Noise-enhanced stability in fluctuating metastable states

Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems

This study examines the role of periodic information, the mechanism of influence, stochastic resonance, and its controllable analysis in complex corporate financial systems. A stochastic predator-prey complex corporate financial system model driven by periodic information is proposed. Additionally, we introduce signal power amplification to quantify the stochastic resonance phenomenon and develop a method for analyzing stochastic resonance in financial predator-prey dynamics within complex corporate financial systems. We optimize a simplified integral calculation method to enhance the proposed model's performance, which demonstrates superiority over benchmark models based on empirical evidence. Based on stochastic simulations and numerical calculations, we can observe multiple stochastic and multiple inverse stochastic resonances. Furthermore, variations in initial financial information, periodic information frequency, and corporate growth capacity induced stochastic resonance and inverse stochastic resonance. These variations also led to state transitions between the two resonance behaviors, indicating transition phenomena. These findings suggest the potential for regulating and controlling stochastic and inverse stochastic resonance in complex corporate finance, enabling controllable stochastic resonance behaviors.

Anomalous transport tuned through stochastic resetting in the rugged energy landscape of a chaotic system with roughness

Stochastic resetting causes kinetic phase transitions, whereas its underlying physical mechanism remains to be elucidated. We here investigate the anomalous transport of a particle moving in a chaotic system with a stochastic resetting and a rough potential and focus on how the stochastic resetting, roughness, and nonequilibrium noise affect the transports of the particle. We uncover the physical mechanism for stochastic resetting resulting in the anomalous transport in a nonlinear chaotic system: The particle is reset to a new basin of attraction which may be different from the initial basin of attraction from the view of dynamics. From the view of the energy landscape, the particle is reset to a new energy state of the energy landscape which may be different from the initial energy state. This resetting can lead to a kinetic phase transition between no transport and a finite net transport or between negative mobility and positive mobility. The roughness and noise also lead to the transition. Based on the mechanism, the transport of the particle can be tuned by these parameters. For example, the combination of the stochastic resetting, roughness, and noise can enhance the transport and tune negative mobility, the enhanced stability of the system, and the resonant-like activity. We analyze these results through variances (e.g., mean-squared velocity, etc.) and correlation functions (i.e., velocity autocorrelation function, position-velocity correlation function, etc.). Our results can be extensively applied in the biology, physics, and chemistry, even social system.

Interplay of noise induced stability and stochastic resetting

Stochastic resetting and noise-enhanced stability are two phenomena that can affect the lifetime and relaxation of nonequilibrium states. They can be considered measures of controlling the efficiency of the completion process when a stochastic system has to reach the desired state. Here, we study the interaction of random (Poissonian) resetting and stochastic dynamics in unstable potentials. Unlike noise-induced stability that increases the relaxation time, the stochastic resetting may eliminate winding trajectories contributing to the lifetime and accelerate the escape kinetics from unstable states. In this paper, we present a framework to analyze compromises between the two contrasting phenomena in noise-driven kinetics subject to random restarts.

Impact of time delays and environmental noise on the extinction of a population dynamics model

ABSTRACT

In this paper, we examine a population model with carrying capacity, time delay, and sources of additive and multiplicative environmental noise. We find that time delay, noise sources and their correlation induce regime shifts and transitions between the population survival state and the extinction state. To explore the transition mechanism between these two states, we analyzed the shift time to extinction, or the delayed extinction time, of populations. The main finding is that the extinction transition time as a function of the noise intensity shows a maximum, indicating the existence of an appropriate noise intensity leading to a maximal delayed extinction. This nonmonotonic behavior, with a maximum, is a signature of the noise-enhanced stability phenomenon, observed in many physical and complex metastable systems. In particular, this maximum increases (or decreases) as the cross-correlation intensity or the delay time in the death process increases. Furthermore, the signal-to-noise ratio as a function of noise intensity shows a maximum, which is a signature of the stochastic resonance phenomenon in the population dynamics model investigated in the presence of time delay and environmental noise.

Inertial Lévy flights in bounded domains

The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by Lévy noise from a bounded domain, restricted by two absorbing boundaries. The presence of two absorbing boundaries assures that the escape process can be characterized by the finite mean first passage time. The detailed analysis of escape kinetics shows that properties of the mean first passage time for the integrated Ornstein-Uhlenbeck process driven by Lévy noise are closely related to properties of the integrated Lévy motions, which, in turn, are close to properties of the integrated Wiener process. The extensive studies of the mean first passage time were complemented by examination of the escape velocity and energy along with their sensitivity to initial conditions.

