Stratonovich-to-Itô transition in noisy systems with multiplicative feedback

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dc.citation.volumeNumber4en_US
dc.contributor.authorPesce G.en_US
dc.contributor.authorMcDaniel, A.en_US
dc.contributor.authorHottovy, S.en_US
dc.contributor.authorWehr J.en_US
dc.contributor.authorVolpe G.en_US
dc.date.accessioned2016-02-08T09:41:58Z
dc.date.available2016-02-08T09:41:58Z
dc.date.issued2013en_US
dc.departmentDepartment of Physicsen_US
dc.description.abstractIntrinsically 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.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T09:41:58Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2013en
dc.identifier.doi10.1038/ncomms3733en_US
dc.identifier.issn20411723
dc.identifier.urihttp://hdl.handle.net/11693/21153
dc.language.isoEnglishen_US
dc.publisherNature Publishing Groupen_US
dc.relation.isversionofhttp://dx.doi.org/10.1038/ncomms3733en_US
dc.source.titleNature Communicationsen_US
dc.subjectbiological analysisen_US
dc.subjectcorrelationen_US
dc.subjecteconomic analysisen_US
dc.subjectnoiseen_US
dc.subjectoperations technologyen_US
dc.subjectphysical analysisen_US
dc.subjectqualitative analysisen_US
dc.subjectstochasticityen_US
dc.subjectarticleen_US
dc.subjectbiologyen_US
dc.subjecteconomicsen_US
dc.subjectelectric circuiten_US
dc.subjectelectrical parametersen_US
dc.subjectfeedback systemen_US
dc.subjectmathematical analysisen_US
dc.subjectmolecular dynamicsen_US
dc.subjectnoiseen_US
dc.subjectstochastic modelen_US
dc.subjectBiophysicsen_US
dc.subjectEngineeringen_US
dc.subjectModels, Statisticalen_US
dc.subjectPopulation Dynamicsen_US
dc.subjectPopulation Growthen_US
dc.subjectStochastic Processesen_US
dc.titleStratonovich-to-Itô transition in noisy systems with multiplicative feedbacken_US
dc.typeArticleen_US

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