Using the Euler–Maruyama numerical method, we present calculations of the Ermakov–Lewis invariant and the dynamic, geometric, and total phases for several cases of stochastic parametric oscillators, including the simplest case of the stochastic harmonic oscillator. The results are compared...

The theory of stochastic dynamics of an inhomogeneous quantum system is being explored in this work by calculating the decay rate from a metastable state of a Brownian particle under the influence of quantum state-dependent friction and diffusion. We begin with the appropriate c-number...

By considering a nonlinear combination of the probabilities of a system, a physical interpretation of Tsallis statistics as representing the nonlinear coupling or decoupling of statistical states is proposed. The escort probability is interpreted as the coupled probability, with Q=1−q defined...

We deal with the 3D inviscid Leray-α model. The well posedness for this problem is not known; by adding a random perturbation we prove that there exists a unique (in law) global solution. The random forcing term formally preserves conservation of energy. The result holds for the initial...

We show that non-linear diffusion equations can describe state-dependent diffusion, i.e., fission–fusion dynamics. We thereby provide a new dynamical basis for understanding Tsallis distributions (q-Gaussian distributions), anomalous diffusion (subdiffusion, superdiffusion and superballistic...

The stochastic resonance in an underdamped quartic double-well potential with time delayed feedback is studied numerically. The signal power amplification is employed to characterize the stochastic resonance of the system. Simulation results indicate that: (i) for moderate frequency of the...

By the method of eigenfunction expansion, we study the linear response to a time-dependent external field for stochastic systems described by the one-dimensional subdiffusive fractional Fokker–Planck equation with a general confining potential and natural boundary conditions; an expression for...

In the past decade, it has been recognized that noise can enhance the response of nonlinear systems to weak signals, via a mechanism known as stochastic resonance (SR). Particularly, the concept of SR has generated considerable interest in sensory biology, because it has been shown in several...