Search results for "fluctuation phenomena"

showing 10 items of 38 documents

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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Role of sub- and super-Poisson noise sources in population dynamics

2020

In this paper we present a study on pulse noise sources characterized by sub- and super-Poisson statistics. We make a comparison with their uncorrelated counterpart. i.e. pulse noise with Poisson statistics, while showing that the correlation properties of sub- and super-Poisson noise sources can be efficiently applied to population dynamics. Specifically, we consider a termite population, described by a Langevin equation in the presence of a pulse noise source, and we study its dynamics and stability properties for two models. The first one describes a population of several colonies in a new territory with adverse environmental conditions. The second one considers the development of a sing…

Statistics and Probabilityeducation.field_of_studyStochastic processCorrelation functions Fluctuation phenomena Population dynamics Stochastic processesDynamics (mechanics)PopulationShot noiseStatistical and Nonlinear PhysicsStatistical physicsStatistics Probability and UncertaintyeducationMathematicsJournal of Statistical Mechanics: Theory and Experiment
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Tuning active Brownian motion with shot noise energy pulses

2009

The main aim of this work is to explore the possibility of modeling the biological energy support mediated by absorption of ATP (adenosine triphosphate) as an energetic shot noise. We develop a general model with discrete input of energy pulses and study shot-noise-driven ratchets. We consider these ratchets as prototypes of Brownian motors driven by energy-rich ATP molecules. Our model is a stochastic machine able to acquire energy from the environment and convert it into kinetic energy of motion. We present characteristic features and demonstrate the possibility of tuning these motors by adapting the mean frequency of the discrete energy inputs, which are described as a special shot noise…

Statistics and ProbabilityPhysicsPhysics::Biological PhysicsWork (thermodynamics)driven diffusive systems (theory) stochastic particle dynamics (theory) molecular motors (theory) molecular dynamics BRonian motion Fluctuation phenomenaShot noiseStatistical and Nonlinear PhysicsKinetic energyBrownian motorQuantitative Biology::Subcellular ProcessesClassical mechanicsMolecular motorStatistical physicsStatistics Probability and UncertaintyAbsorption (electromagnetic radiation)Energy (signal processing)Brownian motion
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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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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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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…

DYNAMICSJosephson effectKRAMERS PROBLEMPhase (waves)Thermal fluctuationsFOS: Physical sciencesNoise processes and phenomenaSettore FIS/03 - Fisica Della MateriaPi Josephson junctionSuperconductivity (cond-mat.supr-con)symbols.namesakeLEVY FLIGHTSCALING LAWSCondensed Matter::SuperconductivityMesoscale and Nanoscale Physics (cond-mat.mes-hall)Stochastic analysis methodFluctuation phenomenaANOMALOUS DIFFUSIONENHANCED STABILITYSuperconductivityPhysicsRESONANT ACTIVATIONCondensed Matter - Mesoscale and Nanoscale PhysicsCondensed matter physicsNoise (signal processing)Condensed Matter - SuperconductivityBiasingJosephson deviceCondensed Matter PhysicsElectronic Optical and Magnetic MaterialsZERO-VOLTAGE STATEGaussian noisesymbolsZERO-VOLTAGE STATE; ALPHA-STABLE NOISE; RESONANT ACTIVATION; LEVY FLIGHT; ANOMALOUS DIFFUSION; ENHANCED STABILITY; KRAMERS PROBLEM; SCALING LAWS; DYNAMICS; BEHAVIORALPHA-STABLE NOISEBEHAVIOR
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Numerical investigation of optical heartbeats with external driving forces

2010

The role of harmonic and random external forces in a phenomenological nonlinear model of optical heartbeats is investigated. External forces trigger damped oscillations at the natural frequency of the system and higher harmonics. The numerical results are compared with experimental ones.

Fluctuation phenomena random processes noise and Brownian motionPhysicsClassical mechanicsNonlinear modelHarmonicsHarmonicGeneral Physics and AstronomyNatural frequencyMechanicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Damped oscillationsMoscow University Physics Bulletin
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Asymptotic regime in N random interacting species

2005

The asymptotic regime of a complex ecosystem with \emph{N}random interacting species and in the presence of an external multiplicative noise is analyzed. We find the role of the external noise on the long time probability distribution of the i-th density species, the extinction of species and the local field acting on the i-th population. We analyze in detail the transient dynamics of this field and the cavity field, which is the field acting on the $i^{th}$ species when this is absent. We find that the presence or the absence of some population give different asymptotic distributions of these fields.

Fluctuation phenomena random processes noise and Brownian motionPhysicsPhysics - Physics and SocietyFluctuation phenomena random processes noise and Brownian motion; Nonlinear dynamics and nonlinear dynamical systems; Population dynamics and ecological pattern formation; Complex Systemseducation.field_of_studySettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciExtinctionField (physics)PopulationFOS: Physical sciencesComplex SystemsPhysics and Society (physics.soc-ph)External noiseCondensed Matter PhysicsComplex ecosystemMultiplicative noiseElectronic Optical and Magnetic MaterialsProbability distributionQuantitative Biology::Populations and EvolutionStatistical physicsNonlinear dynamics and nonlinear dynamical systemeducationLocal fieldComputer Science::Distributed Parallel and Cluster ComputingPopulation dynamics and ecological pattern formation
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Critical Phenomena and Diffusion in Complex Systems

2008

TurbulenceBranching processeComplex SystemAnomalous diffusionNonlinear random waveFluctuation phenomenaSignals and information transferFluctuations in quantum systemsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)
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Environmental Noise and Nonlinear Relaxation in Biological Systems

2012

We analyse the effects of environmental noise in three different biological systems: (i) mating behaviour of individuals of 'Nezara viridula' (L.) (Heteroptera Pentatomidae); (ii) polymer translocation in crowded solution; (iii) an ecosystem described by a Verhulst model with a multiplicative Lèvy noise. Specifically, we report on experiments on the behavioural response of 'N. viridula' individuals to sub-threshold deterministic signals in the presence of noise. We analyse the insect response by directionality tests performed on a group of male individuals at different noise intensities. The percentage of insects which react to the sub-threshold signal shows a non-monotonic behavior, charac…

Fluctuation phenomena random processes noise and Brownian motionSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciNoise in biological systems; Biophysical mechanisms of interaction; Fluctuation phenomena random processes noise and Brownian motion; Molecular dynamics Brownian dynamics; Molecular interactions; membrane-protein interactionsMolecular dynamics Brownian dynamicMolecular interactionNoise in biological systemmembrane-protein interactionsBiophysical mechanisms of interaction
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