Stratonovich-to-Itô transition in noisy systems with multiplicative feedback
Nature Publishing Group
Item Usage Stats
Intrinsically noisy mechanisms drive most physical, biological and economic phenomena. Frequently, the system's state influences the driving noise intensity (multiplicative feedback). These phenomena are often modelled using stochastic differential equations, which can be interpreted according to various conventions (for example, Itô calculus and Stratonovich calculus), leading to qualitatively different solutions. Thus, a stochastic differential equation-convention pair must be determined from the available experimental data before being able to predict the system's behaviour under new conditions. Here we experimentally demonstrate that the convention for a given system may vary with the operational conditions: we show that a noisy electric circuit shifts from obeying Stratonovich calculus to obeying Itô calculus. We track such a transition to the underlying dynamics of the system and, in particular, to the ratio between the driving noise correlation time and the feedback delay time. We discuss possible implications of our conclusions, supported by numerics, for biology and economics. © 2013 Macmillan Publishers Limited. All rights reserved.
Published Version (Please cite this version)http://dx.doi.org/10.1038/ncomms3733
Showing items related by title, author, creator and subject.
Accumulation trends of metals and a metalloid in the freshwater crayfish Astacus leptodactylus from Lake Yeniçağa (Turkey) Tunca, E.; Üçüncü, E.; Kurtuluş, B.; Ozkan, A.D.; Atasagun, S. (2013)This study aims to determine the extent of metal pollution in Lake Yeniçaǧa (Bolu, Turkey) by investigating the accumulation trends of five metals (Al, Cu, Fe, Ni and Zn) and a metalloid (As) in gills, exoskeleton, ...
Yildirim, J.; Öcal, N.; Özyildirim, S. (Sage Publications, 2009)Even though the convergence of regional per capita income has been a highly debated issue internationally, empirical evidence regarding Turkey is limited as well as contradictory. This article is an attempt to investigate ...
Tosun, Akif Burak; Sokmensuer, C.; Gündüz-Demir, Çiğdem (IEEE, 2010)This paper presents a new algorithm for the unsupervised segmentation of tissue images. It relies on using the spatial information of cytological tissue components. As opposed to the previous study, it does not only use ...