31 research outputs found

    Generalized Wiener Process and Kolmogorov's Equation for Diffusion induced by Non-Gaussian Noise Source

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    We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for non-Gaussian white noise we derive directly from Langevin equation, with such a random source, the Kolmogorov's equation for Markovian non-Gaussian process. From this equation we obtain the Fokker-Planck equation for nonlinear system driven by white Gaussian noise, the Kolmogorov-Feller equation for discontinuous Markovian processes, and the fractional Fokker-Planck equation for anomalous diffusion. The stationary probability distributions for some simple cases of anomalous diffusion are derived.Comment: 8 pages. in press, Fluctuation and Noise Letters, 200

    Critical Phenomena and Diffusion in Complex Systems

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    Editorial of the International Conference on Critical Phenomena and Diffusion in Complex Systems held on 5--7 December, 2006 in Nizhniy Novgorod State University, Russia and was dedicated to the memory and 80th anniversary of Professor Askold N. Malakhov.Comment: 4 pages, to appear in International Journal of Bifurcation and Chao

    Noise Enhanced Stability

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    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

    L\'evy flights versus L\'evy walks in bounded domains

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    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

    Noise Enhanced Stability in Fluctuating Metastable States

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    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

    Escape Times in Fluctuating Metastable Potential and Acceleration of Diffusion in Periodic Fluctuating Potentials

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    The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating metastable potential we obtain the mean first-passage time (MFPT) as a function of the potential parameters, the noise intensity and the mean rate of switchings of the dichotomous noise. We find noise enhanced stability (NES) phenomenon in the system investigated and the parameter region of the fluctuating potential where the effect can be observed. For the diffusion of the overdamped Brownian particle in a fast fluctuating symmetric periodic potential we obtain that the effective diffusion coefficient depends on the mean first-passage time, as discovered for fixed periodic potential. The effective diffusion coefficients for sawtooth, sinusoidal and piecewise parabolic potentials are calculated in closed analytical form.Comment: 10 pages, 2 figures. In press in Physica A, 2004. In press in Physica A, 200

    The spike train statistics for consonant and dissonant musical accords

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    The simple system composed of three neural-like noisy elements is considered. Two of them (sensory neurons or sensors) are stimulated by noise and periodic signals with different ratio of frequencies, and the third one (interneuron) receives the output of these two sensors and noise. We propose the analytical approach to analysis of Interspike Intervals (ISI) statistics of the spike train generated by the interneuron. The ISI distributions of the sensory neurons are considered to be known. The frequencies of the input sinusoidal signals are in ratios, which are usual for music. We show that in the case of small integer ratios (musical consonance) the input pair of sinusoids results in the ISI distribution appropriate for more regular output spike train than in a case of large integer ratios (musical dissonance) of input frequencies. These effects are explained from the viewpoint of the proposed theory.Comment: 22 pages, 6 figure

    Acceleration of Diffusion in Randomly Switching Potential with Supersymmetry

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    We investigate the overdamped Brownian motion in a supersymmetric periodic potential switched by Markovian dichotomous noise between two configurations. The two configurations differ from each other by a shift of one-half period. The calculation of the effective diffusion coefficient is reduced to the mean first passage time problem. We derive general equations to calculate the effective diffusion coefficient of Brownian particles moving in arbitrary supersymmetric potential. For the sawtooth potential, we obtain the exact expression for the effective diffusion coefficient, which is valid for the arbitrary mean rate of potential switchings and arbitrary intensity of white Gaussian noise. We find the acceleration of diffusion in comparison with the free diffusion case and a finite net diffusion in the absence of thermal noise. Such a potential could be used to enhance the diffusion over its free value by an appropriate choice of parameter

    Diffusion Acceleration in Randomly Switching Sawtooth Potential

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    We investigate an overdamped Brownian motion in symmetric sawtooth periodic potential switched by Markovian dichotomous noise between two configurations. The two configurations differ each other by a translation of half of period. The calculation of the effective diffusion coefficient is reduced to the mean first-passage time problem, and we obtain the exact expression valid for arbitrary mean rate of switchings and arbitrary intensity of white Gaussian noise. We find the area at parameters plane where acceleration of diffusion in comparison with the free diffusion case takes plac
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