Search results for "Multiplicative noise"
showing 10 items of 31 documents
Random walk approach to the analytic solution of random systems with multiplicative noise—The Anderson localization problem
2006
We discuss here in detail a new analytical random walk approach to calculating the phase-diagram for spatially extended systems with multiplicative noise. We use the Anderson localization problem as an example. The transition from delocalized to localized states is treated as a generalized diffusion with a noise-induced first-order phase transition. The generalized diffusion manifests itself in the divergence of averages of wavefunctions (correlators). This divergence is controlled by the Lyapunov exponent $\gamma$, which is the inverse of the localization length, $\xi=1/\gamma$. The appearance of the generalized diffusion arises due to the instability of a fundamental mode corresponding to…
Relaxation dynamics in the presence of pulse multiplicative noise sources with different correlation properties
2015
The relaxation dynamics of a system described by a Langevin equation with pulse multiplicative noise sources with different correlation properties is considered. The solution of the corresponding Fokker-Planck equation is derived for Gaussian white noise. Moreover, two pulse processes with regulated periodicity are considered as a noise source: the dead-time-distorted Poisson process and the process with fixed time intervals, which is characterized by an infinite correlation time. We find that the steady state of the system is dependent on the correlation properties of the pulse noise. An increase of the noise correlation causes the decrease of the mean value of the solution at the steady s…
Role of the noise on the transient dynamics of an ecosystem of interacting species
2002
Abstract We analyze the transient dynamics of an ecosystem described by generalized Lotka–Volterra equations in the presence of a multiplicative noise and a random interaction parameter between the species. We consider specifically three cases: (i) two competing species, (ii) three interacting species (one predator–two preys), (iii) n-interacting species. The interaction parameter in case (i) is a stochastic process which obeys a stochastic differential equation. We find noise delayed extinction of one of two species, which is akin to the noise-enhanced stability phenomenon. Other two noise-induced effects found are temporal oscillations and spatial patterns of the two competing species. In…
Spatio-temporal patterns in population dynamics
2002
Abstract The transient dynamics of interacting biological species extracted from two ecosystems is investigated. We model the environment interaction by a multiplicative noise and the temperature oscillations by a periodic forcing. We find noise-induced effects such as enhanced temporal oscillations, spatial patterns and noise delayed extinction for the model of two competing species. We extend our analysis to an ecosystem of three interacting species, namely one predator and two preys. We find spatial patterns induced by the noise.
Stochastic acceleration in generalized squared Bessel processes
2015
We analyze the time behavior of generalized squared Bessel processes, which are useful for modeling the relevant scales of stochastic acceleration problems. These nonstationary stochastic processes obey a Langevin equation with a non-Gaussian multiplicative noise. We obtain the long-time asymptotic behavior of the probability density function for non-Gaussian white and colored noise sources. We find that the functional form of the probability density functions is independent of the statistics of the noise source considered. Theoretical results are in good agreement with those obtained by numerical simulations of the Langevin equation with pulse noise sources.
Stability under influence of noise with regulated periodicity
2009
A very simple stochastic differential equation with quasi‐periodical multiplicative noise is investigated analytically. For fixed noise intensity the system can be stable at high noise periodicity and unstable at low noise periodicity.
Noise Induced Phenomena in the Dynamics of Two Competing Species
2015
Noise through its interaction with the nonlinearity of the living systems can give rise to counter-intuitive phenomena. In this paper we shortly review noise induced effects in different ecosystems, in which two populations compete for the same resources. We also present new results on spatial patterns of two populations, while modeling real distributions of anchovies and sardines. The transient dynamics of these ecosystems are analyzed through generalized Lotka-Volterra equations in the presence of multiplicative noise, which models the interaction between the species and the environment. We find noise induced phenomena such as quasi-deterministic oscillations, stochastic resonance, noise …
Noise estimation from digital step-model signal
2013
International audience; This paper addresses the noise estimation in the digital domain and proposes a noise estimator based on the step signal model. It is efficient for any distribution of noise because it does not rely only on the smallest amplitudes in the signal or image. The proposed approach uses polarized/directional derivatives and a nonlinear combination of these derivatives to estimate the noise distribution (e.g., Gaussian, Poisson, speckle, etc.). The moments of this measured distribution can be computed and are also calculated theoretically on the basis of noise distribution models. The 1D performances are detailed, and as our work is mostly dedicated to image processing, a 2D…
Intermittency in the homopolar disk-dynamo
2006
We study a modified Bullard dynamo and show that this system is equivalent to a nonlinear oscillator subject to a multiplicative noise. The stability analysis of this oscillator is performed. Two bifurcations are identified, first towards an \lq\lq intermittent\rq\rq state where the absorbing (non-dynamo) state is no more stable but the most probable value of the amplitude of the oscillator is still zero and secondly towards a \lq\lq turbulent\rq\rq (dynamo) state where it is possible to define unambiguously a (non-zero) most probable value around which the amplitude of the oscillator fluctuates. The bifurcation diagram of this system exhibits three regions which are analytically characteri…
Nonlinear Relaxation in Population Dynamics
2001
We analyze the nonlinear relaxation of a complex ecosystem composed of many interacting species. The ecological system is described by generalized Lotka-Volterra equations with a multiplicative noise. The transient dynamics is studied in the framework of the mean field theory and with random interaction between the species. We focus on the statistical properties of the asymptotic behaviour of the time integral of the i-th population and on the distribution of the population and of the local field.