A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker–Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling λ between noise terms can induce the reentrance-like...

The effects of correlations between additive and multiplicative noises on the state variable correlation function of a bistable system driven by cross-correlated noises were studied. Applying an approximate Fokker–Planck equation to the system, the analytic expression for the state variable...

The mean work required to drive a bistable system from one equilibrium state to another is calculated by using a Langevin simulation combined with Monte Carlo sampling. The resulting work depends not only on the proposal form but also on the temperature, because the particle subjected to thermal...

Bistable system is a typical model in stochastic resonance (SR) researching. And it has been known that the deterministic dynamics of a noised system plays an important role in making SR phenomena occur. By embedding a non-autonomous system onto a cylinder, or extending the one-dimensional...

For a double-well potential consisting of a truncated quartic potential and a truncated harmonic potential, the inter-well escape rates of Lévy particles are investigated numerically, and analytically for the Cauchy case, with focus on the former. The escape rate of Lévy particles from the...

We have used an exact functional approach to solve a plane rotator in presence of Lévy noise. The cosine relaxation has been calculated. Its non-autonomous generalization can also be solved in the context of our functional analysis.

We study the dynamics of particles in an external anisotropic periodic potential under the influence of additive white Lévy noise, in a general not overdamped situation. Different quantities characterizing directionality, coherence and dispersion are analyzed as functions of the mass and other...

In this paper, we investigate stochastic bifurcation for a tumor–immune system in the presence of a symmetric non-Gaussian Lévy noise. Stationary probability density functions will be numerically obtained to define stochastic bifurcation via the criteria of its qualitative change, and...

The probability density function of the response of a nonlinear system under external α-stable Lévy white noise is ruled by the so called Fractional Fokker–Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function 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...