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
  • [31] Ornstein-Uhlenbeck operators and semigroups
    Bogachev, V. I.
    RUSSIAN MATHEMATICAL SURVEYS, 2018, 73 (02) : 191 - 260
  • [32] Edgeworth expansion for the integrated Levy driven Ornstein-Uhlenbeck process
    Masuda, Hiroki
    Yoshida, Nakahiro
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2013, 18 : 1 - 10
  • [33] The Ornstein-Uhlenbeck neuronal model with signal-dependent noise
    Lánsky, P
    Sacerdote, L
    PHYSICS LETTERS A, 2001, 285 (3-4) : 132 - 140
  • [34] Quasi Ornstein-Uhlenbeck processes
    Barndorff-Nielsen, Ole E.
    Basse-O'Connor, Andreas
    BERNOULLI, 2011, 17 (03) : 916 - 941
  • [35] Relativistic Ornstein-Uhlenbeck Process
    J Stat Phys, 3-4 (945):
  • [36] Generalized Ornstein-Uhlenbeck processes
    Bezuglyy, V.
    Mehlig, B.
    Wilkinson, M.
    Nakamura, K.
    Arvedson, E.
    JOURNAL OF MATHEMATICAL PHYSICS, 2006, 47 (07)
  • [37] ORNSTEIN-UHLENBECK AND RENORMALIZATION SEMIGROUPS
    Faris, William G.
    MOSCOW MATHEMATICAL JOURNAL, 2001, 1 (03) : 389 - 405
  • [38] Parameter estimation from an Ornstein-Uhlenbeck process with measurement noise
    Carter, Simon
    Mujica-Parodi, Lilianne R.
    Strey, Helmut H.
    PHYSICAL REVIEW E, 2024, 110 (04)
  • [39] Stochastic Ornstein-Uhlenbeck capacitors
    Eliazar, I
    Klafter, J
    JOURNAL OF STATISTICAL PHYSICS, 2005, 118 (1-2) : 177 - 198
  • [40] A GENERALIZED ORNSTEIN-UHLENBECK PROCESS
    WITTIG, TA
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1984, 13 (01) : 29 - 43