# STOCHASTIC EFFECTS IN PHYSICAL SYSTEMS

@article{Miguel2000STOCHASTICEI, title={STOCHASTIC EFFECTS IN PHYSICAL SYSTEMS}, author={M. S. Miguel and R. Toral}, journal={arXiv: Condensed Matter}, year={2000}, pages={35-127} }

The study of the effects of noise and fluctuations is a well established subject in several different disciplines ranging from pure mathematics (stochastic processes) to physics (fluctuations) and electrical engineering (noise and radiophysics). In traditional statistical physics, fluctuations are of thermal origin giving rise to small departures from a mean value. They tend to zero as one approaches the thermodynamic limit in which different statistical descriptions (different ensembles… Expand

#### 144 Citations

Multiplicative Noise in Non-equilibrium Phase Transitions: A tutorial

- Physics
- 2003

Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and… Expand

STOCHASTIC RESONANCE IN BISTABLE AND EXCITABLE SYSTEMS: EFFECT OF NON-GAUSSIAN NOISES

- Mathematics
- 2003

We analyze stochastic resonance in systems driven by non-Gaussian noises. For the bistable double well we compare the signal-to-noise ratio resulting from numerical simulations with some… Expand

Enhancement of stability in systems with metastable states

- Physics
- 2007

The investigation of noise‐induced phenomena in far from equilibrium systems is one of the approach used to understand the behaviour of physical and biological complex systems. Metastability is a… Expand

Physical approaches to the dynamics of genetic circuits: a tutorial

- Computer Science, Biology
- 2011

An overview of the dynamical phenomena exhibited by genetic circuits and their functional significance is presented, and the theoretical and experimental approaches that are being used to unravel the relationship between circuit structure and function in dynamical cellular processes under the influence ofnoise are described. Expand

Influence of the noise spectrum on the anomalous diffusion in a stochastic system.

- Physics, Medicine
- Physical review. E, Statistical, nonlinear, and soft matter physics
- 2009

An effective Markovian description is used to study the long-time behavior of a nonlinear second-order Langevin equation with a Gaussian noise and the asymptotic expression of the probability distribution function in phase space is calculated analytically. Expand

Influence of the Noise Spectrum on Stochastic Acceleration

- Physics
- 2009

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system… Expand

Scaling and synchronization in deterministic and stochastic nonlinear dynamical systems

- Physics, Computer Science
- 2001

The synchronization transition in strongly coupled spatially extended chaotic systems is shown to resemble a continuous phase transition, with the coupling strength and the synchronization error as control and order parameter, respectively. Expand

Multiplicative noise in the longitudinal mode dynamics of a bulk semiconductor laser.

- Physics, Medicine
- Physical review. E, Statistical, nonlinear, and soft matter physics
- 2006

The model can be reduced to a one-dimensional bistable potential system with a multiplicative stochastic term related to the current noise strength and clarifies the influence of the different noise sources on the hopping dynamics. Expand

A Numerical Simulation on Coherence Resonance and Stochastic Synchrony

- Mathematics
- 2009 International Conference on Artificial Intelligence and Computational Intelligence
- 2009

Discussed a noise-driven excitable system both analytically and numerically. By analyzing the density distribution of trajectories, we find that the noise can induce the system to forward quite… Expand

Correlations in semiconductor ring lasers in the bidirectional regime

- Chemistry
- 2007

We study the influence of spontaneous emission noise in a two-mode model for semiconductor ring lasers, biased in the bidirectional static emission regime. The analysis is carried out by linearizing… Expand

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