Search results for "Multiplicative noise"
showing 10 items of 31 documents
Approximate solution of the Fokker-Planck-Kolmogorov equation
2002
The aim of this paper is to present a thorough investigation of approximate techniques for estimating the stationary and non-stationary probability density function (PDF) of the response of nonlinear systems subjected to (additive and/or multiplicative) Gaussian white noise excitations. Attention is focused on the general scheme of weighted residuals for the approximate solution of the Fokker-Planck-Kolmogorov (FPK) equation. It is shown that the main drawbacks of closure schemes, such as negative values of the PDF in some regions, may be overcome by rewriting the FPK equation in terms of log-probability density function (log-PDF). The criteria for selecting the set of weighting functions i…
Environmental Metal Pollution Considered as Noise: Effects on the Spatial Distribution of Benthic Foraminifera in two Coastal Marine Areas of Sicily …
2008
We analyze the spatial distributions of two groups of benthic foraminifera (Adelosina spp. + Quinqueloculina spp. and Elphidium spp.), along Sicilian coast, and their correlation with six different heavy metals, responsible for the pollution. Samples were collected inside the Gulf of Palermo, which has a high level of pollution due to heavy metals, and along the coast of Lampedusa island (Sicily Channel, Southern Mediterranean), which is characterized by unpolluted sea waters. Because of the environmental pollution we find: (i) an anticorrelated spatial behaviour between the two groups of benthic foraminifera analyzed; (ii) an anticorrelated (correlated) spatial behaviour between the first …
The bistable system: an archetypal model for complex systems
2011
Bistable systems often play the role of archetypal models to understand the dynamical behavior of complex systems. Examples range from microphysics to macrophysics, bìology, chemistry and also econophysics. Moreover the statistical mechanics is essential to study the physical properties of complex systems and to investigate stochastic systems in which the microscopic degrees of freedom behave collectively over large scales. We investigate the nonlinear relaxation in a bistable system in classical and quantum systems. (i) As a first classical system, the role of the multiplicative and additive noise in the mean life time of the metastable state of an asymmetric bistable system is investigate…
Moment Equations for a Spatially Extended System of Two Competing Species
2005
The dynamics of a spatially extended system of two competing species in the presence of two noise sources is studied. A correlated dichotomous noise acts on the interaction parameter and a multiplicative white noise affects directly the dynamics of the two species. To describe the spatial distribution of the species we use a model based on Lotka-Volterra (LV) equations. By writing them in a mean field form, the corresponding moment equations for the species concentrations are obtained in Gaussian approximation. In this formalism the system dynamics is analyzed for different values of the multiplicative noise intensity. Finally by comparing these results with those obtained by direct simulat…
Noise-induced effects in population dynamics
2002
We investigate the role of noise in the nonlinear relaxation of two ecosystems described by generalized Lotka-Volterra equations in the presence of multiplicative noise. Specifically we study two cases: (i) an ecosystem with two interacting species in the presence of periodic driving; (ii) an ecosystem with a great number of interacting species with random interaction matrix. We analyse the interplay between noise and periodic modulation for case (i) and the role of the noise in the transient dynamics of the ecosystem in the presence of an absorbing barrier in case (ii). We find that the presence of noise is responsible for the generation of temporal oscillations and for the appearance of s…
Transient behavior of a population dynamical model
2005
The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic dynamical regimes and the role of the external noise on the probability distribution of the local field.
The bistable potential: An archetype for classical and quantum systems
2012
In this work we analyze the transient dynamics of three different classical and quantum systems. First, we consider a classical Brownian particle moving in an asymmetric bistable potential, subject to a multiplicative and additive noise source. We investigate the role of these two noise sources on the life time of the metastable state. A nonmonotonic behavior of the lifetime as a function of both additive and multiplicative noise intensities is found, revealing the phenomenon of noise enhanced stability. Afterward, by using a LotkaVolterra model, the dynamics of two competing species in the presence of Lévy noise sources is analyzed. Quasiperiodic oscillations and stochastic resonance pheno…
Nonmonotonic Pattern Formation in Three Species Lotka-Volterra System with Colored Noise
2005
A coupled map lattice of generalized Lotka-Volterra equations in the presence of colored multiplicative noise is used to analyze the spatiotemporal evolution of three interacting species: one predator and two preys symmetrically competing each other. The correlation of the species concentration over the grid as a function of time and of the noise intensity is investigated. The presence of noise induces pattern formation, whose dimensions show a nonmonotonic behavior as a function of the noise intensity. The colored noise induces a greater dimension of the patterns with respect to the white noise case and a shift of the maximum of its area towards higher values of the noise intensity.
Stochastic dynamics and mean field approach in a system of three interacting species
2008
The spatio-temporal dynamics of three interacting species, two preys and one predator, in the presence of two different kinds of noise sources is studied. To describe the spatial distributions of the species we use a model based on Lotka-Volterra equations. A correlated dichotomous noise acts on \beta, the interaction parameter between the two preys, and a multiplicative white noise affects directly the dynamics of each one of the three species. We study the time behaviour of the three species in single site for different values of the multiplicative noise intensity, finding noise-induced oscillations of the three species densities with an anticorrelated behaviour of the two preys. Afterwar…
Stochastic resonance and noise delayed extinction in a model of two competing species
2003
We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. We find also a nonmonotonic behavior of the mean extinction time of one of the two competing species…