonance. Stochastic resonance was first introduced as a possible mechanism to explain long term climatic variation. Since then, there have been many…

Chaotic Dynamics · Physics 2017-08-23 Roberto Benzi

We propose here a stochastic binary element whose transition rate depends on its state at a fixed interval in the past. With this delayed stochastic transition this is one of the simplest dynamical models under the influence of ``noise''…

Statistical Mechanics · Physics 2009-10-31 Toru Ohira , Yuzuru Sato

The ability of Gaussian noise to induce ordered states in dynamical systems is here presented in an overview of the main stochastic mechanisms able to generate spatial patterns. These mechanisms involve: (i) a deterministic local dynamics…

Statistical Mechanics · Physics 2012-05-14 Stefania Scarsoglio , Francesco Laio , Paolo D'Odorico , Luca Ridolfi

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

A noise source model, consisting of a pulse sequence at random times with memory, is presented. By varying the memory we can obtain variable randomness of the stochastic process. The delay time between pulses, i. e. the noise memory,…

Statistical Mechanics · Physics 2009-09-29 O. Chichigina , D. Valenti , B. Spagnolo

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…

chao-dyn · Physics 2015-06-24 J. Timmer

A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister

Here we present a simple stochastic threshold model consisting of a deterministic slowly decaying term and a fast stochastic noise term. The process shows a pseudo-resonance, in the sense that for small and large intensities of the noise…

Chaotic Dynamics · Physics 2011-06-08 Peter D. Ditlevsen , Holger Braun

Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…

Neurons and Cognition · Quantitative Biology 2018-11-30 Patrick Krauss , Karin Prebeck , Achim Schilling , Claus Metzner

Stochastic storage models based on essentially non-Gaussian noise are considered. The stochastic description of physical systems based on stochastic storage models is associated with generalized Poisson (or shot) noise, in which the jump…

Statistical Mechanics · Physics 2025-09-22 V. V. Ryazanov

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

Stochastic resonance holds much promise for the detection of weak signals in the presence of relatively loud noise. Following the discovery of nondynamical and of aperiodic stochastic resonance, it was recently shown that the phenomenon can…

Condensed Matter · Physics 2009-10-31 Redouane Fakir
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