Collective Atomic Recoil Laser as a synchronization transition

We consider here a model previously introduced to describe the collective behavior of an ensemble of cold atoms interacting with a coherent electromagnetic field. The atomic motion along the self-generated spatially-periodic force field can be interpreted as the rotation of a phase oscillator. This suggests a relationship with synchronization transitions occurring in globally coupled rotators. In fact, we show that whenever the field dynamics can be adiabatically eliminated, the model reduces to a self-consistent equation for the probability distribution of the atomic "phases". In this limit, there exists a formal equivalence with the Kuramoto model, though with important differences in the self-consistency conditions. Depending on the field-cavity detuning, we show that the onset of synchronized behavior may occur through either a first- or second-order phase transition. Furthermore, we find a secondary threshold, above which a periodic self-pulsing regime sets in, that is immediately followed by the unlocking of the forward-field frequency. At yet higher, but still experimentally meaningful, input intensities, irregular, chaotic oscillations may eventually appear. Finally, we derive a simpler model, involving only five scalar variables, which is able to reproduce the entire phenomenology exhibited by the original model

Statistical Mechanics of finite arrays of coupled bistable elements

We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter space. The results obtained in prior works in the asymptotic infinite size limit are significantly different from the finite size results. A procedure to construct approximate 1-dimensional Langevin equation is adopted. This equation provides a useful tool to understand the collective behavior even in the presence of an external driving force

On low-sampling-rate Kramers-Moyal coefficients

We analyze the impact of the sampling interval on the estimation of Kramers-Moyal coefficients. We obtain the finite-time expressions of these coefficients for several standard processes. We also analyze extreme situations such as the independence and no-fluctuation limits that constitute useful references. Our results aim at aiding the proper extraction of information in data-driven analysis.Comment: 9 pages, 4 figure

A field theoretic approach to master equations and a variational method beyond the Poisson ansatz

We develop a variational scheme in a field theoretic approach to a stochastic process. While various stochastic processes can be expressed using master equations, in general it is difficult to solve the master equations exactly, and it is also hard to solve the master equations numerically because of the curse of dimensionality. The field theoretic approach has been used in order to study such complicated master equations, and the variational scheme achieves tremendous reduction in the dimensionality of master equations. For the variational method, only the Poisson ansatz has been used, in which one restricts the variational function to a Poisson distribution. Hence, one has dealt with only restricted fluctuation effects. We develop the variational method further, which enables us to treat an arbitrary variational function. It is shown that the variational scheme developed gives a quantitatively good approximation for master equations which describe a stochastic gene regulatory network.Comment: 13 pages, 2 figure

Three-state herding model of the financial markets

We propose a Markov jump process with the three-state herding interaction. We see our approach as an agent-based model for the financial markets. Under certain assumptions this agent-based model can be related to the stochastic description exhibiting sophisticated statistical features. Along with power-law probability density function of the absolute returns we are able to reproduce the fractured power spectral density, which is observed in the high-frequency financial market data. Given example of consistent agent-based and stochastic modeling will provide background for the further developments in the research of complex social systems.Comment: 11 pages, 3 figure

Additive-multiplicative stochastic models of financial mean-reverting processes

We investigate a generalized stochastic model with the property known as mean reversion, that is, the tendency to relax towards a historical reference level. Besides this property, the dynamics is driven by multiplicative and additive Wiener processes. While the former is modulated by the internal behavior of the system, the latter is purely exogenous. We focus on the stochastic dynamics of volatilities, but our model may also be suitable for other financial random variables exhibiting the mean reversion property. The generalized model contains, as particular cases, many early approaches in the literature of volatilities or, more generally, of mean-reverting financial processes. We analyze the long-time probability density function associated to the model defined through a It\^o-Langevin equation. We obtain a rich spectrum of shapes for the probability function according to the model parameters. We show that additive-multiplicative processes provide realistic models to describe empirical distributions, for the whole range of data.Comment: 8 pages, 3 figure

Equilibration problem for the generalized Langevin equation

We consider the problem of equilibration of a single oscillator system with dynamics given by the generalized Langevin equation. It is well-known that this dynamics can be obtained if one considers a model where the single oscillator is coupled to an infinite bath of harmonic oscillators which are initially in equilibrium. Using this equivalence we first determine the conditions necessary for equilibration for the case when the system potential is harmonic. We then give an example with a particular bath where we show that, even for parameter values where the harmonic case always equilibrates, with any finite amount of nonlinearity the system does not equilibrate for arbitrary initial conditions. We understand this as a consequence of the formation of nonlinear localized excitations similar to the discrete breather modes in nonlinear lattices.Comment: 5 pages, 2 figure

Tunable nonlinearity in atomic response to a bichromatic field

Atomic response to a probe beam can be tailored, by creating coherences between atomic levels with help of another beam. Changing parameters of the control beam will change the nature of coherences and hence the nature of atomic response as well. Such change can depend upon intensity of both probe and control beams, in a nonlinear fashion. We present a situation where this nonlinearity in dependence can be precisely controlled, as to obtain different variations as desired. We also present a detailed analysis of how this nonlinear dependency arises and show that this is an interesting effect of several Coherent Population Trap(CPT) states that exist and a competition among them to trap atomic population in them.Comment: 16 pages and 6 figure

Irreversible spherical model and its stationary entropy production rate

The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of being irreversible, we have succeeded in finding an explicit form for the stationary probability distribution, which turns out to be of the Boltzmann-Gibbs type. This enables one to evaluate the exact form of the entropy production rate at the stationary state, which is non-zero if the dynamical rules of the transition rates are asymmetric

Multiple time-scale approach for a system of Brownian particles in a non-uniform temperature field

The Smoluchowsky equation for a system of interacting Brownian particles in a temperature gradient is derived from the Kramers equation by means of a multiple time-scale method. The interparticle interactions are assumed to be represented by a mean-field description. We present numerical results that compare well with the theoretical prediction together with an extensive discussion on the prescription of the Langevin equation in overdamped systems.Comment: 8 pages, 2 figure