相关论文: Multimodal stationary states under Cauchy noise

Classical escape in 2D Hamiltonian systems with the mixed state has been studied numerically and analytically. The wide class of potentials with the mixed state is presented by polinomial potentials. In potentials, where the mixed state…

We introduce a class of one-dimensional complex optical potentials that feature a nonlinearity-induced stability restoration, i.e., the existence of stable nonlinear modes propagating in a waveguide whose linear eigenmodes are unstable. The…

Balanced gain and loss leads to stationary dynamics in open systems. This occurs naturally in PT-symmetric systems, where the imaginary part of the potential describing gain and loss is perfectly antisymmetric. While this case seems…

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

We consider the A + A --> emptyset reaction, where the transport of the particles is given by Levy flights in a quenched random potential. With a common literature model of the disorder, the random potential can only increase the rate of…

Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

We analyze two-dimensional (2D) random systems driven by a symmetric L\'{e}vy stable noise which, under the sole influence of external (force) potentials $\Phi (x) $, asymptotically set down at Boltzmann-type thermal equilibria. Such…

Additive white noise may significantly increase the response of bistable systems to a periodic driving signal. We consider two classes of double-well potentials, symmetric and asymmetric, modulated periodically in time with period $1/\eps$,…

We study the noisy dynamics of two coupled bistable modes of a nanomechanical beam. When de-coupled, each driven mode obeys the Duffing equation of motion, with a well-defined bistable region in the frequency domain. When both modes are…

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…

In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…

The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…

Additive symmetric L\'evy noise can induce directed transport of overdamped particles in a static asymmetric potential. We study, numerically and analytically, the effect of an additional dichotomous random flashing in such L\'evy ratchet…

Metastability of a particle trapped in a well with a time-periodically oscillating barrier is studied in the Floquet formalism. It is shown that the oscillating barrier causes the system to decay faster in general. However, avoided…

In this paper we introduce a new class of state space models based on shot-noise simulation representations of non-Gaussian L\'evy-driven linear systems, represented as stochastic differential equations. In particular a conditionally…

There is a qualitative difference between one-dimensional and multi-dimensional solutions to the Euler equations: new features that arise are vorticity and a nontrivial incompressible (low Mach number) limit. They present challenges to…

We introduce a two-dimensional Keller-Segel type free boundary model for motility of eukaryotic cells on substrates. The key ingredients of this model are the Darcy law for overdamped motion of the cytoskeleton (active) gel and Hele-Shaw…

We investigate the hopping dynamics between different attractors in a multistable system under the influence of noise. Using symbolic dynamics we find a sudden increase of dynamical entropies, when a system parameter is varied. This effect…

We study a queueing network with a strictly upper-triangular routing matrix, where each column contains at most one non-negative entry, and the root node receives input from a spectrally positive L\'{e}vy process. Our aim is to characterize…