Fluctuation-induced transport in a correlation ratchet driven by both additive Gaussian white and additive Ornstein-Uhlenbeck (colored) noise is studied numerically and interpreted against theoretical predictions. The current, as well as the current-load curve, exhibits a different behavior depending on the scaling of the colored noise strength. This archetypal correlation ratchet is capable of...

Ahtract-The optimum minimum MSE equalization, both linear and decision feedback, of a digital fiber optic transmission system with Poisson signal statistics and additive wide-sense stationary noise is considered. The problem is reduced to the solution of a certain integral equation, with solutions obtained for certain special cases, including white and band-limited additive noise. Numerical res...

We present some result about phase separation in coupled map lattices with additive noise. We show that additive noise acts as an ordering agent in this class of systems. In particular, in the weak coupling region, a suitable quantity of noise leads to complete ordering. Extrapolating our results at small coupling, we deduce that this phenomenon could take place also in the limit of zero coupli...

This paper introduces a new nonlinear filter for a discrete time, linear system which is observed in additive non-Gaussian measurement noise. The new filter is recursive, computationally efficient and has significantly improved performance over other linear and nonlinear schemes. The problem of narrowband interference suppression in additive noise is considered as an important example of non-Ga...

In the existing “direct” white noise theory of nonlinear filtering, the state process is still modelled as a Markov process satisfying an It6 stochastic differential equation, while a “finitely additive” white noise is used to model the observation noise. We remove this asymmetry by modelling the state process as the solution of a (stochastic) differential equation with a “finitely additive” wh...

We report the effect of doubly stochastic resonance which appears in nonlinear extended systems if the influence of noise is twofold: A multiplicative noise induces bimodality of the mean field of the coupled network and an independent additive noise governs the dynamic behavior in response to small periodic driving. For optimally selected values of the additive noise intensity stochastic reson...

The suprathreshold stochastic resonance in multithreshold neuronal networks system driven by multiplicative Gaussian noise and additive Gaussian noise is studied. The expression of the mutual information is derived, and the effects of the noise intensity and system parameter on mutual information are discussed. It is found that adjusting the additive noise intensity is more effective than adjus...

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong. keywords fluctuation-dissipation theorem, Langevin equation, multiplicative noise, Levy flight.

Suppression of selection among broken-symmetry states has been found in doublewell system resulting from two simultaneous correlated white noises, one additive and the other multiplicative. Symmetry-asymmetry-symmetry transition is reentrant as a function of the additive noise intensity for small multiplicative noise.

Abstract: In this paper we study the numerical treatment of Stochastic Differential Equations with additive noise and one dimensional Wiener process. We develop two, three and four stage Runge–Kutta methods which attain deterministic order up to four and stochastic order up to one and a half specially constructed for this class of problems. Numerical tests and comparisons with other known metho...