2024/11/19 by Ewan T. Phillips, Phillips, Ewan T., Benjamin Lindner +3
Physics and Astronomy · #Adaptation and Self-Organizing Systems (nlin.AO) #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Mechanical and Optical Resonators #Statistical Mechanics (cond-mat.stat-mech) #Statistics Theory (math.ST) #stochastic dynamics and bifurcation
paper · pdf · doi:10.48550/arxiv.2411.13606
openalex publication_date 2024/11/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly causes the mass of the stationary probability distribution to become increasingly concentrated around the minima of the multiplicative noise term, whilst under quite general conditions exhibiting a kind of intermittent burst like jumps between these minima. If the multiplicative noise term has one zero this causes on-off intermittency. Our framework relies on first term expansions, which become more accurate for larger noise intensities. In this work we show that the full width half maximum in addition to the maximum is appropriate for quantifying the stationary probability distribution (instead of the mean and variance, which are often undefined). We define a corresponding new kind of weak sense stationarity. We consider a double well potential as an example of application, demonstrating relevance to tipping points in noisy systems.