Mapping multiplicative to additive noise

The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may often be easier to analyse. The mapping is easily understood in the example of the branching process. In a second example we study the random neighbour (or infinite range) contact process which is mapped to an Ornstein-Uhlenbeck process with absorbing wall. The present work might shed some light on absorbing state phase transitions in general, such as the role of conditional expectation values and finite size scaling, and elucidate the meaning of the noise amplitude. While we focus on the physical interpretation of the mapping, we also provide a mathematical derivation.Comment: 22 pages, 4 figures, IOP styl

Additive noise quenches delay-induced oscillations

Noise has significant impact on nonlinear phenomena. Here we demonstrate that, in opposition to previous assumptions, additive noise interfere with the linear stability of scalar nonlinear systems when these are subject to time delay. We show this by performing a recently designed time-dependent delayed center manifold (DCM) reduction around an Hopf bifurcation in a model of nonlinear negative feedback. Using this, we show that noise intensity must be considered as a bifurcation parameter and thus shifts the threshold at which emerge delay-induced rhythmic solutions.Comment: pre-print submitted versio

Consistency of Causal Inference under the Additive Noise Model

We analyze a family of methods for statistical causal inference from sample under the so-called Additive Noise Model. While most work on the subject has concentrated on establishing the soundness of the Additive Noise Model, the statistical consistency of the resulting inference methods has received little attention. We derive general conditions under which the given family of inference methods consistently infers the causal direction in a nonparametric setting

Phase Ordering in Chaotic Map Lattices with Additive Noise

We present some result about phase separation in coupled map lattices with additive noise. We show that additive noise acts as an ordering agent in this class of systems. In particular, in the weak coupling region, a suitable quantity of noise leads to complete ordering. Extrapolating our results at small coupling, we deduce that this phenomenon could take place also in the limit of zero coupling.Comment: 8 pages, 7 figure