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We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a random perturbation of such systems through a stochastic…

概率论 · 数学 2026-01-07 Max-K. von Renesse , Feng-Yu Wang , Alexander Weiß

The status of classical stability in higher-derivative systems is still subject to discussions. In this note, we argue that, contrary to general belief, many higher-derivative systems are classically stable. The main tool to see this…

经典物理 · 物理学 2019-06-18 Nicolas Boulanger , Fabien Buisseret , Frédéric Dierick , Olivier White

During the last decades active particles have attracted an incipient attention as they have been observed in a broad class of scenarios, ranging from bacterial suspension in living systems to artificial swimmers in nonequilibirum systems.…

统计力学 · 物理学 2023-12-19 Antonio A. Valido , Mattia Coccolo , Miguel A. F. Sanjuán

We propose an non-standard method to calculate non-equilibrium physical observables. Considering the generic example of an anharmonic quantum oscillator, we take advantage of the fact that the commutator algebra of second order polynomials…

高能物理 - 唯象学 · 物理学 2007-05-23 Herbert Nachbagauer

We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…

统计力学 · 物理学 2015-06-11 Moshe Gitterman , David A. Kessler

We propose an anharmonic oscillator driven by two periodic forces of different frequencies as a new time-dependent model for investigating quantum dissipative chaos. Our analysis is done in the frame of statistical ensemble of quantum…

量子物理 · 物理学 2009-11-07 H. H. Adamyan , S. B. Manvelyan , G. Yu. Kryuchkyan

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

概率论 · 数学 2024-03-13 Frank Redig , Hidde van Wiechen

We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise - that is, we modulate…

概率论 · 数学 2016-01-19 Giambattista Giacomin , Christophe Poquet , Assaf Shapira

We discuss estimation problems where a polynomial is observed under Ornstein Uhlenbeck noise over a long time interval. We prove local asymptotic normality (LAN) and specify asymptotically efficient estimators. We apply this to the…

概率论 · 数学 2020-03-31 Reinhard Höpfner

Synchronisation and stability under periodic oscillatory driving are well-understood, but little is known about the effects of aperiodic driving, despite its abundance in nature. Here, we consider oscillators subject to driving with slowly…

适应与自组织系统 · 物理学 2018-05-09 Maxime Lucas , Julian Newman , Aneta Stefanovska

We consider the dissipative dynamics of a qubit coupled to a nonlinear oscillator (NO) embedded in an Ohmic environment. By treating the nonlinearity up to first order and applying Van Vleck perturbation theory up to second order in the…

量子物理 · 物理学 2009-12-03 Carmen Vierheilig , Johannes Hausinger , Milena Grifoni

Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…

统计方法学 · 统计学 2024-03-11 Cory W. Natoli , Edward D. White , Beau A. Nunnally , Alex J. Gutman , Raymond R. Hill

We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…

适应与自组织系统 · 物理学 2017-06-27 Pau Clusella , Antonio Politi

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

统计力学 · 物理学 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space homogeneous streaming, leading to the spontaneous formation…

物理与社会 · 物理学 2021-06-10 Martin Friesen , Hanno Gottschalk , Barbara Rüdiger , Antoine Tordeux

We evaluate the steady-state distribution and escape rate for an Active Ornstein-Uhlenbeck Particle (AOUP) using methods from the theory of large deviations. The calculation is carried out both for small and large memory times of the active…

统计力学 · 物理学 2022-08-31 Eric Woillez , Yariv Kafri , Vivien Lecomte

We prove some efficient inference results concerning estimation of a Ornstein-Uhlenbeck regression model, which is driven by a non-Gaussian stable Levy process and where the output process is observed at high-frequency over a fixed time…

统计理论 · 数学 2023-01-18 Hiroki Masuda

The dynamics of a weakly dissipative Hamiltonian system submitted to stochastic perturbations has been investigated by means of asymptotic methods. The probability of noise-induced separatrix crossing, which drastically changes the fate of…

经典物理 · 物理学 2019-05-01 Jean-Régis Angilella

Active Matter models commonly consider particles with overdamped dynamics subject to a force (speed) with constant modulus and random direction. Some models include also random noise in particle displacement (Wiener process) resulting in a…

Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…

动力系统 · 数学 2018-03-13 Stilianos Louca