Search results for "stochastic"

Drift-controlled anomalous diffusion: a solvable Gaussian model

2000

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In particular diffusive, subdiffusive, superdiffusive and stretched exponentially diffusive processes are described by this model for specific values of the two control parameters. The model is also investigated in the presence of an external harmonic potential. We prove that the relaxation to the stationary solution is power-law in time with an exponent controlled by one of model parameters.

Probabilistic description of traffic breakdowns

2001

We analyze the characteristic features of traffic breakdown. To describe this phenomenon we apply to the probabilistic model regarding the jam emergence as the formation of a large car cluster on highway. In these terms the breakdown occurs through the formation of a certain critical nucleus in the metastable vehicle flow, which enables us to confine ourselves to one cluster model. We assume that, first, the growth of the car cluster is governed by attachment of cars to the cluster whose rate is mainly determined by the mean headway distance between the car in the vehicle flow and, may be, also by the headway distance in the cluster. Second, the cluster dissolution is determined by the car …

Accelerated transport and growth with symmetrized dynamics

2013

In this paper we consider a model of accelerated dynamics with the rules modified from those of the recently proposed [Dong et al., Phys. Rev. Lett. 109, 130602 (2012)] accelerated exclusion process (AEP) such that particle-vacancy symmetry is restored to facilitate a mapping to a solid-on-solid growth model in $1+1$ dimensions. In addition to kicking a particle ahead of the moving particle, as in the AEP, in our model another particle from behind is drawn, provided it is within the ``distance of interaction'' denoted by ${\ensuremath{\ell}}_{\mathrm{max}}$. We call our model the doubly accelerated exclusion process (DAEP). We observe accelerated transport and interface growth and widening …

A Langevin Approach to the Diffusion Equation

2002

We propose a generalized Langevin equation as a model for the diffusion equation of air pollution in the atmosphere. We write down a partial stochastic differential equation for the pollutant concentration, which we solve exactly obtaining the first and the second moment of the pollutant concentration. We obtain a linear multiplicative stochastic differential equation for the Fourier components of the concentration, which can be used to calculate higher moments of the concentration. We obtain the exact steady state solution in the case of neutral atmosphere and a general expression of the mean concentration as a function of the fluctuation intensity of the wind speed, the diffusion coeffici…

Acceleration of diffusion in randomly switching potential with supersymmetry

2004

We investigate the overdamped Brownian motion in a supersymmetric periodic potential switched by Markovian dichotomous noise between two configurations. The two configurations differ from each other by a shift of one-half period. The calculation of the effective diffusion coefficient is reduced to the mean first passage time problem. We derive general equations to calculate the effective diffusion coefficient of Brownian particles moving in arbitrary supersymmetric potential. For the sawtooth potential, we obtain the exact expression for the effective diffusion coefficient, which is valid for the arbitrary mean rate of potential switchings and arbitrary intensity of white Gaussian noise. We…

The Fokker-Planck Equation

2009

Stochastic Kinetics with Wave Nature

2003

We consider stochastic second-order partial differential equations. We indroduce a noisy non-linear wave equation and discuss its connections, in particular via the Lorentz transformation, with known stochastic models.

A New Non-stationary Channel Model Based on Drifted Brownian Random Paths

2014

This paper utilizes Brownian motion (BM) processes with drift to model mobile radio channels under non-stationary conditions. It is assumed that the mobile station (MS) starts moving in a semi-random way, but subject to follow a given direction. This moving scenario is modelled by a BM process with drift (BMD). The starting point of the movement is a fixed point in the two-dimensional (2D) propagation area, while its destination is a random point along a predetermined drift. To model the propagation area, we propose a non-centred one-ring scattering model in which the local scatterers are uniformly distributed on a ring that is not necessarily centred on the MS. The semi-random movement of …

Magnetostochastic resonance under colored noise condition

2012

Stochastic resonance (SR) is an amplification of the system output in correspondence of well-defined finite values of the noise strength that is injected into the system [Gammaitoni et al., Rev. Mod. Phys. 70, 223 (1998), Grigorenko et al., IEEE Trans. Magn. 31, 2491 (1995), Mantegna et al., J. Appl. Phys. 97, 10E519 (2005)]. In order to clarify the influence of a colored noise, in this paper magnetostochastic resonance (MSR) in magnetic systems described by the dynamic Preisach model is numerically investigated in the presence of colored noise. In this paper it is shown that: a) noise spectrum affects MSR; b) white noise, 1/f and 1/f(2) noise induce in magnetic systems described by the dyn…

Noise effects on gap wave propagation in a nonlinear discrete LC transmission line

2007

International audience; We report here the results of numerical investigation of noise effects on the propagation in a nonlinear waveguide modeled by a discrete electrical line. Considering a periodic signal of frequency exceeding the natural cutoff frequency of this system, we show that noise can be used to trigger soliton generation in the medium. Besides the classical stochastic resonance signature exhibited by each oscillator of the network, our simulation results reveal in particular that the signal-to-noise ratio remains almost constant in the whole network for an appropriate amount of noise. This interesting feature insures for the generated solitons a quality preserved propagation a…