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We present a study of the escape time from a metastable state in the presence of colored noise, generated by Ornstein-Uhlenbeck process. We analyze the role of the correlated noise and of unstable initial conditions of an overdamped…

统计力学 · 物理学 2007-05-23 A. Fiasconaro , D. Valenti , B. Spagnolo

The lifetime of a metastable state in the transient dynamics of an overdamped Brownian particle is analyzed, both in terms of the mean first passage time and by means of the mean growth rate coefficient. Both quantities feature non…

统计力学 · 物理学 2009-11-11 A. Fiasconaro , B. Spagnolo , S. Boccaletti

We present a study of the noise driven escape of an overdamped Brownian particle moving in a cubic potential profile with a metastable state. We analyze the role of the initial conditions of the particle on the enhancement of the average…

统计力学 · 物理学 2009-11-10 A. Fiasconaro , D. Valenti , B. Spagnolo

We study the effect of noise-enhanced stability of periodically driven metastable states in a system described by piecewise linear potential. We find that the growing of the average escape time with the intensity of the noise is depending…

统计力学 · 物理学 2009-11-07 N. V. Agudov , B. Spagnolo

The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer…

统计力学 · 物理学 2009-11-10 B. Spagnolo , A. A. Dubkov , N. V. Agudov

We propose generalization of escape rate from a metastable state for externally driven correlated noise processes in one dimension. In addition to the internal non-Markovian thermal fluctuations, the external correlated noise processes we…

统计力学 · 物理学 2011-11-10 Jyotipratim Ray Chaudhuri , Sudip Chattopadhyay , Suman Kumar Banik

We consider a coupled bistable N-particle system driven by a Brownian noise, with a strong coupling corresponding to the synchronised regime. Our aim is to obtain sharp estimates on the metastable transition times between the two stable…

概率论 · 数学 2010-03-01 Florent Barret , Anton Bovier , Sylvie Méléard

We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average…

统计力学 · 物理学 2009-11-10 Alexander A. Dubkov , Nikolay V. Agudov , Bernardo Spagnolo

The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,…

统计力学 · 物理学 2007-05-23 Bernardo Spagnolo , Nikolay V. Agudov , Alexander A. Dubkov

We review and extend recent developments on the statistical properties of Active Ornstein Uhlenbeck particles (AOUPs). In this simplest of models, the Gaussian white noise of overdamped Brownian colloids is replaced by a Gaussian colored…

Local networks of neurons are nonlinear systems driven by synaptic currents elicited by its own spiking activity and the input received from other brain areas. Synaptic currents are well approximated by correlated Gaussian noise. Besides,…

神经元与认知 · 定量生物学 2024-04-09 Gianni Valerio Vinci , Maurizio Mattia

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

统计力学 · 物理学 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with…

软凝聚态物质 · 物理学 2008-04-17 Jyotipratim Ray Chaudhuri , Sudip Chattopadhyay , Suman Kumar Banik

Non-Gaussian noise influences many complex out-of-equilibrium systems on a wide range of scales such as quantum devices, active and living matter, and financial markets. Despite the ubiquitous nature of non-Gaussian noise, its effect on…

统计力学 · 物理学 2022-09-01 Adrian Baule , Peter Sollich

We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…

统计力学 · 物理学 2007-05-23 Aldo H. Romero , J. M. Sancho , Katja Lindenberg

Transient properties of different physical systems with metastable states perturbed by external white noise have been investigated. Two noise-induced phenomena, namely the noise enhanced stability and the resonant activation, are…

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…

chao-dyn · 物理学 2008-02-03 Robert S. Maier , D. L. Stein

We consider a leaky integrate-and-fire neuron with deterministic subthreshold dynamics and a firing threshold that evolves as an Ornstein-Uhlenbeck process. The formulation of this minimal model is motivated by the experimentally observed…

神经元与认知 · 定量生物学 2015-05-12 Wilhelm Braun , Paul C. Matthews , Rüdiger Thul

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

统计力学 · 物理学 2025-08-07 Mathis Guéneau

Gene expression is a noisy process that leads to regime shift between alternative steady states among individual living cells, inducing phenotypic variability. The effects of white noise on the regime shift in bistable systems have been…

分子网络 · 定量生物学 2017-08-23 Yogita Sharma , Partha Sharathi Dutta
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