Statistics of residence time for Lévy flights in unstable parabolic potentials

We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.

Dynamical stability of the weakly nonharmonic propeller-shaped planar Brownian rotator

Dynamical stability is a prerequisite for control and functioning of desired nanomachines. We utilize the Caldeira-Leggett master equation to investigate dynamical stability of molecular cogwheels modeled as a rigid, propeller-shaped planar rotator. To match certain expected realistic physical situations, we consider a weakly nonharmonic external potential for the rotator. Two methods for investigating stability are used. First, we employ a quantum-mechanical counterpart of the so-called "first passage time" method. Second, we investigate time dependence of the standard deviation of the rotator for both the angle and angular momentum quantum observables. A perturbationlike procedure is introduced and implemented to provide the closed set of differential equations for the moments. Extensive analysis is performed for different combinations of the values of system parameters. The two methods are, in a sense, mutually complementary. Appropriate for the short time behavior, the first passage time exhibits a numerically relevant dependence only on the damping factor as well as on the rotator size. However, the standard deviations for both the angle and angular momentum observables exhibit strong dependence on the parameter values for both short and long time intervals. Contrary to our expectations, the time decrease of the standard deviations is found for certain parameter regimes. In addition, for certain parameter regimes nonmonotonic dependence on the rotator size is observed for the standard deviations and for the damping of the oscillation amplitude. Hence, nonfulfillment of the classical expectation that the size of the rotator can be reduced to the inertia of the rotator. In effect, the task of designing the desired protocols for the proper control of the molecular rotations becomes an optimization problem that requires further technical elaboration.

Between Nonlinearities, Complexity, and Noises: An Application on Portfolio Selection Using Kernel Principal Component Analysis

This paper discusses the effects of introducing nonlinear interactions and noise-filtering to the covariance matrix used in Markowitz’s portfolio allocation model, evaluating the technique’s performances for daily data from seven financial markets between January 2000 and August 2018. We estimated the covariance matrix by applying Kernel functions, and applied filtering following the theoretical distribution of the eigenvalues based on the Random Matrix Theory. The results were compared with the traditional linear Pearson estimator and robust estimation methods for covariance matrices. The results showed that noise-filtering yielded portfolios with significantly larger risk-adjusted profitability than its non-filtered counterpart for almost half of the tested cases. Moreover, we analyzed the improvements and setbacks of the nonlinear approaches over linear ones, discussing in which circumstances the additional complexity of nonlinear features seemed to predominantly add more noise or predictive performance.

Stabilizing effect of volatility in financial markets

In financial markets, greater volatility is usually considered to be synonymous with greater risk and instability. However, large market downturns and upturns are often preceded by long periods where price returns exhibit only small fluctuations. To investigate this surprising feature, here we propose using the mean first hitting time, i.e., the average time a stock return takes to undergo for the first time a large negative (crashes) or positive variation (rallies), as an indicator of price stability, and relate this to a standard measure of volatility. In an empirical analysis of daily returns for 1071 stocks traded in the New York Stock Exchange, we find that this measure of stability displays nonmonotonic behavior, with a maximum, as a function of volatility. Also, we show that the statistical properties of the empirical data can be reproduced by a nonlinear Heston model. This analysis implies that, contrary to conventional wisdom, not only high, but also low volatility values can be associated with higher instability in financial markets. This proposed measure of stability can be extremely useful in risk control.

Diffusion crossing over a barrier in a random rough metastable potential

We carry out a detailed study of escape dynamics of a particle driven by a white noise over a metastable potential corrugated by spatial disorder in the form of zero-mean random correlated potential. The approach of double-averaging over test particles and statistic ensemble is proposed to calculate the escape rate in a finite-size random rough metastable potential, moreover, the interference mechanism of test particles multi-passing over the saddle point is considered. Through analyzing the dependence of the steady escape rate on various modelled potentials and parameters, we demonstrate that the obstruction induced by roughness leads to a decrease in the steady escape rate with the increase of rough intensity. We also add the random correlated potential into the vicinity of the saddle-point of metastable potentials of three kinds and show an enhancement phenomenon of escape rate similar to the previous study of a surmounting fluctuating sharp barrier.

