Search results for " Random processes"
showing 10 items of 37 documents
MEAN FIELD APPROACH AND ROLE OF THE COLOURED NOISE IN THE DYNAMICS OF THREE INTERACTING SPECIES
2010
We study the effects of the coloured noise on the dynamics of three interacting species, namely two preys and one predator, in a two-dimensional lattice with N sites. The three species are affected by multiplicative time correlated noise, which accounts for the effects of environment on the species evolution. Moreover, the interaction parameter between the two preys is a dichotomous stochastic process, which determines two dynamical regimes corresponding to different biological conditions. Preliminarily, we study the noise effect on the three species dynamics in single site. Then, we use a mean field approach to obtain, in Gaussian approximation, the moment equations for the species densiti…
Stochastic resonance in a trapping overdamped monostable system.
2009
The response of a trapping overdamped monostable system to a harmonic perturbation is analyzed, in the context of stochastic resonance phenomenon. We consider the dynamics of a Brownian particle moving in a piecewise linear potential with a white Gaussian noise source. Based on linear-response theory and Laplace transform technique, analytical expressions of signal-to-noise ratio (SNR) and signal power amplification (SPA) are obtained. We find that the SNR is a nonmonotonic function of the noise intensity, while the SPA is monotonic. Theoretical results are compared with numerical simulations.
Environmental Noise and Nonlinear Relaxation in Biological Systems
2012
We analyse the effects of environmental noise in three different biological systems: (i) mating behaviour of individuals of 'Nezara viridula' (L.) (Heteroptera Pentatomidae); (ii) polymer translocation in crowded solution; (iii) an ecosystem described by a Verhulst model with a multiplicative Lèvy noise. Specifically, we report on experiments on the behavioural response of 'N. viridula' individuals to sub-threshold deterministic signals in the presence of noise. We analyse the insect response by directionality tests performed on a group of male individuals at different noise intensities. The percentage of insects which react to the sub-threshold signal shows a non-monotonic behavior, charac…
Effect of a fluctuating electric field on electron spin dephasing in III-V semiconductors
2011
In the present work we investigate electron spin relaxation in low-doped n-type GaAs semiconductor bulks driven by a static electric field. The electron dynamics is simulated by a Monte Carlo procedure which keeps into account all the possible scattering phenomena of the hot electrons in the medium and includes the evolution of spin polarization. Spin relaxation lengths are computed through the D’yakonov-Perel process, which is the only relevant relaxation mechanism in zinc-blende semiconductors. Since semiconductor based devices are always imbedded into a noisy environment that can strongly affect their performance, the decay of initial spin polarization of conduction electrons is calculat…
Noise enhanced stability in fluctuating metastable states Phys. Rev. E69, 061103 (2004)
2004
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average lifetime as a function of the potential parameters and the noise intensity. Our result is valid for arbitrary white noise intensity and for arbitrary fluctuation rate of the potential. We find noise enhanced stability phenomenon in the system investigated: The average lifetime of the metastable state is greater than the time obtained in the absence of additive white noise.We obtain the parameter region of the fluctuating potential where the effect can be ob…
Resonant activation in piecewise linear asymmetric potentials
2011
7 páginas, 8 figuras.-- PACS number(s): 05.40.−a, 05.45.−a, 02.50.Ey
THE ROLE OF NON-GAUSSIAN SOURCES IN THE TRANSIENT DYNAMICS OF LONG JOSEPHSON JUNCTIONS
2013
We analyze the effects of different non-Gaussian noise sources on the transient dynamics of an overdamped long Josephson junction. We find nonmonotonic behavior of the mean escape time as a function of the noise intensity and frequency of the external driving signal for all the noise sources investigated.
Co-occurrence of resonant activation and noise-enhanced stability in a model of cancer growth in the presence of immune response.
2006
We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization of a Brownian dynamics for which the model reaction kinetics takes on the form of a stochastic differential equation. After eliminating a fast kinetics, the model can be rephrased into a form of a one-dimensional overdamped Langevin equation. We discuss physical aspects of environmental noises acting in such a reduced system, pointing out the possibility of coexistence of dynamical regimes where noise-enhanced stability and resonant activation phenomena …
Regularity of Spike Trains and Harmony Perception in a Model of the Auditory System
2011
Spike train regularity of the noisy neural auditory system model under the influence of two sinusoidal signals with different frequencies is investigated. For the increasing ratio m/n of the input signal frequencies (m, n are natural numbers) the linear growth of the regularity is found at the fixed difference (m - n). It is shown that the spike train regularity in the model is high for harmonious chords of input tones and low for dissonant ones.
Role of noise in a market model with stochastic volatility
2006
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…