Frequency and Phase Synchronization in Stochastic Systems

The phenomenon of frequency and phase synchronization in stochastic systems requires a revision of concepts originally phrased in the context of purely deterministic systems. Various definitions of an instantaneous phase are presented and compared with each other with special attention payed to their robustness with respect to noise. We review the results of an analytic approach describing noise-induced phase synchronization in a thermal two-state system. In this context exact expressions for the mean frequency and the phase diffusivity are obtained that together determine the average length of locking episodes. A recently proposed method to quantify frequency synchronization in noisy potential systems is presented and exemplified by applying it to the periodically driven noisy harmonic oscillator. Since this method is based on a threshold crossing rate pioneered by S.O. Rice the related phase velocity is termed Rice frequency. Finally, we discuss the relation between the phenomenon of stochastic resonance and noise-enhanced phase coherence by applying the developed concepts to the periodically driven bistable Kramers oscillator.Comment: to appear in the Chaos focus issue on "Control, communication, and synchronization in chaotic dynamical systems

Hydrodynamically enforced entropic trapping of Brownian particles

We study the transport of Brownian particles through a corrugated channel caused by a force field containing curl-free (scalar potential) and divergence-free (vector potential) parts. We develop a generalized Fick-Jacobs approach leading to an effective one-dimensional description involving the potential of mean force. As an application, the interplay of a pressure-driven flow and an oppositely oriented constant bias is considered. We show that for certain parameters, the particle diffusion is significantly suppressed via the property of hyrodynamically enforced entropic particle trapping.Comment: 5 pages, 4 figures, in press with Physical Review Letter

Quasi-deterministic transport of Brownian particles in an oscillating periodic potential

We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the diffusion coefficient. Furthermore we analyze the effect of the oscillating potential on the transport if additionally a constant force is applied. We show the existence of synchronization regimes at which the deterministic dynamics is in resonance with the potential oscillations giving rise to transport with extremely low dispersion. We distinguish slow and fast oscillatory driving and give analytical expressions for the mean velocity and effective diffusion.Comment: submitted: Feb 12th, 201

On the attractors of two-dimensional Rayleigh oscillators including noise

We study sustained oscillations in two-dimensional oscillator systems driven by Rayleigh-type negative friction. In particular we investigate the influence of mismatch of the two frequencies. Further we study the influence of external noise and nonlinearity of the conservative forces. Our consideration is restricted to the case that the driving is rather weak and that the forces show only weak deviations from radial symmetry. For this case we provide results for the attractors and the bifurcations of the system. We show that for rational relations of the frequencies the system develops several rotational excitations with right/left symmetry, corresponding to limit cycles in the four-dimensional phase space. The corresponding noisy distributions have the form of hoops or tires in the four-dimensional space. For irrational frequency relations, as well as for increasing strength of driving or noise the periodic excitations are replaced by chaotic oscillations.Comment: 9 pages, 5 figure

Macroscopic limit cycle via pure noise-induced phase transition

Bistability generated via a pure noise-induced phase transition is reexamined from the view of bifurcations in macroscopic cumulant dynamics. It allows an analytical study of the phase diagram in more general cases than previous methods. In addition using this approach we investigate patially-extended systems with two degrees of freedom per site. For this system, the analytic solution of the stationary Fokker-Planck equation is not available and a standard mean field approach cannot be used to find noise induced phase transitions. A new approach based on cumulant dynamics predicts a noise-induced phase transition through a Hopf bifurcation leading to a macroscopic limit cycle motion, which is confirmed by numerical simulation.Comment: 8 pages, 8 figure

Entropic particle transport: higher order corrections to the Fick-Jacobs diffusion equation

Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in the ratio between the difference of the widest and the most narrow constriction divided through the period length of the channel geometry. We demonstrate that the leading order term is equivalent to the Fick-Jacobs approximation. By use of the higher order corrections to the probability density we derive an expression for the spatially dependent diffusion coefficient D(x) which substitutes the constant diffusion coefficient present in the common Fick-Jacobs equation. In addition, we show that in the diffusion dominated regime the average transport velocity is obtained as the product of the zeroth-order Fick-Jacobs result and the expectation value of the spatially dependent diffusion coefficient . The analytic findings are corroborated with the precise numerical results of a finite element calculation of the Smoluchowski diffusive particle dynamics occurring in a reflection symmetric sinusoidal-shaped channel.Comment: 9 pages, 3 figure

Self-organized escape of oscillator chains in nonlinear potentials

We present the noise free escape of a chain of linearly interacting units from a metastable state over a cubic on-site potential barrier. The underlying dynamics is conservative and purely deterministic. The mutual interplay between nonlinearity and harmonic interactions causes an initially uniform lattice state to become unstable, leading to an energy redistribution with strong localization. As a result a spontaneously emerging localized mode grows into a critical nucleus. By surpassing this transition state, the nonlinear chain manages a self-organized, deterministic barrier crossing. Most strikingly, these noise-free, collective nonlinear escape events proceed generally by far faster than transitions assisted by thermal noise when the ratio between the average energy supplied per unit in the chain and the potential barrier energy assumes small values

Biased Brownian motion in extreme corrugated tubes

Biased Brownian motion of point-size particles in a three-dimensional tube with smoothly varying cross-section is investigated. In the fashion of our recent work [Martens et al., PRE 83,051135] we employ an asymptotic analysis to the stationary probability density in a geometric parameter of the tube geometry. We demonstrate that the leading order term is equivalent to the Fick-Jacobs approximation. Expression for the higher order corrections to the probability density are derived. Using this expansion orders we obtain that in the diffusion dominated regime the average particle current equals the zeroth-order Fick-Jacobs result corrected by a factor including the corrugation of the tube geometry. In particular we demonstrate that this estimate is more accurate for extreme corrugated geometries compared to the common applied method using the spatially dependent diffusion coefficient D(x,f). The analytic findings are corroborated with the finite element calculation of a sinusoidal-shaped tube.Comment: 10 pages, 4 figure

How entropy and hydrodynamics cooperate in rectifying particle transport

Using the analytical Fick-Jacobs approximation formalism and extensive Brownian dynamics simulations we study particle transport through two-dimensional periodic channels with triangularly shaped walls. Directed motion is caused by the interplay of constant bias acting along the channel axis and a pressure-driven flow. In particular, we analyze the particle mobility and the effective diffusion coefficient. The mechanisms of entropic rectification is revealed in channels with a broken spatial reflection symmetry in presence of hydrodynamically enforced entropic trapping. Due to the combined action of the forcing and the pressure-driven flow field, efficient rectification with a drastically reduced diffusivity is achieved.Comment: 11 pages, 7 figure