Dynamical Multimodality in Systems Driven by Ornstein-Uhlenbeck Noise

被引:0
|
作者
Mandrysz, Michal [1 ]
Dybiec, Bartlomiej [2 ,3 ]
机构
[1] Jagiellonian Univ, Fac Phys Astron & Appl Comp Sci, Ul St Lojasiewicza 11, PL-30348 Krakow, Poland
[2] Jagiellonian Univ, Inst Theoret Phys, Ul St Lojasiewicza 11, PL-30348 Krakow, Poland
[3] Jagiellonian Univ, Mark Kac Ctr Complex Syst Res, Ul St Lojasiewicza 11, PL-30348 Krakow, Poland
关键词
Ornstein-Uhlenbeck process; dichotomous noise; stationary density; stochastic dynamics; COLORED-NOISE; SUPERDIFFUSION; DISTRIBUTIONS; OSCILLATOR; BIMODALITY; BEHAVIOR; WHITE;
D O I
10.3390/e27030263
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The properties of dynamical systems driven by noise are determined by the combined action of deterministic forces and random fluctuations. The action of non-white (correlated) noise is capable of producing stationary states with a number of modes larger than the number of (stable) fixed points of the deterministic potential. In particular, the action of Ornstein-Uhlenbeck noise can induce the bimodality of the stationary states in fixed single-well potentials. Here, we study the emergence of dynamical multimodality in systems subject to the simultaneous action of Ornstein-Uhlenbeck and Markovian dichotomous noise in 1D and 2D setups. The randomization of the potential due to the action of dichotomous noise can be used to control the number of modes in the stationary states.
引用
收藏
页数:13
相关论文
共 50 条
  • [1] Multimodality in systems driven by Ornstein-Uhlenbeck noise
    Dybiec, Bartlomiej
    CHAOS, 2024, 34 (11)
  • [2] On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
    Bercu, Bernard
    Proia, Frederic
    Savy, Nicolas
    STATISTICS & PROBABILITY LETTERS, 2014, 85 : 36 - 44
  • [3] AN APPROXIMATE MASTER EQUATION FOR SYSTEMS DRIVEN BY LINEAR ORNSTEIN-UHLENBECK NOISE
    LUCZKA, J
    PHYSICA A, 1988, 153 (03): : 619 - 635
  • [4] EXACTLY SOLVABLE MODELS OF NONLINEAR DYNAMICAL-SYSTEMS DRIVEN BY COLORED ORNSTEIN-UHLENBECK AND RAYLEIGH NOISE
    KONSTANTINOV, AF
    LOGINOV, VM
    THEORETICAL AND MATHEMATICAL PHYSICS, 1993, 97 (03) : 1370 - 1381
  • [5] Anharmonic oscillator driven by additive Ornstein-Uhlenbeck noise
    Mallick, K
    Marcq, P
    JOURNAL OF STATISTICAL PHYSICS, 2005, 119 (1-2) : 1 - 33
  • [6] Analyzing a stochastic process driven by Ornstein-Uhlenbeck noise
    Lehle, B.
    Peinke, J.
    PHYSICAL REVIEW E, 2018, 97 (01)
  • [7] Fractional Ornstein-Uhlenbeck noise
    Fa, Kwok Sau
    ANNALS OF PHYSICS, 2018, 393 : 327 - 334
  • [8] Numerical Solutions of Stochastic PDEs Driven by Ornstein-Uhlenbeck Noise
    Guan, Ning
    Zhang, Zhongqiang
    Zhong, Xinghui
    JOURNAL OF SCIENTIFIC COMPUTING, 2025, 102 (03)
  • [9] Parameter Estimation for Ornstein-Uhlenbeck Driven by Ornstein-Uhlenbeck Processes with Small Levy Noises
    Zhang, Xuekang
    Shu, Huisheng
    Yi, Haoran
    JOURNAL OF THEORETICAL PROBABILITY, 2023, 36 (01) : 78 - 98
  • [10] On the stochastic pendulum with Ornstein-Uhlenbeck noise
    Mallick, K
    Marcq, P
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2004, 37 (17): : 4769 - 4785