Search results for "Stochastic Proce"
showing 10 items of 349 documents
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 …
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.
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
Lévy-type diffusion on one-dimensional directed Cantor graphs.
2009
L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard random walk on the sets but is also allowed to move ballistically throughout the empty regions. Using scaling relations and the mapping onto the electric network problem, we obtain the exact values of the scaling exponents for the asymptotic return probability, the resistivity and the mean square displacement as a function of the topological parameters of the sets. Interestingly, the systems undergoes a transition from superdiffusive to diffusive behavior a…
Hard-wall interactions in soft matter systems: Exact numerical treatment
2011
An algorithm for handling hard-wall interactions in simulations of driven diffusive particle motion is proposed. It exploits an exact expression for the one-dimensional transition probability in the presence of a hard (reflecting) wall and therefore is numerically exact in the sense that it does not introduce any additional approximation beyond the usual discretization procedures. Studying two standard situations from soft matter systems, its performance is compared to the heuristic approaches used in the literature.
A new Frequency Domain Measure of Causality based on Partial Spectral Decomposition of Autoregressive Processes and its Application to Cardiovascular…
2019
We present a new method to quantify in the frequency domain the strength of directed interactions between linear stochastic processes. This issue is traditionally addressed by the directed coherence (DC), a popular causality measure derived from the spectral representation of vector autoregressive (AR) processes. Here, to overcome intrinsic limitations of the DC when it needs to be objectively quantified within specific frequency bands, we propose an approach based on spectral decomposition, which allows to isolate oscillatory components related to the pole representation of the vector AR process in the Z-domain. Relating the causal and non-causal power content of these components we obtain…
Design of Measurement-Based Stochastic Wideband MIMO Channel Simulators
2009
In this paper, we propose a method for designing measurement-based stochastic models for simulating wideband multiple-input multiple-output (MIMO) wireless channels. The proposed method allows synthesizing channel transfer functions with the spatial-temporal-frequency correlation properties approximating those of real-world radio channels. The parameters of a channel simulator are determined by fitting the space-timefrequency cross-correlation matrix of the simulation model to the estimated space-time-frequency cross-correlation matrix of a physical channel. For this purpose, an iterative parameter computation algorithm has been developed. The proposed design method is verified by creating …
Bartlett formalism generating functions and Z-transforms in fluctuation and noise theory
1983
Abstract “La theorie des fonctions generatrices s'adapte elle meme et avec la plus grande generalite aux questions des probabilite les plus difficiles.” (Laplace, 1812) “An important part of probability theory consists of the derivation of the probability distribution of the sum of n random variables, each of which obeys a given probability law, and the development of asymptotic forms of these distributions valid for increasing n. Probability generating functions owe their dominant position to the simplification they permit to both problems. Their employment to obtain the successive moments of a probability distribution and to solve the difference equations of probability theory is ancillar…