Spatio-temporal patterns driven by autocatalytic internal reaction noise

The influence that intrinsic local density fluctuations can have on solutions of mean-field reaction-diffusion models is investigated numerically by means of the spatial patterns arising from two species that react and diffuse in the presence of strong internal reaction noise. The dynamics of the Gray-Scott (GS) model with constant external source is first cast in terms of a continuum field theory representing the corresponding master equation. We then derive a Langevin description of the field theory and use these stochastic differential equations in our simulations. The nature of the multiplicative noise is specified exactly without recourse to assumptions and turns out to be of the same order as the reaction itself, and thus cannot be treated as a small perturbation. Many of the complex patterns obtained in the absence of noise for the GS model are completely obliterated by these strong internal fluctuations, but we find novel spatial patterns induced by this reaction noise in regions of parameter space that otherwise correspond to homogeneous solutions when fluctuations are not included.Comment: 12 pages, 18 figure

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

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

State selection in the noisy stabilized Kuramoto-Sivashinsky equation

In this work, we study the 1D stabilized Kuramoto Sivashinsky equation with additive uncorrelated stochastic noise. The Eckhaus stable band of the deterministic equation collapses to a narrow region near the center of the band. This is consistent with the behavior of the phase diffusion constants of these states. Some connections to the phenomenon of state selection in driven out of equilibrium systems are made.Comment: 8 pages, In version 3 we corrected minor/typo error

Chaotic versus stochastic behavior in active-dissipative nonlinear systems

We study the dynamical state of the one-dimensional noisy generalized Kuramoto-Sivashinsky (gKS) equation by making use of time-series techniques based on symbolic dynamics and complex networks. We focus on analyzing temporal signals of global measure in the spatiotemporal patterns as the dispersion parameter of the gKS equation and the strength of the noise are varied, observing that a rich variety of different regimes, from high-dimensional chaos to pure stochastic behavior, emerge. Permutation entropy, permutation spectrum, and network entropy allow us to fully classify the dynamical state exposed to additive noise

Phase Separation Driven by External Fluctuations

The influence of external fluctuations in phase separation processes is analysed. These fluctuations arise from random variations of an external control parameter. A linear stability analysis of the homogeneous state shows that phase separation dynamics can be induced by external noise. The spatial structure of the noise is found to have a relevant role in this phenomenon. Numerical simulations confirm these results. A comparison with order-disorder noise induced phase transitions is also made.Comment: 4 pages, 4 Postscript figures included in text. LaTeX (with Revtex macros

Emergence of stability in a stochastically driven pendulum: beyond the Kapitsa effect

We consider a prototypical nonlinear system which can be stabilized by multiplicative noise: an underdamped non-linear pendulum with a stochastically vibrating pivot. A numerical solution of the pertinent Fokker-Planck equation shows that the upper equilibrium point of the pendulum can become stable even when the noise is white, and the "Kapitsa pendulum" effect is not at work. The stabilization occurs in a strong-noise regime where WKB approximation does not hold.Comment: 4 pages, 7 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

Arrival time distribution for a driven system containing quenched dichotomous disorder

We study the arrival time distribution of overdamped particles driven by a constant force in a piecewise linear random potential which generates the dichotomous random force. Our approach is based on the path integral representation of the probability density of the arrival time. We explicitly calculate the path integral for a special case of dichotomous disorder and use the corresponding characteristic function to derive prominent properties of the arrival time probability density. Specifically, we establish the scaling properties of the central moments, analyze the behavior of the probability density for short, long, and intermediate distances. In order to quantify the deviation of the arrival time distribution from a Gaussian shape, we evaluate the skewness and the kurtosis.Comment: 18 pages, 5 figure

Steady-State L\'evy Flights in a Confined Domain

We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric L\'{e}vy flights in an infinitely deep potential well. The fractional Fokker-Planck equation for L\'{e}vy flights is derived and solved analytically in the steady state. It is shown that L\'{e}vy flights are distributed according to the beta distribution, whose probability density becomes singular at the boundaries of the well. The origin of the preferred concentration of flying objects near the boundaries in nonequilibrium systems is clarified.Comment: 10 pages, 1 figur