Search results for "Stochastic Proce"

Voltage drop across Josephson junctions for L\'evy noise detection

2020

We propose to characterize L\'evy-distributed stochastic fluctuations through the measurement of the average voltage drop across a current-biased Josephson junction. We show that the noise induced switching process in the Josephson washboard potential can be exploited to reveal and characterize L\'evy fluctuations, also if embedded in a thermal noisy background. The measurement of the average voltage drop as a function of the noise intensity allows to infer the value of the stability index that characterizes L\'evy-distributed fluctuations. An analytical estimate of the average velocity in the case of a L\'evy-driven escape process from a metastable state well agrees with the numerical calc…

Enhancement of stability in systems with metastable states

2007

The investigation of noise‐induced phenomena in far from equilibrium systems is one of the approach used to understand the behaviour of physical and biological complex systems. Metastability is a generic feature of many nonlinear systems, and the problem of the lifetime of metastable states involves fundamental aspects of nonequilibrium statistical mechanics. The enhancement of the life‐time of metastable states through the noise enhanced stability effect and the role played by the resonant activation phenomenon will be discussed in models of interdisciplinary physics: (i) Ising model (ii) Josephson junction; (iii) stochastic FitzHugh‐Nagumo model; (iv) a population dynamics model, and (v) …

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 …

Gaussian models for the distribution of Brownian particles in tilted periodic potentials

2011

We present two Gaussian approximations for the time-dependent probability density function (PDF) of an overdamped Brownian particle moving in a tilted periodic potential. We assume high potential barriers in comparison with the noise intensity. The accuracy of the proposed approximated expressions for the time-dependent PDF is checked with numerical simulations of the Langevin dynamics. We found a quite good agreement between theoretical and numerical results at all times.

A numerical recipe for the computation of stationary stochastic processes' autocorrelation function

2023

Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at hand. This is usually accomplished by computing the autocorrelation function of the numerical series describing the considered phenomenon. Often, especially when considering real world data, the autocorrelation function must be computed starting from a single numerical series: i.e. with a time-average approach. Hereafter, we will propose a novel way of evaluating the time-average autocorrelation function, based on the preliminary evaluation of the quantit…

Analysis of the human a-wave ERG component

2006

The a-wave is one of the main issues of research in the field of ocular electrophysiology, since it is strictly connected with early photoreceptoral activities. The present study proposes mathematical methods that analyse this component in human subjects, and supports experimental evidence relating to possible correlations among the responses of photoreceptoral units under a light stimulus. The investigation is organized in two parts: the first part concerns the onset and the initial slope, up to the first minimum (about 10-15 ms), the second part deals with the main portion of the wave, up to about 30 ms. In both cases, the a-waves, recorded at various levels of luminance, have been fitted…

Finite-time boundedness for uncertain discrete neural networks with time-delays and Markovian jumps

2014

This paper is concerned with stochastic finite-time boundedness analysis for a class of uncertain discrete-time neural networks with Markovian jump parameters and time-delays. The concepts of stochastic finite-time stability and stochastic finite-time boundedness are first given for neural networks. Then, applying the Lyapunov approach and the linear matrix inequality technique, sufficient criteria on stochastic finite-time boundedness are provided for the class of nominal or uncertain discrete-time neural networks with Markovian jump parameters and time-delays. It is shown that the derived conditions are characterized in terms of the solution to these linear matrix inequalities. Finally, n…

Stability analysis for stochastic hybrid systems: A survey

2014

This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical systems that combine continuous change and instantaneous change and that also include random effects. We re-emphasize the common features found in most of the models that have appeared in the literature, which include stochastic switched systems, Markov jump systems, impulsive stochastic systems, switching diffusions, stochastic impulsive systems driven by renewal processes, diffusions driven by Lévy processes, piecewise-deterministic Markov processes, general stochastic hybrid systems, and stochastic hybrid inclusions. Then we review many of the stability concepts that have been studied, inclu…

2014

This paper deals with the fault detection problem for a class of discrete-time wireless networked control systems described by switching topology with uncertainties and disturbances. System states of each individual node are affected not only by its own measurements, but also by other nodes’ measurements according to a certain network topology. As the topology of system can be switched in a stochastic way, we aim to designH∞fault detection observers for nodes in the dynamic time-delay systems. By using the Lyapunov method and stochastic analysis techniques, sufficient conditions are acquired to guarantee the existence of the filters satisfying theH∞performance constraint, and observer gains…

Stability analysis and controller design for a class of T-S fuzzy Markov jump system with uncertain expectation of packet dropouts

2013

This paper is concerned with an H∞ control for a class of Takagi-Sugeno (T-S) fuzzy Markov jump system under unreliable communication links. It is assumed that the transition probabilities determining the dynamical behavior of the underlying system are partially unknown and the communication links between the plant and the controller are imperfect (the packet dropouts occur intermittently). In this paper, a more practical scenario is considered in the setting, i.e., the expectation of packet losses represented as a description of Bernoulli-distributed stochastic process is uncertain. Attention is focused on the design of H∞ controllers such that the closed-loop system is stochastically stab…