相关论文: Role of long jumps in L\'evy noise induced multimo…
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…
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…
Properties of stochastic systems are defined by the noise type and deterministic forces acting on the system. In out-of-equilibrium setups, e.g., for motions under action of L\'evy noises, the existence of the stationary state is not only…
L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…
This work describes the effects of L\'evy noise on a birhythmic van der Pol like oscillator. Numerical simulations demonstrate that the noise induced escapes from an attractor to another are not markedly different from escapes between…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
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…
Stationary states of overdamped anharmonic stochastic oscillators driven by L\'evy noise are typically multimodal. The very same situation is recorded for an underdamped L\'evy noise driven motion in single-well potentials with linear…
Stationary states for a particle moving in a single-well, steeper than parabolic, potential driven by L\'evy noise can be bi-modal. Here, we explore in details conditions that are required in order to induce multimodal stationary states…
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…
On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…
Using key tools such as It\^o formula for general semi-martingales, moments estimates for L\'{e}vy-type stochastic integrals and properties of regular varying functions we find conditions under which solutions of stochastic differential…
We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…
L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…
This paper enhances the classical Solow model of economic growth by integrating L\'evy noise, a type of non-Gaussian stochastic perturbation, to capture the inherent uncertainties in economic systems. The extended model examines the impact…
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,…
This paper considers the state transition of the stochastic Morris-Lecar neuronal model driven by symmetric $\alpha$-stable L\'evy noise. The considered system is bistable: a stable fixed point (resting state) and a stable limit cycle…
We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…