Theory of Second and Higher Order Stochastic Processes

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial example is $\ddot x = R(t)$, where $R(t)$ is not a Gaussian white noise). The stochastic process is discretized into $n$ time-steps, all possible realizations are summed up and the continuum limit is taken. This procedure often yields closed form formulas for the joint probability distributions. Completely worked out examples include all Gaussian random forces and a large class of Markovian (non-Gaussian) forces. This approach is also useful for deriving Fokker-Planck equations for the probability distribution functions. This is worked out for Gaussian noises and for the Markovian dichotomous noise.Comment: 35 pages, PlainTex, accepted for publication in Phys Rev. E

Universality in escape from a modulated potential well

We show that the rate of activated escape $W$ from a periodically modulated potential displays scaling behavior versus modulation amplitude $A$. For adiabatic modulation of an optically trapped Brownian particle, measurements yield $\ln W\propto (A_{\rm c} - A)^{\mu}$ with $\mu = 1.5$. The theory gives $\mu=3/2$ in the adiabatic limit and predicts a crossover to $\mu=2$ scaling as $A$ approaches the bifurcation point where the metastable state disappears.Comment: 4 pages, 3 figure

Rectifying fluctuations in an optical lattice

We have realized a Brownian motor by using cold atoms in a dissipative optical lattice as a model system. In our experiment the optical potential is spatially symmetric and the time-symmetry of the system is broken by applying appropriate zero-mean ac forces. We identify a regime of rectification of forces and a regime of rectification of fluctuations, the latter corresponding to the realization of a Brownian motor

A phase transition in a system driven by coloured noise

For a system driven by coloured noise, we investigate the activation energy of escape, and the dynamics during the escape. We have performed analogue experiments to measure the change in activation energy as the power spectrum of the noise varies. An adiabatic approach based on path integral theory allows us to calculate analytically the critical value at which a phase transition in the activation energy occurs

Large rare fluctuations in systems with delayed dissipation

We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational problem. It describes the most probable fluctuational paths, which are given by acausal equations due to the delay. In thermal equilibrium, the most probable path passing through a remote state has time reversal symmetry, even though one cannot uniquely define a path that starts from a state with given system coordinate and momentum. The corrections to the distribution and the escape activation energy for small delay and small noise correlation time are obtained in the explicit form.Comment: 9 page

Scalable design of tailored soft pulses for coherent control

We present a scalable scheme to design optimized soft pulses and pulse sequences for coherent control of interacting quantum many-body systems. The scheme is based on the cluster expansion and the time dependent perturbation theory implemented numerically. This approach offers a dramatic advantage in numerical efficiency, and it is also more convenient than the commonly used Magnus expansion, especially when dealing with higher order terms. We illustrate the scheme by designing 2nd-order pi-pulses and a 6th-order 8-pulse refocusing sequence for a chain of qubits with nearest-neighbor couplings. We also discuss the performance of soft-pulse refocusing sequences in suppressing decoherence due to low-frequency environment.Comment: 4 pages, 2 tables. (modified first table, references added, minor text changes

Supernarrow spectral peaks near a kinetic phase transition in a driven, nonlinear micromechanical oscillator

We measure the spectral densities of fluctuations of an underdamped nonlinear micromechanical oscillator. By applying a sufficiently large periodic excitation, two stable dynamical states are obtained within a particular range of driving frequency. White noise is injected into the excitation, allowing the system to overcome the activation barrier and switch between the two states. While the oscillator predominately resides in one of the two states for most excitation frequencies, a narrow range of frequencies exist where the occupations of the two states are approximately equal. At these frequencies, the oscillator undergoes a kinetic phase transition that resembles the phase transition of thermal equilibrium systems. We observe a supernarrow peak in the power spectral densities of fluctuations of the oscillator. This peak is centered at the excitation frequency and arises as a result of noise-induced transitions between the two dynamical states.Comment: 4 pages, 4 figure

Fluctuation-enhanced frequency mixing in a nonlinear micromechanical oscillator

We study noise-enhanced frequency mixing in an underdamped micromechanical torsional oscillator. The oscillator is electrostatically driven into bistability by a strong, periodic voltage at frequency $\omega_d$. A second, weak ac voltage is applied at a frequency $\omega$ close to $\omega_d$. Due to nonlinearity in the system, vibrations occur at both $\omega$ and $2\omega_d-\omega$. White noise is injected into the excitation, allowing the system to occasionally overcome the activation barrier and switch between the two states. At the primary drive frequency where the occupations of the two states are approximately equal, we observe noise-induced enhancement of the oscillation amplitudes at both $\omega$ and the down-converted frequency $2\omega_d-\omega$, in agreement with theoretical predictions. Such enhancement occurs as a result of the noise-induced interstate transitions becoming synchronous with the beating between the two driving frequencies.Comment: 4 pages 5 figure