Enhancing Metastability by Dissipation and Driving in an Asymmetric Bistable Quantum System

The stabilizing effect of quantum fluctuations on the escape process and the relaxation dynamics from a quantum metastable state are investigated. Specifically, the quantum dynamics of a multilevel bistable system coupled to a bosonic Ohmic thermal bath in strong dissipation regime is analyzed. The study is performed by a non-perturbative method based on the real-time path integral approach of the Feynman-Vernon influence functional. We consider a strongly asymmetric double well potential with and without a monochromatic external driving, and with an out-of-equilibrium initial condition. In the absence of driving we observe a nonmonotonic behavior of the escape time from the metastable region, as a function both of the system-bath coupling coefficient and the temperature. This indicates a stabilizing effect of the quantum fluctuations. In the presence of driving our findings indicate that, as the coupling coefficient γ increases, the escape time, initially controlled by the external driving, shows resonant peaks and dips, becoming frequency-independent for higher γ values. Moreover, the escape time from the metastable state displays a nonmonotonic behavior as a function of the temperature, the frequency of the driving, and the thermal-bath coupling, which indicates the presence of a quantum noise enhanced stability phenomenon. Finally, we investigate the role of different spectral densities, both in sub-Ohmic and super-Ohmic dissipation regime and for different cutoff frequencies, on the relaxation dynamics from the quantum metastable state. The results obtained indicate that, in the crossover dynamical regime characterized by damped intrawell oscillations and incoherent tunneling, the spectral properties of the thermal bath influence non-trivially the short time behavior and the time scales of the relaxation dynamics from the metastable state.

Brownian motion surviving in the unstable cubic potential and the role of Maxwell's demon

The trajectories of an overdamped particle in a highly unstable potential diverge so rapidly, that the variance of position grows much faster than its mean. A description of the dynamics by moments is therefore not informative. Instead, we propose and analyze local directly measurable characteristics, which overcome this limitation. We discuss the most probable particle position (position of the maximum of the probability density) and the local uncertainty in an unstable cubic potential, V(x)∼x^{3}, both in the transient regime and in the long-time limit. The maximum shifts against the acting force as a function of time and temperature. Simultaneously, the local uncertainty does not increase faster than the observable shift. In the long-time limit, the probability density naturally attains a quasistationary form. We interpret this process as a stabilization via the measurement-feedback mechanism, the Maxwell demon, which works as an entropy pump. The rules for measurement and feedback naturally arise from the basic properties of the unstable dynamics. All reported effects are inherent in any unstable system. Their detailed understanding will stimulate the development of stochastic engines and amplifiers and, later, their quantum counterparts.

Quantum resonant activation

Quantum resonant activation is investigated for the archetype setup of an externally driven two-state (spin-boson) system subjected to strong dissipation by means of both analytical and extensive numerical calculations. The phenomenon of resonant activation emerges in the presence of either randomly fluctuating or deterministic periodically varying driving fields. Addressing the incoherent regime, a characteristic minimum emerges in the mean first passage time to reach an absorbing neighboring state whenever the intrinsic time scale of the modulation matches the characteristic time scale of the system dynamics. For the case of deterministic periodic driving, the first passage time probability density function (pdf) displays a complex, multipeaked behavior, which depends crucially on the details of initial phase, frequency, and strength of the driving. As an interesting feature we find that the mean first passage time enters the resonant activation regime at a critical frequency ν^{*} which depends very weakly on the strength of the driving. Moreover, we provide the relation between the first passage time pdf and the statistics of residence times.

Quantum mechanical model for the anticarcinogenic effect of extremely-low-frequency electromagnetic fields on early chemical hepatocarcinogenesis

Using the conventional Haberkorn approach, it is evaluated the recombination of the radical pair (RP) singlet spin state to study theoretically the cytoprotective effect of an extremely-low-frequency electromagnetic field (ELF-EMF) on early stages of hepatic cancer chemically induced in rats. The proposal is that ELF-EMF modulates the interconversion rate of singlet and triplet spin states of the RP populations modifying the products from the metabolization of carcinogens. Previously, we found that the daily treatment with ELF-EMF 120 Hz inhibited the number and area of preneoplastic lesions in chemical carcinogenesis. The singlet spin population is evaluated diagonalizing the spin density matrix through the Lanczos method in a radical pair mechanism (RPM). Using four values of the interchange energy, we have studied the variations over the singlet population. The low magnetic field effect as a test of the influence over the enzymatic chemical reaction is evaluated calculating the quantum yield. Through a bootstrap technique the range is found for the singlet decay rate for the process. Applying the quantum measurements concept, we addressed the impact toward hepatic cells. The result contributes to improving our understanding of the chemical carcinogenesis process affected by charged particles that damage the DNA.

