Search results for "Stochastic analysis method"
showing 10 items of 11 documents
Dynamics of two competing species in the presence of Lévy noise sources
2010
We consider a Lotka-Volterra system of two competing species subject to multiplicative alpha-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive alpha-stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasi-periodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analysing the role of the Lévy noise sources.
Stochastic analysis of dynamical systems with delayed control forces
2006
Abstract Reduction of structural vibration in actively controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-normal delta-correlated random process with delayed control forces. Taylor series expansion of the control forces has been introduced and the statistics of the dynamical response have been obtained by means of the extended Ito differential rule. Numerical application provided shows the capabilities of the proposed method to analyze stochastic dynamic systems with delayed actions under delta-correlated process contrasting statist…
Switching times in long-overlap Josephson junctions subject to thermal fluctuations and non-Gaussian noise sources
2014
We investigate the superconducting lifetime of long current-biased Josephson junctions, in the presence of Gaussian and non-Gaussian noise sources. In particular, we analyze the dynamics of a Josephson junction as a function of the noise signal intensity, for different values of the parameters of the system and external driving currents. We find that the mean lifetime of the superconductive state is characterized by nonmonotonic behavior as a function of noise intensity, driving frequency and junction length. We observe that these nonmonotonic behaviours are connected with the dynamics of the junction phase string during the switching towards the resistive state. An important role is played…
Stability in a System subject to Noise with Regulated Periodicity
2011
The stability of a simple dynamical system subject to multiplicative one-side pulse noise with hidden periodicity is investigated both analytically and numerically. The stability analysis is based on the exact result for the characteristic functional of the renewal pulse process. The influence of the memory effects on the stability condition is analyzed for two cases: (i) the dead-time-distorted poissonian process, and (ii) the renewal process with Pareto distribution. We show that, for fixed noise intensity, the system can be stable when the noise is characterized by high periodicity and unstable at low periodicity.
Two competing species in super-diffusive dynamical regimes
2010
The dynamics of two competing species within the framework of the generalized Lotka-Volterra equations, in the presence of multiplicative alpha-stable Lévy noise sources and a random time dependent interaction parameter, is studied. The species dynamics is characterized by two different dynamical regimes, exclusion of one species and coexistence of both, depending on the values of the interaction parameter, which obeys a Langevin equation with a periodically fluctuating bistable potential and an additive alpha-stable Lévy noise. The stochastic resonance phenomenon is analyzed for noise sources asymmetrically distributed. Finally, the effects of statistical dependence between multiplicative …
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…
First passage time distribution of stationary Markovian processes
2010
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes research. They also have relevant applications, for example, in many fields of finance such as the assessment of the default risk for firms' assets. By using some explicit examples, in this paper we will show that the tail of the First Passage Time distribution crucially depends on the correlation properties of the process and it is independent from its stationary distribution. When the process includes an infinite set of time-scales bounded from above, the FPT…
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…
Noise-induced effects in nonlinear relaxation of condensed matter systems
2015
Abstract Noise-induced phenomena characterise the nonlinear relaxation of nonequilibrium physical systems towards equilibrium states. Often, this relaxation process proceeds through metastable states and the noise can give rise to resonant phenomena with an enhancement of lifetime of these states or some coherent state of the condensed matter system considered. In this paper three noise induced phenomena, namely the noise enhanced stability, the stochastic resonant activation and the noise-induced coherence of electron spin, are reviewed in the nonlinear relaxation dynamics of three different systems of condensed matter: (i) a long-overlap Josephson junction (JJ) subject to thermal fluctuat…
Suppression of timing errors in short overdamped Josephson junctions
2004
The influence of fluctuations and periodical driving on temporal characteristics of short overdamped Josephson junction is analyzed. We obtain the standard deviation of the switching time in the presence of a dichotomous driving force for arbitrary noise intensity and in the frequency range of practical interest. For sinusoidal driving the resonant activation effect has been observed. The mean switching time and its standard deviation have a minimum as a function of driving frequency. As a consequence the optimization of the system for fast operation will simultaneously lead to minimization of timing errors.