Search results for "Random processe"

showing 10 items of 48 documents

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.

Josephson effectPhysicsFluctuation phenomena random processes noise and Brownian motionCondensed matter physicsGaussianJosephson devicesDynamics (mechanics)General Physics and AstronomyJosephson energyComputational methods in statistical physics and nonlinear dynamicSettore FIS/03 - Fisica Della MateriaPi Josephson junctionsymbols.namesakeRandom walks and Levy flightsymbolsTransient (oscillation)
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RELAXATION PHENOMENA IN CLASSICAL AND QUANTUM SYSTEMS

2012

Relaxation phenomena in three different classical and quantum systems are investigated. First, the role of multiplicative and additive noise in a classical metastable system is analyzed. The mean lifetime of the metastable state shows a nonmonotonicbehavior with a maximum as a function of both the additive and multiplicative noise intensities. In the second system, the simultaneous action of thermal and non-Gaussian noise on the dynamics of an overdamped point Josephson junction is studied. The effect of a Lévy noise generated by a Cauchy–Lorentz distribution on the mean lifetime of the superconductive metastable state, in the presence of a periodic driving, is investigated. We find resonan…

Josephson effectsquantum noisefluctuation phenomenarandom processeStochastic analysis methodBrownian motiontunneling phenomenaSettore FIS/03 - Fisica Della Materia
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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 …

KineticsNoise intensityComputational methods in statistical physics and nonlinear dynamicNoise (electronics)Stability (probability)Quantitative Biology::Cell BehaviorImmune systemNeoplasmsChemical kinetics and dynamics.AnimalsHumansImmunologic FactorsComputer SimulationStatistical physicsQuantitative Biology - Populations and EvolutionCell ProliferationFluctuation phenomena random processes noise and Brownian motionStochastic ProcessesModels StatisticalStochastic processChemistryChemical kinetics in biological systemPopulations and Evolution (q-bio.PE)Models ImmunologicalImmunity InnateLangevin equationFOS: Biological sciencesNeoplastic cellBiological systemSignal TransductionPhysical review. E, Statistical, nonlinear, and soft matter physics
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Spatio-temporal behaviour of five picophytoplankton populations in Tyrrhe- nian Sea: Model and data

2014

Recent works presented detailed analyses of spatio-temporal dynamics in marine ecosystems, reproducing real vertical distributions of phytoplankton biomass. These study however do not take into account the changes in environmental variables. On the contrary, seasonal variations can influence considerably the primary production, i.e. phytoplankton biomass, in marine ecosystems, determining significative consequences in the whole food chain, in particular fish species, whose growth is mainly explained by seasonal changes in the chlorophyll concentration, a marker of phytoplankton species. Here we present a one-dimensional reaction-diffusion-taxis model to describe the spatio-temporal dynamics…

Marine ecosystemStochastic differential equationsSpatial ecologyDeep chlorophyll maximumPhytoplankton dynamicRandom processeSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)
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Reaction-diffusion-taxis model for spatio-temporal dynamics of five picophytoplankton populations

2014

Recently new models were devised to study spatio-temporal dynamics of phytoplankton populations in view of obtaining more precise predictions of the vertical biomass distributions in marine ecosystems. These studies can be crucial from the point of view of shery. Indeed the abundance of fi sh species is strictly connected with primary production, i.e. phytoplankton biomass, responsible for chlorophyll concentration. In this work a one-dimensional deterministic reaction-di ffusion-taxis model is used to reproduce the spatio-temporal dynamics, along a water column, of five picophytoplankton populations sampled in a real ecosystem. In our analysis, to better reproduce the spatio-temporal behav…

Marine ecosystemStochastic differential equationsSpatial ecologyDeep chlorophyll maximumPhytoplankton dynamicRandom processeSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)
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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.

