Stationary and dynamical properties have been discussed of the coupled N -unit Langevin model subjected to spatially-correlated additive and multiplicative noise. We have employed numerical simulations and the analytical augmented-moment method which is the second-order moment method for local and global variables. It has been shown that the synchrony of an ensemble is increased (decreased) by ...

Stabilization of dynamics of a system is of great concern to the researchers and practitioners over the years. It is observed that the system is more viscous if one adds a noise in the system. In the present situation the system is perturbed by a (multiplicative) noise and the stable/unstable behavior is examined. It is then observed, one can stabilize or destablize a large class of (autonomous...

Majority of image filtering techniques are designed under assumption that noise is of special, a priori known type and it is i.i.d., i.e. spatially uncorrelated. However, in many practical situations the latter assumption is not true due to several reasons. Moreover, spatial correlation properties of noise might be rather different and a priori unknown. Then the assumption that noise is i.i.d. ...

State estimators are crucial components of anomaly detectors that used to monitor cyber-physical systems. Many frequently-used state susceptible model risk as they rely critically on the availability an accurate state-space model. Modeling errors make it more difficult distinguish whether deviations from expected behavior due anomalies or simply a lack knowledge about system dynamics. In this r...

The non-linear dissipation corresponding to a non-Gaussian thermal bath is introduced together with a multiplicative white noise source in the phenomenological Langevin description for the velocity of a particle moving in some potential landscape. Deriving the closed Kolmogorov’s equation for the joint probability distribution of the particle displacement and its velocity by use of functional m...

A new type of Langevin equation exhibiting a nontrivial phase transition associated with the presence of multiplicative noise is discussed. The equation is derived as a mesoscopic representation of the microscopic annealed Ising model ~AIM! proposed by Thorpe and Beeman, and reproduces perfectly its basic phenomenology. The AIM exhibits a nontrivial behavior as the temperature is increased, in ...

A spatially extended Lotka-Volterra system of two competing species in the presence of two correlated noise sources is analyzed: (i) an external multiplicative time correlated noise, which mimics the interaction between the system and the environment; (ii) a dichotomous stochastic process, whose jump rate is a periodic function, which represents the interaction parameter between the species. Th...