Thermally induced passage and current of particles in a highly unstable optical potential

We discuss the statistics of first-passage times of a Brownian particle moving in a highly unstable nonlinear potential proportional to an odd power of position. We observe temperature-induced shortening of the mean first-passage time and its dependence on the power of nonlinearity. We propose a passage-time fraction as both a simple and experimentally detectable witness of the nonlinearity. It is advantageously independent of all other parameters of the experiment and observable for a small number of trajectories. To better characterize the stochastic passage in the unstable potential, we introduce an analogy of the signal-to-noise ratio for the statistical distribution of the first-passage times. Interestingly, the upper bound for the signal-to-noise ratio is temperature independent in the unstable potential. Finally, we describe the nonequilibrium steady state of the particle cyclically passing through unstable odd nonlinearity. The maximum of the steady-state probability distribution shifts against the directions of the current and this counterintuitive effect increases with temperature. All these thermally induced effects are very promising targets for experimental tests of highly nonlinear stochastic dynamics of particles placed into optical potential landscapes of shaped optical tweezers.

Stochastic basins of attraction for metastable states

Basin of attraction of a stable equilibrium point is an effective concept for stability analysis in deterministic systems; however, it does not contain information on the external perturbations that may affect it. Here we introduce the concept of stochastic basin of attraction (SBA) by incorporating a suitable probabilistic notion of basin. We define criteria for the size of the SBA based on the escape probability, which is one of the deterministic quantities that carry dynamical information and can be used to quantify dynamical behavior of the corresponding stochastic basin of attraction. SBA is an efficient tool to describe the metastable phenomena complementing the known exit time, escape probability, or relaxation time. Moreover, the geometric structure of SBA gives additional insight into the system's dynamical behavior, which is important for theoretical and practical reasons. This concept can be used not only in models with small noise intensity but also with noise whose amplitude is proportional or in general is a function of an order parameter. As an application of our main results, we analyze a three potential well system perturbed by two types of noise: Brownian motion and non-Gaussian α-stable Lévy motion. Our main conclusions are that the thermal fluctuations stabilize the metastable system with an asymmetric three-well potential but have the opposite effect for a symmetric one. For Lévy noise with larger jumps and lower jump frequencies ( α=0.5) metastability is enhanced for both symmetric and asymmetric potentials.

Translocation dynamics of a short polymer driven by an oscillating force

We study the translocation dynamics of a short polymer moving in a noisy environment and driven by an oscillating force. The dynamics is numerically investigated by solving a Langevin equation in a two-dimensional domain. We consider a phenomenological cubic potential with a metastable state to model the polymer-pore interaction and the entropic free energy barrier characterizing the translocation process. The mean first translocation time of the center of inertia of polymers shows a nonmonotonic behavior, with a minimum, as a function of the number of the monomers. The dependence of the mean translocation time on the polymer chain length shows a monotonically increasing behavior for high values of the number of monomers. Moreover, the translocation time shows a minimum as a function of the frequency of the oscillating forcing field for all the polymer lengths investigated. This finding represents the evidence of the resonant activation phenomenon in the dynamics of polymer translocation, whose occurrence is maintained for different values of the noise intensity.

Pinning noise-induced stochastic resonance

This paper proposes the concept of pinning noise and then investigates the phenomenon of stochastic resonance of coupled complex systems driven by pinning noise, where the noise has an α-stable distribution. Two kinds of pinning noise are taken into account: partial noise and switching noise. In particular, we establish a connection between switching noise and global noise when Gaussian noise is considered. It is shown that switching noise can not only achieve a stronger resonance effect, but it is also more robust to induce the resonance effect than partial noise.

Non-Markovian stationary probability density for a harmonic oscillator in an electromagnetic field

We calculate the exact solution of the Fokker-Planck equation for the stationary-state probability density of a harmonic oscillator embedded in an electromagnetic field. The magnetic field is assumed to be a constant and the electric field an external stochastic force with the properties of a Gaussian and exponentially correlated noise (Ornstein-Uhlenbeck process). In this work, we first study the problem in the absence of the magnetic field, then we obtain the complete solution and corroborate that the latter reduces to the former when the magnetic field is suppressed.

Time delay induced transition of gene switch and stochastic resonance in a genetic transcriptional regulatory model

Background

Noise, nonlinear interactions, positive and negative feedbacks within signaling pathways, time delays, protein oligomerization, and crosstalk between different pathways are main characters in the regulatory of gene expression. However, only a single noise source or only delay time in the deterministic model is considered in the gene transcriptional regulatory system in previous researches. The combined effects of correlated noise and time delays on the gene regulatory model still remain not to be fully understood.

