Mean Square Polynomial Stability of Numerical Solutions to a Class of Stochastic Differential Equations

The exponential stability of numerical methods to stochastic differential equations (SDEs) has been widely studied. In contrast, there are relatively few works on polynomial stability of numerical methods. In this letter, we address the question of reproducing the polynomial decay of a class of SDEs using the Euler--Maruyama method and the backward Euler--Maruyama method. The key technical contribution is based on various estimates involving the gamma function

Phase diffusion as a model for coherent suppression of tunneling in the presence of noise

We study the stabilization of coherent suppression of tunneling in a driven double-well system subject to random periodic $\delta-$function ``kicks''. We model dissipation due to this stochastic process as a phase diffusion process for an effective two-level system and derive a corresponding set of Bloch equations with phase damping terms that agree with the periodically kicked system at discrete times. We demonstrate that the ability of noise to localize the system on either side of the double-well potenital arises from overdamping of the phase of oscillation and not from any cooperative effect between the noise and the driving field. The model is investigated with a square wave drive, which has qualitatively similar features to the widely studied cosinusoidal drive, but has the additional advantage of allowing one to derive exact analytic expressions.Comment: 17 pages, 4 figures, submitted to Phys. Rev.

Optimizing periodicity and polymodality in noise-induced genetic oscillators

Many cellular functions are based on the rhythmic organization of biological processes into self-repeating cascades of events. Some of these periodic processes, such as the cell cycles of several species, exhibit conspicuous irregularities in the form of period skippings, which lead to polymodal distributions of cycle lengths. A recently proposed mechanism that accounts for this quantized behavior is the stabilization of a Hopf-unstable state by molecular noise. Here we investigate the effect of varying noise in a model system, namely an excitable activator-repressor genetic circuit, that displays this noise-induced stabilization effect. Our results show that an optimal noise level enhances the regularity (coherence) of the cycles, in a form of coherence resonance. Similar noise levels also optimize the multimodal nature of the cycle lengths. Together, these results illustrate how molecular noise within a minimal gene regulatory motif confers robust generation of polymodal patterns of periodicity.Comment: 9 pages, 6 figure

Stabilisation and destabilisation of nonlinear differential equations by noise

This paper considers the stabilisation and destabilisa- tion by a Brownian noise perturbation which preserves the equilibrium of the ordinary dierential equation x0(t) = f(x(t)). In an extension of earlier work, we lift the restriction that f obeys a global linear bound, and show that when f is locally Lipschitz, a function g can always be found so that the noise perturbation g(X(t)) dB(t) either stabilises an unstable equilibrium, or destabilises a stable equilibrium. When the equilibrium of the deterministic equation is non{hyperbolic, we show that a non{hyperbolic perturbation suffices to change the stability properties of the solution.