Diffusion-induced bistability of driven nanomechanical resonators

We study nanomechanical resonators with frequency fluctuations due to diffusion of absorbed particles. The diffusion depends on the vibration amplitude through inertial effect. We find that, if the diffusion coefficient is sufficiently large, the resonator response to periodic driving displays bistability. The lifetime of the coexisting vibrational states scales exponentially with the diffusion coefficient. It also displays a characteristic scaling dependence on the distance to bifurcation points.Comment: 4 pages, 3 figure

Noise-Induced Synchronization of a Large Population of Globally Coupled Nonidentical Oscillators

We study a large population of globally coupled phase oscillators subject to common white Gaussian noise and find analytically that the critical coupling strength between oscillators for synchronization transition decreases with an increase in the intensity of common noise. Thus, common noise promotes the onset of synchronization. Our prediction is confirmed by numerical simulations of the phase oscillators as well as of limit-cycle oscillators

Multiplicative Noise: Applications in Cosmology and Field Theory

Physical situations involving multiplicative noise arise generically in cosmology and field theory. In this paper, the focus is first on exact nonlinear Langevin equations, appropriate in a cosmologica setting, for a system with one degree of freedom. The Langevin equations are derived using an appropriate time-dependent generalization of a model due to Zwanzig. These models are then extended to field theories and the generation of multiplicative noise in such a context is discussed. Important issues in both the cosmological and field theoretic cases are the fluctuation-dissipation relations and the relaxation time scale. Of some importance in cosmology is the fact that multiplicative noise can substantially reduce the relaxation time. In the field theoretic context such a noise can lead to a significant enhancement in the nucleation rate of topological defects.Comment: 21 pages, LaTex, LA-UR-93-210

Quantum State Diffusion and Time Correlation Functions

In computing the spectra of quantum mechanical systems one encounters the Fourier transforms of time correlation functions, as given by the quantum regression theorem for systems described by master equations. Quantum state diffusion (QSD) gives a useful method of solving these problems by unraveling the master equation into stochastic trajectories; but there is no generally accepted definition of a time correlation function for a single QSD trajectory. In this paper we show how QSD can be used to calculate these spectra directly; by formally solving the equations which arise, we arrive at a natural definition for a two-time correlation function in QSD, which depends explicitly on both the stochastic noise of the particular trajectory and the time of measurement, and which agrees in the mean with the ensemble average definition of correlation functions.Comment: 16 pages standard LaTeX + 1 figure (uuencoded postscript) Numerous minor revisions and clarifications. To appear in J. Mod. Optic

Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact probability distribution function for the particle positions, calculate its moments and find their corresponding long-time, asymptotic behaviors. The generally anomalous diffusive regimes of the particles are classified, and their dependence on the friction coefficient and the characteristics of the noises is analyzed in detail. The asymptotic predictions are confirmed by exact solutions for two examples.Comment: 15 page

Discreteness-induced Transition in Catalytic Reaction Networks

Drastic change in dynamics and statistics in a chemical reaction system, induced by smallness in the molecule number, is reported. Through stochastic simulations for random catalytic reaction networks, transition to a novel state is observed with the decrease in the total molecule number N, characterized by: i) large fluctuations in chemical concentrations as a result of intermittent switching over several states with extinction of some molecule species and ii) strong deviation of time averaged distribution of chemical concentrations from that expected in the continuum limit, i.e., $N \to \infty$. The origin of transition is explained by the deficiency of molecule leading to termination of some reactions. The critical number of molecules for the transition is obtained as a function of the number of molecules species M and that of reaction paths K, while total reaction rates, scaled properly, are shown to follow a universal form as a function of NK/M

Three-photon states in nonlinear crystal superlattices

It has been a longstanding goal in quantum optics to realize controllable sources generating joint multiphoton states, particularly, photon triplet with arbitrary spectral characteristics. We demonstrate that such sources can be realized via cascaded parametric down-conversion (PDC) in superlattice structures of nonlinear and linear segments. We consider scheme that involves two parametric processes: $\omega_{0}\rightarrow\omega_{1}+\omega_{2}$, $\omega_{2}\rightarrow\omega_{1}+\omega_{1}$ under pulsed pump and investigate spontaneous creation of photon triplet as well as generation of high-intensity mode in intracavity three-photon splitting. We show preparation of Greenberger-Horne-Zeilinger polarization entangled states in cascaded type-II and type-I PDC in framework of consideration dual-grid structure that involves two periodically-poled crystals. We demonstrate the method of compensation of the dispersive effects in non-linear segments by appropriately chosen linear dispersive segments of superlattice for preparation heralded joint states of two polarized photons. In the case of intracavity three-photon splitting, we concentrate on investigation of photon-number distributions, third-order photon-number correlation function as well as the Wigner functions. These quantities are observed both for short interaction time intervals and in over transient regime, when dissipative effects are essential.Comment: 15 pages, 6 figure

Universal shape law of stochastic supercritical bifurcations: Theory and experiments

A universal law for the supercritical bifurcation shape of transverse one-dimensional (1D) systems in presence of additive noise is given. The stochastic Langevin equation of such systems is solved by using a Fokker-Planck equation leading to the expression for the most probable amplitude of the critical mode. From this universal expression, the shape of the bifurcation, its location and its evolution with the noise level are completely defined. Experimental results obtained for a 1D transverse Kerr-like slice subjected to optical feedback are in excellent agreement.Comment: 5 pages, 5 figure

Switching Dynamics in Reaction Networks Induced by Molecular Discreteness

To study the fluctuations and dynamics in chemical reaction processes, stochastic differential equations based on the rate equation involving chemical concentrations are often adopted. When the number of molecules is very small, however, the discreteness in the number of molecules cannot be neglected since the number of molecules must be an integer. This discreteness can be important in biochemical reactions, where the total number of molecules is not significantly larger than the number of chemical species. To elucidate the effects of such discreteness, we study autocatalytic reaction systems comprising several chemical species through stochastic particle simulations. The generation of novel states is observed; it is caused by the extinction of some molecular species due to the discreteness in their number. We demonstrate that the reaction dynamics are switched by a single molecule, which leads to the reconstruction of the acting network structure. We also show the strong dependence of the chemical concentrations on the system size, which is caused by transitions to discreteness-induced novel states.Comment: 11 pages, 5 figure

Macroscopic description of particle systems with non-local density-dependent diffusivity

In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear between the density equations that are derived from different representations of the Langevin equation describing a system of interacting Brownian particles. Linear stability analysis demonstrates that under some circumstances the density equation interpreted like Ito has pattern solutions, which never appear for the Hanggi-Klimontovich interpretation, which is the other one typically appearing in the context of nonlinear diffusion processes. We also introduce a discrete-time microscopic model of particles that confirms the results obtained at the macroscopic density level.Comment: 4 pages, 3 figure