Use of Hamiltonian mechanics in systems driven by colored noise

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چکیده

منابع مشابه

Use of Hamiltonian mechanics in systems driven by colored noise.

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is colored, these may be put into a Hamiltonian form which leads to better insights and improved numerical treatments. We concentrate on solving Hamilton's equati...

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Interspike interval statistics of neurons driven by colored noise.

A perfect integrate-and-fire model driven by colored noise is studied by means of the interspike interval (ISI) density and the serial correlation coefficient. Exact and approximate expressions for these functions are derived for weak dichotomous or Gaussian noise, respectively. It is shown that correlations in the input result in positive correlations in the ISI sequence and in a reduction of ...

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The quasideterministic approach in the decay of rotating unstable systems driven by gaussian colored noise

The quasideterministic (QD) approach and passage time (PT) distribution are proposed to characterize the decay process of rotating unstable systems submitted to the action of gaussian colored noise and constant external force. The Langevin type equation is formulated in two spaces of coordinates represented by the x and y vectors, being y a transformed space of coordinates obtained through a ti...

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Statistics of a neuron model driven by asymmetric colored noise.

Irregular firing of neurons can be modeled as a stochastic process. Here we study the perfect integrate-and-fire neuron driven by dichotomous noise, a Markovian process that jumps between two states (i.e., possesses a non-Gaussian statistics) and exhibits nonvanishing temporal correlations (i.e., represents a colored noise). Specifically, we consider asymmetric dichotomous noise with two differ...

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Modulated escape from a metastable state driven by colored noise.

Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system, capturing the color of the noise by effective and time-dependent boundary conditions. We apply the formalism to a model of the excitability of neuronal membranes, ...

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ژورنال

عنوان ژورنال: Physical Review E

سال: 1995

ISSN: 1063-651X,1095-3787

DOI: 10.1103/physreve.51.2974