Stochastic description of delayed systems

DOI10.1098/RSTA.2012.0458MaRDI QIDQ2955550zbMATH OpenOpenAlexWikidataFDO

Authors Luis F. Lafuerza, Raúl Toral

Publication date 13 January 2017

Published in Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.4881

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Applications of continuous-time Markov processes on discrete state spaces (60J28) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)

Abstract: We study general stochastic birth and death processes including delay. We develop several approaches for the analytical treatment of these non-Markovian systems, valid, not only for constant delays, but also for stochastic delays with arbitrary probability distributions. The interplay between stochasticity and delay and, in particular, the effects of delay in the fluctuations and time correlations are discussed.

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Cites work

• Langevins stochastic differential equation extended by a time-delayed term
• Stochastic models of gene expression with delayed degradation
• Stochastic two-delay differential model of delayed visual feedback effects on postural dynamics
• The time-delayed inverted pendulum: implications for human balance control

Cited in

(8)

• Analysis of non-Markovian effects in generalized birth-death models
• A new approach to simulating stochastic delayed systems
• Reduced dynamics for delayed systems with harmonic or stochastic forcing
• Dynamics, control and information in delay-coupled systems: an overview
• Time-delayed feedback control of coherence resonance near subcritical Hopf bifurcation: theory versus experiment
• Stochastic systems with delay: perturbation theory for second order statistics
• A comparison of stochastic systems with different types of delays
• Stochastic three-state model with delay

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