Markov processeSpeech recognitionAcousticsSpike trainmedia_common.quotation_subjectModels NeurologicalGeneral Physics and AstronomyMarkov processNatural numberSignalSettore FIS/03 - Fisica Della Materiasymbols.namesakeDiscrimination PsychologicalHearingInterneuronsPerceptionmedicineAuditory systemMathematicsmedia_commonFluctuation phenomena random processes noise and Brownian motionQuantitative Biology::Neurons and CognitionSensor auditory systemBrainmedicine.anatomical_structuresymbolsInformation and communication theorySpike (software development)TrainPhysical Review Letters
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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…

Noise inducedProbability theory stochastic processes and statisticFOS: Physical sciencesEconomicFOS: Economics and businessStochastic differential equationStatistical physicsMarket modelCondensed Matter - Statistical MechanicsEconomics; econophysics financial markets business and management; Probability theory stochastic processes and statistics; Fluctuation phenomena random processes noise and Brownian motion; Complex SystemsMathematicsFluctuation phenomena random processes noise and Brownian motionStatistical Finance (q-fin.ST)Stochastic volatilityStatistical Mechanics (cond-mat.stat-mech)Cubic nonlinearityQuantitative Finance - Statistical FinanceComplex SystemsWhite noiseDisordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural NetworksCondensed Matter PhysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Electronic Optical and Magnetic MaterialsHeston modelVolatility (finance)econophysics financial markets business and management
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Stochastic 0-dimensional Biogeochemical Flux Model: Effect of temperature fluctuations on the dynamics of the biogeochemical properties in a marine e…

2021

Abstract We present a new stochastic model, based on a 0-dimensional version of the well known biogeochemical flux model (BFM), which allows to take into account the temperature random fluctuations present in natural systems and therefore to describe more realistically the dynamics of real marine ecosystems. The study presents a detailed analysis of the effects of randomly varying temperature on the lower trophic levels of the food web and ocean biogeochemical processes. More in detail, the temperature is described as a stochastic process driven by an additive self-correlated Gaussian noise. Varying both correlation time and intensity of the noise source, the predominance of different plank…

Numerical AnalysisBiogeochemical cycleStatistical Mechanics (cond-mat.stat-mech)Stochastic modellingStochastic processApplied MathematicsRandom processesFluxFOS: Physical sciencesPlanktonAtmospheric sciencesNoise (electronics)symbols.namesakeGaussian noiseModeling and SimulationPlankton dynamicsStochastic differential equationssymbolsEnvironmental scienceQuantitative Biology::Populations and EvolutionMarine ecosystemCondensed Matter - Statistical MechanicsMarine ecosystems
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Noise-induced enhancement of stability in a metastable system with damping

2010

5 páginas, 5 figuras.-- PACS number(s): 05.40.-a, 02.50.-r

PhysicsFluctuation phenomena random processes noise and Brownian motionCondensed matter physicsProbability theory stochastic processes and statisticFunction (mathematics)Stability (probability)Settore FIS/03 - Fisica Della MateriaProbability theory stochastic processes and statistics; Fluctuation phenomena random processes noise and Brownian motionColors of noiseMetastabilityQuantum mechanicsParticleFirst-hitting-time modelNoise (radio)Brownian motion
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TRANSIENT DYNAMICS AND ASYMPTOTIC POPULATIONS IN A DRIVEN METASTABLE QUANTUM SYSTEM

2013

The transient dynamics of a periodically driven metastable quantum system, interacting with a heat bath, is investigated. The time evolution of the populations, within the framework of the Feynman–Vernon influ- ence functional and in the discrete variable representation, is analyzed by varying the parameters of the external driving. The results display strong non-monotonic behaviour of the populations with respect to the driving frequency.

PhysicsFluctuation phenomena random processes noise and Brownian motionDynamics (mechanics)quantum statistical methodGeneral Physics and AstronomyRELAXATIONDecoherenceSettore FIS/03 - Fisica Della MateriaNOISEQuantum systems with finite Hilbert spaceClassical mechanicsRELAXATION; NOISEMetastabilityQuantum systemTransient (oscillation)open system
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