Aspects of the Noisy Burgers Equation

The noisy Burgers equation describing for example the growth of an interface subject to noise is one of the simplest model governing an intrinsically nonequilibrium problem. In one dimension this equation is analyzed by means of the Martin-Siggia-Rose technique. In a canonical formulation the morphology and scaling behavior are accessed by a principle of least action in the weak noise limit. The growth morphology is characterized by a dilute gas of nonlinear soliton modes with gapless dispersion law with exponent z=3/2 and a superposed gas of diffusive modes with a gap. The scaling exponents and a heuristic expression for the scaling function follow from a spectral representation.Comment: 23 pages,LAMUPHYS LaTeX-file (Springer), 13 figures, and 1 table, to appear in the Proceedings of the XI Max Born Symposium on "Anomalous Diffusion: From Basics to Applications", May 20-24, 1998, Ladek Zdroj, Polan

Gaussian noise and time-reversal symmetry in non-equilibrium Langevin models

We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the probability distribution function, which can be shown to satisfy time-independent relations. We have corroborated this feature by explicitly analyzing a model for the stretching of a polymer and a model for a suspension of non-interacting Brownian particles in steady flow.Comment: 6 pages, submitted to PR

About the parabolic relation existing between the skewness and the kurtosis in time series of experimental data

In this work we investigate the origin of the parabolic relation between skewness and kurtosis often encountered in the analysis of experimental time-series. We argue that the numerical values of the coefficients of the curve may provide informations about the specific physics of the system studied, whereas the analytical curve per se is a fairly general consequence of a few constraints expected to hold for most systems.Comment: To appear in Physica Script

The Escape Problem for Irreversible Systems

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When this assumption fails many of the results of classical transition-rate theory no longer apply, and no general method exists for computing the weak-noise asymptotics of fundamental quantities such as the mean escape time. In this paper we present a general technique for analysing the weak-noise limit of a wide range of stochastically perturbed continuous-time nonlinear dynamical systems. We simplify the original problem, which involves solving a partial differential equation, into one in which only ordinary differential equations need be solved. This allows us to resolve some old issues for the case when detailed balance holds. When it does not hold, we show how the formula for the mean escape time asymptotics depends on the dynamics of the system along the most probable escape path. We also present new results on short-time behavior and discuss the possibility of focusing along the escape path.Comment: 24 pages, APS revtex macros (version 2.1) now available from PBB via `get oldrevtex.sty

Large deviations and Gallavotti-Cohen principle for dissipative PDE's with rough noise

We study a class of dissipative PDE's perturbed by an unbounded kick force. Under some natural assumptions, the restrictions of solutions to integer times form a homogeneous Markov process. Assuming that the noise is rough with respect to the space variables and has a non-degenerate law, we prove that the system in question satisfies a large deviation principle in tau-topology. Under some additional hypotheses, we establish a Gallavotti-Cohen type symmetry for the rate function of an entropy production functional and the strict positivity and finiteness of the mean entropy production in the stationary regime. The latter result is applicable to PDE's with strong nonlinear dissipation.Comment: 47 pages; to appear in Communications in Mathematical Physic

A modified semi--implict Euler-Maruyama Scheme for finite element discretization of SPDEs with additive noise

We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of the noise with a semi--implicit Euler--Maruyama method in time and in space we analyse a finite element method (although extension to finite differences or finite volumes would be possible). We prove convergence in the root mean square $L^{2}$ norm for a diffusion reaction equation and diffusion advection reaction equation. We present numerical results for a linear reaction diffusion equation in two dimensions as well as a nonlinear example of two-dimensional stochastic advection diffusion reaction equation. We see from both the analysis and numerics that the proposed scheme has better convergence properties than the standard semi--implicit Euler--Maruyama method

Nonequilibrium dynamics of a growing interface

A growing interface subject to noise is described by the Kardar-Parisi-Zhang equation or, equivalently, the noisy Burgers equation. In one dimension this equation is analyzed by means of a weak noise canonical phase space approach applied to the associated Fokker-Planck equation. The growth morphology is characterized by a gas of nonlinear soliton modes with superimposed linear diffusive modes. We also discuss the ensuing scaling properties.Comment: 14 pages, 11 figures, conference proceeding; a few corrections have been adde