Results

The roles of time delay on gene switch and stochastic resonance are systematically explored based on a famous gene transcriptional regulatory model subject to correlated noise. Two cases, including linear time delay appearing in the degradation process (case I) and nonlinear time delay appearing in the synthesis process (case II) are considered, respectively. For case I: Our theoretical results show that time delay can induce gene switch, i.e., the TF-A monomer concentration shifts from the high concentration state to the low concentration state ("on"→"off"). With increasing the time delay, the transition from "on" to "off" state can be further accelerated. Moreover, it is found that the stochastic resonance can be enhanced by both the time delay and correlated noise intensity. However, the additive noise original from the synthesis rate restrains the stochastic resonance. It is also very interesting that a resonance bi-peaks structure appears under large additive noise intensity. The theoretical results by using small-delay time-approximation approach are consistent well with our numerical simulation. For case II: Our numerical simulation results show that time delay can also induce the gene switch, however different with case I, the TF-A monomer concentration shifts from the low concentration state to the high concentration state ("off"→"on"). With increasing time delay, the transition from "on" to "off" state can be further enhanced. Moreover, it is found that the stochastic resonance can be weaken by the time delay.

Conclusions

The stochastic delay dynamic approach can identify key physiological control parameters to which the behavior of special genetic regulatory systems is particularly sensitive. Such parameters might provide targets for pharmacological intervention. Thus, it would be highly interesting to investigate if similar experimental techniques could be used to bring out the delay-induced switch and stochastic resonance in the stochastic gene transcriptional regulatory process.

Resonant response in nonequilibrium steady states

The time-dependent probability density function of the order parameter of a system evolving toward a stationary state exhibits an oscillatory behavior if the eigenvalues of the corresponding evolution operator are complex. The frequencies ωn, with which the system reaches its stationary state, correspond to the imaginary part of such eigenvalues. If the system (at the stationary state) is further driven by a small and oscillating perturbation with a given frequency ω, we formally prove that the linear response to the probability density function is enhanced when ω=ωn for n∈N. We prove that the occurrence of this phenomenon is characteristic of systems that are in a nonequilibrium stationary state. In particular, we obtain an explicit formula for the frequency-dependent mobility in terms of the relaxation to the stationary state of the (unperturbed) probability current. We test all these predictions by means of numerical simulations considering an ensemble of noninteracting overdamped particles on a tilted periodic potential.

Resonant activation in piecewise linear asymmetric potentials

This work analyzes numerically the role played by the asymmetry of a piecewise linear potential, in the presence of both a Gaussian white noise and a dichotomous noise, on the resonant activation phenomenon. The features of the asymmetry of the potential barrier arise by investigating the stochastic transitions far behind the potential maximum, from the initial well to the bottom of the adjacent potential well. Because of the asymmetry of the potential profile together with the random external force uniform in space, we find, for the different asymmetries: (1) an inversion of the curves of the mean first passage time in the resonant region of the correlation time τ of the dichotomous noise, for low thermal noise intensities; (2) a maximum of the mean velocity of the Brownian particle as a function of τ; and (3) an inversion of the curves of the mean velocity and a very weak current reversal in the miniratchet system obtained with the asymmetrical potential profiles investigated. An inversion of the mean first passage time curves is also observed by varying the amplitude of the dichotomous noise, behavior confirmed by recent experiments.

Noise-induced enhancement of stability in a metastable system with damping

The mean first passage time of a Brownian particle from an initial unstable state in a metastable system with damping is investigated. The system is analyzed in the low to high damping regime, and the role played by the damping parameter is studied. We observe the noise enhanced stability effect for all the initial unstable states under study and for all values of the damping parameter γ investigated. The curves show a behavior of the mean first passage time vs γ very close to that observed for an overdamped particle in the presence of colored noise as a function of the correlation time.

Translocation time of periodically forced polymer chains

In this work we study the presence of both a minimum and clear oscillations in the frequency dependence of the translocation time of a polymer described as a unidimensional Rouse chain driven by a spatially localized oscillating linear potential. The observed oscillations of the mean translocation time arise from the synchronization between the very mean translocation time and the period of the external force. We have checked the robustness of the frequency value for the minimum translocation time by changing the damping parameter, finding a very simple relationship between this frequency and the correspondent translocation time. The translocation time as a function of the polymer length has been also evaluated, finding a precise L2 scaling. Furthermore, the role played by the thermal fluctuations described as a gaussian uncorrelated noise has been also investigated, and the analogies with the resonant activation phenomenon are commented.

