Received () Revised () Accepted () A noise source model, consisting of a pulse sequence at random times with memory, is presented. By varying the memory we can obtain variable randomness of the stochastic process. The delay time between pulses, i. e. the noise memory, produces different kinds of correlated noise ranging from white noise, without delay, to quasi-periodical process, with delay close to the average period of the pulses. The spectral density is calculated. This type of noise could be useful to describe physical and biological systems where some delay is present. In particular it could be useful in population dynamics. A simple dynamical model for epidemiological infection with this noise source is presented. We find that the time behavior of the illness depends on the noise parameters. Specifically the amplitude and the memory of the noise affect the number of infected people.
The stability of a simple dynamical system subject to multiplicative one-side pulse noise with hidden periodicity is investigated both analytically and numerically. The stability analysis is based on the exact result for the characteristic functional of the renewal pulse process. The influence of the memory effects on the stability condition is analyzed for two cases: (i) the dead-time-distorted Poissonian process, and (ii) the renewal process with Pareto distribution. We show that, for fixed noise intensity, the system can be stable when the noise is characterized by high periodicity and unstable at low periodicity.
Processes that are far both from equilibrium and from phase transition are studied. It is shown that a process with mean velocity that exhibits power-law growth in time can be analyzed using the Langevin equation with multiplicative noise. The solution to the corresponding Fokker-Planck equation is derived. Results of the numerical solution of the Langevin equation and simulation of the motion of particles in a billiard system with a time-dependent boundary are presented.
By means of a thermodynamic approach we analyze billiards in the form of the Lorentz gas with the open horizon. For periodic and stochastic oscillations of the scatterers, the average velocity of the particle ensemble as a function of time is analytically obtained. It is shown that the consequence of such oscillations is Fermi acceleration which is larger for periodic oscillations. The described results do not depend on the size of scatterers and their position. Only the property of the horizon openness is necessary. It is found that the developed thermodynamic approach is in a very good agreement with the results of the direct numerical simulations at which the corresponding billiard map is used.
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