Dynamical Multimodality in Systems Driven by Ornstein–Uhlenbeck Noise

The properties of dynamical systems driven by noise are determined by the combined action of deterministic forces and random fluctuations. The action of non-white (correlated) noise is capable of producing stationary states with a number of modes larger than the number of (stable) fixed points of th...

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Veröffentlicht in:Entropy (Basel, Switzerland) Jg. 27; H. 3; S. 263
Hauptverfasser: Mandrysz, Michał, Dybiec, Bartłomiej
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Switzerland MDPI AG 02.03.2025
MDPI
Schlagworte:
Approximation
dichotomous noise
Dynamical systems
Noise
Numerical analysis
Ordinary differential equations
Ornstein–Uhlenbeck process
Random noise theory
Random variables
stationary density
stochastic dynamics
Stochastic models
Poland
stationary density
Ornstein–Uhlenbeck process
dichotomous noise
stochastic dynamics
ISSN:1099-4300, 1099-4300
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Zusammenfassung:The properties of dynamical systems driven by noise are determined by the combined action of deterministic forces and random fluctuations. The action of non-white (correlated) noise is capable of producing stationary states with a number of modes larger than the number of (stable) fixed points of the deterministic potential. In particular, the action of Ornstein–Uhlenbeck noise can induce the bimodality of the stationary states in fixed single-well potentials. Here, we study the emergence of dynamical multimodality in systems subject to the simultaneous action of Ornstein–Uhlenbeck and Markovian dichotomous noise in 1D and 2D setups. The randomization of the potential due to the action of dichotomous noise can be used to control the number of modes in the stationary states.
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ISSN:1099-4300
1099-4300
DOI:10.3390/e27030263