181 research outputs found
Noise Enhanced Stability
The noise can stabilize a fluctuating or a periodically driven metastable
state in such a way that the system remains in this state for a longer time
than in the absence of white noise. This is the noise enhanced stability
phenomenon, observed experimentally and numerically in different physical
systems. After shortly reviewing all the physical systems where the phenomenon
was observed, the theoretical approaches used to explain the effect are
presented. Specifically the conditions to observe the effect: (a) in systems
with periodical driving force, and (b) in random dichotomous driving force, are
discussed. In case (b) we review the analytical results concerning the mean
first passage time and the nonlinear relaxation time as a function of the white
noise intensity, the parameters of the potential barrier, and of the
dichotomous noise.Comment: 18 pages, 6 figures, in press Acta Physica Polonica (2004
Noise Enhanced Stability in Fluctuating Metastable States
We derive general equations for the nonlinear relaxation time of Brownian
diffusion in randomly switching potential with a sink. For piece-wise linear
dichotomously fluctuating potential with metastable state, we obtain the exact
average lifetime as a function of the potential parameters and the noise
intensity. Our result is valid for arbitrary white noise intensity and for
arbitrary fluctuation rate of the potential. We find noise enhanced stability
phenomenon in the system investigated: the average lifetime of the metastable
state is greater than the time obtained in the absence of additive white noise.
We obtain the parameter region of the fluctuating potential where the effect
can be observed. The system investigated also exhibits a maximum of the
lifetime as a function of the fluctuation rate of the potential.Comment: 7 pages, 5 figures, to appear in Phys. Rev. E vol. 69 (6),200
L\'evy flights versus L\'evy walks in bounded domains
L\'evy flights and L\'evy walks serve as two paradigms of random walks
resembling common features but also bearing fundamental differences. One of the
main dissimilarities are discontinuity versus continuity of their trajectories
and infinite versus finite propagation velocity. In consequence, well developed
theory of L\'evy flights is associated with their pathological physical
properties, which in turn are resolved by the concept of L\'evy walks. Here, we
explore L\'evy flights and L\'evy walks models on bounded domains examining
their differences and analogies. We investigate analytically and numerically
whether and under which conditions both approaches yield similar results in
terms of selected statistical observables characterizing the motion: the
survival probability, mean first passage time and stationary PDFs. It is
demonstrated that similarity of models is affected by the type of boundary
conditions and value of the stability index defining asymptotics of the jump
length distribution.Comment: 15 pages, 13 figure
Linear and nonlinear approximations for periodically driven bistable systems
We analyze periodically driven bistable systems by two different approaches. The first approach is a linearization of the stochastic Langevin equation of our system by the response on small external force. The second one is based on the Gaussian approximation of the kinetic equations for the cumulants. We obtain with the first approach the signal power amplification and output signal-to-noise ratio for a model piece-wise linear bistable potential and compare with the results of linear response approximation. By using the second approach to a bistable quartic potential, we obtain the set of nonlinear differential equations for the first and the second cumulants
New analytical approach to analyze the nonlinear regime of stochastic resonance
We propose some approximate methods to explore the nonlinear regime of the stochastic resonance phenomenon. These approximations correspond to different truncation schemes of cumulants. We compare the theoretical results for the signal power amplification, obtained by using ordinary cumulant truncation schemes, that is Gaussian and excess approximations, the modified two-state approximation with those obtained by numerical simulations of the Langevin equation describing the dynamics of the system
Transport in a Levy ratchet: Group velocity and distribution spread
We consider the motion of an overdamped particle in a periodic potential
lacking spatial symmetry under the influence of symmetric L\'evy noise, being a
minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the
L\'evy noise, the particle exhibits a motion with a preferred direction even in
the absence of whatever additional time-dependent forces. The examination of
the L\'evy ratchet has to be based on the characteristics of directionality
which are different from typically used measures like mean current and the
dispersion of particles' positions, since these get inappropriate when the
moments of the noise diverge. To overcome this problem, we discuss robust
measures of directionality of transport like the position of the median of the
particles displacements' distribution characterizing the group velocity, and
the interquantile distance giving the measure of the distributions' width.
Moreover, we analyze the behavior of splitting probabilities for leaving an
interval of a given length unveiling qualitative differences between the noises
with L\'evy indices below and above unity. Finally, we inspect the problem of
the first escape from an interval of given length revealing independence of
exit times on the structure of the potential.Comment: 9 pages, 12 figure
The resemblance of an autocorrelation function to a power spectrum density for a spike train of an auditory model
In this work we develop an analytical approach for calculation of the all-order interspike interval density (AOISID), show its connection with the autocorrelation function, and try to explain the discovered resemblance of AOISID to the power spectrum of the same spike train
The problem of analytical calculation of barrier crossing characteristics for Levy flights
By using the backward fractional Fokker-Planck equation we investigate the
barrier crossing event in the presence of Levy noise. After shortly review
recent results obtained with different approaches on the time characteristics
of the barrier crossing, we derive a general differential equation useful to
calculate the nonlinear relaxation time. We obtain analytically the nonlinear
relaxation time for free Levy flights and a closed expression in quadrature of
the same characteristics for cubic potential.Comment: 12 pages, 2 figures, presented at 5th International Conference on
Unsolved Problems on Noise, Lyon, France, 2008, to appear in J. Stat. Mech.:
Theory and Experimen
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