Logistic growth models are recurrent in biology, epidemiology, market models, and neural and social networks. They find important applications in many other fields including laser modelling. In numerous realistic cases the growth rate undergoes stochastic fluctuations and we consider a growth model with a stochastic growth rate modelled via an asymmetric Markovian dichotomic noise. We find an exact analytical solution for the probability distribution providing a powerful tool with applications ranging from biology to astrophysics and laser physics.
We show that the current fluctuations and nonlinear response of Markovian dynamics can be obtained from a system of polynomial equations. This offers new opportunities for analytical and numerical results. As an example, we derive new expressions for the current nonlinear response coefficients.
This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems based on non-Markovian stochastic equations are notoriously difficult. A common approximation is that of a single-exponential memory, corresponding to the introduction of one auxiliary variable coupled to the Markovian dynamics of the main variable. As a generalization, we here investigate a class of "toy" models with altogether three degrees of freedom, gi…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes under consideration are Markovian, despite abundant non-Markovian dynamics found in complex systems. Here we introduce a simple and physically appealing analytical framework to calculate the first passage time statistics of non-Markovian walkers grounded in a fundamental principle of nonequilibrium statistical physics that connects the fluctuations in stochasti…
We study the response of Preisach models of hysteresis to stochastically fluctuating external fields. We perform numerical simulations which indicate that analytical expressions derived previously for the autocorrelation functions and power spectral densities of the Preisach model with uncorrelated input, hold asymptotically also if the external field shows exponentially decaying correlations. As a consequence, the mechanisms causing long-term memory and 1/f-noise in Preisach models with uncorrelated inputs still apply in the presence of fast decaying input correlations. We collect additional …
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical expressions for transport coefficients was found. Generalized Langevin equations and fluctuation-dissipation relations are derived for the case of a nonlinear non-Markovian noise. The explicit expressions for the time-dependent friction and diffusion coefficients are presented for the case of linear couplings in the coordinate between the collective two coupled harmon…
We compare the thermal escape rates of a Brownian particle, initially trapped into one of the two wells of an asymmetric double-well potential, for thermal Markovian and non-Markovian noise. The Markovian treatment of this problem goes originally back to the studies of Kramers in 1940 and is therefore often referred to as "Kramers's escape rate problem". We solve the generalized Langevin equation for the trajectories of the particles numerically and analytically for both limiting cases, Markovian and non-Markovian thermal noise. We compute the escape rate and work out the fundamental differenc…
The Dicke model famously exhibits a phase transition to a superradiant phase with a macroscopic population of photons and is realized in multiple settings in open quantum systems. In this work, we study a variant of the Dicke model where the cavity mode is lossy due to the coupling to a Markovian environment while the atomic mode is coupled to a colored bath. We analytically investigate this model by inspecting its low-frequency behavior via the Schwinger-Keldysh field theory and carefully examine the nature of the corresponding superradiant phase transition. Integrating out the fast modes, we…
