相关论文: Noise and dynamic transitions
We consider an elliptic PDE in two variables. As one parameter approaches zero, this PDE collapses to a parabolic one, that is forward parabolic in a part of the domain and backward parabolic in the remainder. Such problems arise naturally…
We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
This paper investigates the dynamic behavior of a simplified single reed instrument model subject to a stochastic forcing of white noise type when one of its bifurcation parameters (the dimensionless blowing pressure) increases linearly…
Networks of nonlinear parametric resonators are promising candidates as Ising machines for annealing and optimization. These many-body out-of-equilibrium systems host complex phase diagrams of coexisting stationary states. The plethora of…
We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the…
We show that the dipole, a system usually proposed to model relaxation phenomena, exhibits a maximum in the signal-to-noise ratio at a non-zero noise level, thus indicating the appearance of stochastic resonance. The phenomenon occurs in…
This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
We present three examples of delayed bifurcations for spike solutions of reaction-diffusion systems. The delay effect results as the system passes slowly from a stable to an unstable regime, and was previously analysed in the context of…
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…
We study the effects of noise cross-correlations on the steady states of driven, nonequilibrium systems, which are described by two stochastically driven dynamical variables, in one dimension. We use a well-known stochastically driven…
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 the effects of noise on the dynamics of a system of coupled self-propelling particles in the case where the coupling is time-delayed, and the delays are discrete and randomly generated. Previous work has demonstrated that the…
This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…
We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
In this paper we describe the solution of a stochastic bistable system from a dynamical perspective. We show how a single framework with variable noise can explain hysteresis at zero temperature and two-state coexistence in the presence of…