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Effective Markovian approximation for non-Gaussian noises: a path integral approach
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In this paper, a path-integral approach was used to obtain a consistent Markovian approximation to the initially non-Markovian problem, which has been tested against extensive numerical simulations.Abstract:
We have analyzed diffusion in a double well potential driven by a colored non-Gaussian noise. Using a path-integral approach we have obtained a consistent Markovian approximation to the initially non-Markovian problem. Such an approximation allows us to get analytical expressions for the “mean-first-passage-time” that has been tested against extensive numerical simulations.read more
Citations
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Enhancement of stochastic resonance: the role of non Gaussian noises
TL;DR: In this paper, the authors analyzed the phenomenon of stochastic resonance in a double well potential driven by a colored non Gaussian noise and obtained a consistent Markovian approximation that enables them to get, through two state theory, analytical expressions for the signal-to-noise ratio, finding an enhancement of this quantity when the system departs from Gaussian behavior.
Journal ArticleDOI
Stochastic resonance in a bistable system with time-delayed feedback and non-Gaussian noise
Dan Wu,Shiqun Zhu +1 more
TL;DR: A general approximate Fokker–Planck equation of a stochastic system is obtained that finds that the number of peaks in SPD and the reentrant transition between one peak and two peaks and then to one peak again in the curve of SNR depends on the parameter q, the delay time τ , and the noise correlation time τ 0.
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Effect of non-Gaussian noise sources in a noise-induced transition
Horacio S. Wio,Raúl Toral +1 more
TL;DR: In this paper, the authors study a noise-induced transition when the system is driven by a noise source taken as colored and non-Gaussian, and show that there is a shift of the transition as the noise departs from the Gaussian behavior.
Journal ArticleDOI
Influence of noise on the synchronization of the stochastic Kuramoto model.
TL;DR: The Kuramoto model of globally coupled phase oscillators subject to Ornstein-Uhlenbeck and non-Gaussian colored noise is considered and the dependence of the threshold as well as the maximum degree of synchronization on the correlation time and the strength of the noise is studied.
Journal ArticleDOI
Bounded-noise-induced transitions in a tumor-immune system interplay.
TL;DR: It is proposed that the phenomenon of evasion of tumors from immune control at a temporal mesoscale might, in some cases, be due to random fluctuations in the levels of the immune system.
References
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Journal ArticleDOI
Possible generalization of Boltzmann-Gibbs statistics
TL;DR: In this paper, a generalized form of entropy was proposed for the Boltzmann-Gibbs statistics with the q→1 limit, and the main properties associated with this entropy were established, particularly those corresponding to the microcanonical and canonical ensembles.
Book
Stochastic processes in physics and chemistry
TL;DR: In this article, the authors introduce the Fokker-planck equation, the Langevin approach, and the diffusion type of the master equation, as well as the statistics of jump events.
Stochastic Processes in Physics and Chemistry
Abstract: Preface to the first edition. Preface to the second edition. Abbreviated references. I. Stochastic variables. II. Random events. III. Stochastic processes. IV. Markov processes. V. The master equation. VI. One-step processes. VII. Chemical reactions. VIII. The Fokker-Planck equation. IX. The Langevin approach. X. The expansion of the master equation. XI. The diffusion type. XII. First-passage problems. XIII. Unstable systems. XIV. Fluctuations in continuous systems. XV. The statistics of jump events. XVI. Stochastic differential equations. XVII. Stochastic behavior of quantum systems.
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Reaction-rate theory: fifty years after Kramers
TL;DR: In this paper, the authors report, extend, and interpret much of our current understanding relating to theories of noise-activated escape, for which many of the notable contributions are originating from the communities both of physics and of physical chemistry.