Resonant activation in polymer translocation: new insights into the escape dynamics of molecules driven by an oscillating field

The translocation of molecules across cellular membranes or through synthetic nanopores is strongly affected by thermal fluctuations. In this work we study how the dynamics of a polymer in a noisy environment changes when the translocation process is driven by an oscillating electric field. An improved version of the Rouse model for a flexible polymer has been adopted to mimic the molecular dynamics, by taking into account the harmonic interactions between adjacent monomers and the excluded-volume effect by introducing a Lennard-Jones potential between all beads. A bending recoil torque has also been included in our model. The polymer dynamics is simulated in a two-dimensional domain by numerically solving the Langevin equations of motion. Thermal fluctuations are taken into account by introducing a Gaussian uncorrelated noise. The mean first translocation time of the polymer centre of inertia shows a minimum as a function of the frequency of the oscillating forcing field. This finding represents the first evidence of the resonant activation behaviour in the dynamics of polymer translocation.

Spike train statistics for consonant and dissonant musical accords in a simple auditory sensory model

The phenomena of dissonance and consonance in a simple auditory sensory model composed of three neurons are considered. Two of them, here so-called sensory neurons, are driven by noise and subthreshold periodic signals with different ratio of frequencies, and its outputs plus noise are applied synaptically to a third neuron, so-called interneuron. We present a theoretical analysis with a probabilistic approach to investigate the interspike intervals statistics of the spike train generated by the interneuron. We find that tones with frequency ratios that are considered consonant by musicians produce at the third neuron inter-firing intervals statistics densities that are very distinctive from densities obtained using tones with ratios that are known to be dissonant. In other words, at the output of the interneuron, inharmonious signals give rise to blurry spike trains, while the harmonious signals produce more regular, less noisy, spike trains. Theoretical results are compared with numerical simulations.

Stability measures in metastable states with Gaussian colored noise

We present a study of the escape time from a metastable state of an overdamped Brownian particle in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of the mean first passage time through a potential barrier and on the behavior of the mean growth rate coefficient as a function of the noise intensity. We observe the noise-enhanced stability effect for all the initial unstable states used and for all values of the correlation time tau(c) investigated. We can distinguish two dynamical regimes characterized by weak and strong correlated noises, depending on the value of tau(c) with respect to the relaxation time of the system.

Thermal escape from a metastable state in periodically driven Josephson junctions

Resonant activation and noise-enhanced stability were observed in an underdamped real physical system, i.e., Josephson tunnel junctions. With a weak sinusoidal driving force applied, the thermal activated escape from a potential well underwent resonancelike behaviors as a function of the driving frequency. The resonances also crucially depended on the initial condition of the system. Numerical simulations showed good agreement with the experimental results.

Mean escape time in a system with stochastic volatility

We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox, Ingersoll, and Ross process which is widely used to model stock price fluctuations. The market model can be considered as a generalization of the Heston model, where the geometric Brownian motion is replaced by a random walk in the presence of a cubic nonlinearity. We investigate the statistical properties of the escape time of the returns, from a given interval, as a function of the three parameters of the model. We find that the noise can have a stabilizing effect on the system, as long as the global noise is not too high with respect to the effective potential barrier experienced by a fictitious Brownian particle. We compare the probability density function of the return escape times of the model with those obtained from real market data. We find that they fit very well.

Co-occurrence of resonant activation and noise-enhanced stability in a model of cancer growth in the presence of immune response

We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, that represent here populations of cells involved in cancerous proliferation and cytotoxic response of the immune system, the overall kinetics can be approximated by a one-dimensional overdamped Langevin equation. The modulating activity of the immune response is here modeled as a dichotomous random process of the relative rate of neoplastic cell destruction. We discuss physical aspects of environmental noises acting in such a system, pointing out the possibility of coexistence of dynamical regimes where noise-enhanced stability and resonant activation phenomena can be observed together. We explain the underlying mechanisms by analyzing the behavior of the variance of first passage times as a function of the noise intensity.

Signatures of noise-enhanced stability in metastable states

The lifetime of a metastable state in the transient dynamics of an overdamped Brownian particle is analyzed, both in terms of the mean first passage time and by means of the mean growth rate coefficient. Both quantities feature nonmonotonic behaviors as a function of the noise intensity, and are independent signatures of the noise enhanced stability effect. They can therefore be alternatively used to evaluate and estimate the presence of this phenomenon, which characterizes metastability in nonlinear physical systems.