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We demonstrate occurrence of bimodality and dynamical hysteresis in a system describing an overdamped quartic oscillator perturbed by additive white and asymmetric L\'evy noise. Investigated estimators of the stationary probability density…

统计力学 · 物理学 2009-11-13 Bartłomiej Dybiec , Ewa Gudowska-Nowak

The statistics of transitions between the metastable states of a periodically driven bistable Brownian oscillator are investigated on the basis of a two-state description by means of a master equation with time-dependent rates. The results…

数据分析、统计与概率 · 物理学 2011-11-09 Peter Talkner , Lukasz Machura , Michael Schindler , Peter Hanggi , Jerzy Luczka

Using recent mathematical advances, a geometric approach to rare noise-driven transition events in nonequilibrium systems is given, and an algorithm for computing the maximum likelihood transition curve is generalized to the case of…

概率论 · 数学 2010-10-19 Matthias Heymann , Stephen W. Teitsworth , Jonathan C. Mattingly

A L\'evy noise is an efficient description of out-of-equilibrium systems. The presence of L\'evy flights results in a plenitude of noise-induced phenomena. Among others, L\'evy flights can produce stationary states with more than one modal…

统计力学 · 物理学 2019-05-15 Michał Cieśla , Karol Capała , Bartłomiej Dybiec

In this work, we study the impact of non-Gaussian alpha-stable Levy motion on transitions between metastable equilibrium states (or attractors) in a stochastic Stommel two-box model for thermohaline circulation (THC). By maximizing the…

大气与海洋物理 · 物理学 2019-04-29 Daniel Tesfay , Pingyuan Wei , Yayun Zheng , Jinqiao Duan , Jurgen Kurth

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

统计理论 · 数学 2022-08-17 Fabian Mies , Mark Podolskij

This paper numerically investigates the mean first passage time (MFPT) and phase transition of a bistable Duffing system driven by L\'evy stable noise, which can reduce to the common Gaussian noise with the stability index 2. We obtain the…

混沌动力学 · 物理学 2013-09-06 Yong Xu , Juanjuan Li , Jing Feng

We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…

混沌动力学 · 物理学 2009-11-13 Sebastien Aumaitre , Francois Petrelis , Kirone Mallick

A recent study on the effect of colored driving noise on the escape from a metastable state derives an analytic expression of the transfer function of the leaky integrate-and-fire neuron model subject to colored noise. Here we present an…

神经元与认知 · 定量生物学 2015-10-14 Jannis Schuecker , Markus Diesmann , Moritz Helias

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

统计力学 · 物理学 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

Noise is usually regarded as adversarial to extract the effective dynamics from time series, such that the conventional data-driven approaches usually aim at learning the dynamics by mitigating the noisy effect. However, noise can have a…

适应与自组织系统 · 物理学 2023-09-12 Zequn Lin , Zhaofan Lu , Zengru Di , Ying Tang

We investigate a type of bistability where noise not only causes transitions between stable states, but also constructs the states themselves. We focus on the experimentally well-studied system of ants choosing between two food sources to…

种群与进化 · 定量生物学 2015-06-16 Tommaso Biancalani , Louise Dyson , Alan J. McKane

We study barrier crossing in a two-state system, namely the kinetic Ising model, in the presence of a weak bias field and spatially homogeneous, but time-dependent, Gaussian random fields. We find that the bias field determines the location…

统计力学 · 物理学 2026-05-28 Sara Oliver-Bonafoux , Raúl Toral , Amitabha Chakrabarti

Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…

统计力学 · 物理学 2012-02-15 Tomasz Srokowski

Stochastic resonance phenomenon induced by non-Gaussian L\'evy noise in a second-order bistable system is investigated. The signal-noise-ratio for different parameters is computed by an efficient numerical scheme. The influences of the…

统计力学 · 物理学 2013-09-06 Yong Xu , Juanjuan Li , Jing Feng , Huiqing Zhang , Wei Xu , Jinqiao Duan

Transitions between metastable states are commonly observed in the neural system and underlie various cognitive functions such as working memory. In a previous study, we have developed a neural network model with the slow and fast…

生物物理 · 物理学 2021-04-23 Tomoki Kurikawa

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…

介观与纳米尺度物理 · 物理学 2025-09-01 David Allemeier , İsmet İnönü Kaya , M. Selim Hanay , Kamil L. Ekinci

Noise induced jumping between meta-stable states in a potential depends on the structure of the noise. For an $\alpha$-stable noise, jumping triggered by single extreme events contributes to the transition probability. This is also called…

数据分析、统计与概率 · 物理学 2009-10-31 P. D. Ditlevsen

The propagation of a state vector is governed by a set of time-invariant state transition matrices that switch arbitrarily between two values. The evolution of the state is also perturbed by white Gaussian noise with a variance that…

动力系统 · 数学 2019-05-24 Yongeun Yoon , Corbin Klett , Eric Feron

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…

统计力学 · 物理学 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich