Colored Noise in Dynamical Systems

DOI10.1137/0148023MaRDI QIDQ3779543zbMATH OpenOpenAlexFDO

Authors M. M. Klosek-Dygas, Zeev Schuss, B. J. Matkowsky

Publication date 1988

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0148023

zbMATH Keywords

first passage timeGaussian colored noisesingular perturbation methodsforward and backward Kolmogorov equationsproblem of escape of a particle

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic systems and control (93E99)

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Cited in

(44)

• Colored noise in activated rate processes
• Probabilistic solutions of nonlinear oscillators to subject random colored noise excitations
• Output tracking for nonlinear stochastic systems driven by bounded and colored noises
• A phase transition in a system driven by coloured noise
• scientific article; zbMATH DE number 15835 (Why is no real title available?)
• scientific article; zbMATH DE number 1425336 (Why is no real title available?)
• Stability analysis of random nonlinear systems with time-varying delay and its application
• Active disturbance rejection control for lower triangular uncertain stochastic nonlinear systems driven by coloured noises
• Dynamics of a stochastic fractional nonlocal reaction-diffusion model driven by additive noise
• Noise-induced optical bistability and state transitions in spin-crossover solids with delayed feedback
• Resonant bistable flows driven by colored noise
• Singular perturbations in noisy dynamical systems
• Different delays-induced regime shifts in a stochastic insect outbreak dynamics
• Colored noise and a characteristic level crossing problem
• Dynamics of multi-valued retarded p-Laplace equations driven by nonlinear colored noise
• Asymptotically autonomous dynamics for fractional subcritical nonclassical diffusion equations driven by nonlinear colored noise
• Curvature motion perturbed by a direction-dependent colored noise
• Colored noise modelling in the reliability evaluation of electric power systems
• Asymptotic behavior of random reaction-diffusion delay equations driven by colored noise
• Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma
• Random attractors of Fitzhugh-Nagumo systems driven by colored noise on unbounded domains
• Colored noise enhanced stability in a tumor cell growth system under immune response
• Improved stability theorems of random nonlinear time delay systems and their application
• Random attractors of fractional \(p\)-Laplacian equation driven by colored noise on \(\mathbb{R}^n\)
• Coloured noise from stochastic inflows in reaction-diffusion systems
• scientific article; zbMATH DE number 6781515 (Why is no real title available?)
• Approximate stationary solution and stochastic stability for a class of differential equations with parametric colored noise
• Analysis of small disturbances of transmission lines in dynamic stability studies
• Nonlocal stationary probability distributions and escape rates for an active Ornstein-Uhlenbeck particle
• Dynamics of non-autonomous fractional Ginzburg-Landau equations driven by colored noise
• scientific article; zbMATH DE number 1070310 (Why is no real title available?)
• The distribution of exit times for weakly colored noise
• Probabilistic solutions of nonlinear oscillators excited by combined colored and white noise excitations
• Effective Markovian approximation for non-Gaussian noises: A path integral approach
• Asymptotic behavior of non-autonomous random Ginzburg-Landau equation driven by colored noise
• Anomalous dynamics of inertial systems driven by colored Lévy noise
• Long term behavior of random Navier-Stokes equations driven by colored noise
• Asymptotic behavior of random coupled Ginzburg-Landau equation driven by colored noise on unbounded domains
• Penalization of nonsmooth dynamical systems with noise: ergodicity and asymptotic formulae for threshold crossings probabilities
• Approximations of center manifolds for delay stochastic differential equations with additive noise
• Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise
• A generalized approach to the mean first passage time of a dynamic power system
• Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise
• Random attractors of reaction-diffusion equations without uniqueness driven by nonlinear colored noise

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