On the noise-induced passage through an unstable periodic orbit II: General case

Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the system's first exit from the interior of the unstable orbit occurs, typically displays the phenomenon of cycling: The distribution of first-exit locations is translated along the unstable periodic orbit proportionally to the logarithm of the noise intensity as the noise intensity goes to zero. We show that for a large class of such systems, the cycling profile is given, up to a model-dependent change of coordinates, by a universal function given by a periodicised Gumbel distribution. Our techniques combine action-functional or large-deviation results with properties of random Poincar\'e maps described by continuous-space discrete-time Markov chains.Comment: 44 pages, 4 figure

The effect of additive noise on dynamical hysteresis

We investigate the properties of hysteresis cycles produced by a one-dimensional, periodically forced Langevin equation. We show that depending on amplitude and frequency of the forcing and on noise intensity, there are three qualitatively different types of hysteresis cycles. Below a critical noise intensity, the random area enclosed by hysteresis cycles is concentrated near the deterministic area, which is different for small and large driving amplitude. Above this threshold, the area of typical hysteresis cycles depends, to leading order, only on the noise intensity. In all three regimes, we derive mathematically rigorous estimates for expectation, variance, and the probability of deviations of the hysteresis area from its typical value.Comment: 30 pages, 5 figure

Universality of residence-time distributions in non-adiabatic stochastic resonance

We present mathematically rigorous expressions for the residence-time and first-passage-time distributions of a periodically forced Brownian particle in a bistable potential. For a broad range of forcing frequencies and amplitudes, the distributions are close to periodically modulated exponential ones. Remarkably, the periodic modulations are governed by universal functions, depending on a single parameter related to the forcing period. The behaviour of the distributions and their moments is analysed, in particular in the low- and high-frequency limits.Comment: 8 pages, 1 figure New version includes distinction between first-passage-time and residence-time distribution

Relating the Cosmological Constant and Supersymmetry Breaking in Warped Compactifications of IIB String Theory

It has been suggested that the observed value of the cosmological constant is related to the supersymmetry breaking scale M_{susy} through the formula Lambda \sim M_p^4 (M_{susy}/M_p)^8. We point out that a similar relation naturally arises in the codimension two solutions of warped space-time varying compactifications of string theory in which non-isotropic stringy moduli induce a small but positive cosmological constant.Comment: 7 pages, LaTeX, references added and minor changes made, (v3) map between deSitter and global cosmic brane solutions clarified, supersymmetry breaking discussion improved and references adde

Modulated amplitude waves with nonzero phases in Bose-Einstein condensates

In this paper we give a frame for application of the averaging method to Bose-Einstein condensates (BECs) and obtain an abstract result upon the dynamics of BECs. Using aver- aging method, we determine the location where the modulated amplitude waves (periodic or quasi-periodic) exist and we also study the stability and instability of modulated amplitude waves (periodic or quasi-periodic). Compared with the previous work, modulated amplitude waves studied in this paper have nontrivial phases and this makes the problem become more diffcult, since it involves some singularities.Comment: 17 pages, 2 figure

Memory Effects and Scaling Laws in Slowly Driven Systems

This article deals with dynamical systems depending on a slowly varying parameter. We present several physical examples illustrating memory effects, such as metastability and hysteresis, which frequently appear in these systems. A mathematical theory is outlined, which allows to show existence of hysteresis cycles, and determine related scaling laws.Comment: 28 pages (AMS-LaTeX), 18 PS figure

Beyond the Fokker-Planck equation: Pathwise control of noisy bistable systems

We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main idea is to show that for sufficiently small noise intensity and slow time dependence, the vast majority of paths remain in small space-time sets, typically in the neighbourhood of potential wells. The size of these sets often has a power-law dependence on the small parameters, with universal exponents. The overall probability of exceptional paths is exponentially small, with an exponent also showing power-law behaviour. The results cover time spans up to the maximal Kramers time of the system. We apply our method to three phenomena characteristic for bistable systems: stochastic resonance, dynamical hysteresis and bifurcation delay, where it yields precise bounds on transition probabilities, and the distribution of hysteresis areas and first-exit times. We also discuss the effect of coloured noise.Comment: 37 pages, 11 figure

Metastability in Interacting Nonlinear Stochastic Differential Equations II: Large-N Behaviour

We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise, in the limit of large N. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent source of white noise. For strong coupling (of the order N^2), the system synchronises, in the sense that all oscillators assume almost the same position in their respective local potential most of the time. In a previous paper, we showed that the transition from strong to weak coupling involves a sequence of symmetry-breaking bifurcations of the system's stationary configurations, and analysed in particular the behaviour for coupling intensities slightly below the synchronisation threshold, for arbitrary N. Here we describe the behaviour for any positive coupling intensity \gamma of order N^2, provided the particle number N is sufficiently large (as a function of \gamma/N^2). In particular, we determine the transition time between synchronised states, as well as the shape of the "critical droplet", to leading order in 1/N. Our techniques involve the control of the exact number of periodic orbits of a near-integrable twist map, allowing us to give a detailed description of the system's potential landscape, in which the metastable behaviour is encoded

Pedal dermatophyte infection in psoriasis.

Background Dermatophyte infections have been considered rare in psoriasis. However, there are data indicating that tinea unguium is as common or even more common in psoriasis compared with healthy controls. Tinea unguium is generally a secondary event to tinea pedis infection. Objectives To study the prevalence of tinea pedis and tinea unguium in psoriasis compared with a control group. Methods Consecutive psoriasis outpatients aged 18-64 years attending a department of dermatology were examined. Samples for direct microscopy and culture were taken from the interdigital spaces, soles and toenails. Consecutive patients without signs of psoriasis or atopic dermatitis seeking examination of moles constituted the control group. Results In total, 239 patients with psoriasis and 245 control patients were studied. The prevalence of tinea pedis was 8·8%[95% confidence interval (CI) ± 3·6%] in the psoriasis group and 7·8% (95% CI ± 3·4%) in the control group. The corresponding figures for prevalence of tinea unguium were 4·6% (95% CI ± 2·7%) and 2·4% (95% CI ± 1·9%), respectively. The differences found in the psoriasis vs. the control groups were not statistically significant. Conclusions This study does not support the hypothesis that the prevalence of tinea pedis and tinea unguium in patients with psoriasis differs from that in a normal population

A mathematical framework for critical transitions: normal forms, variance and applications

Critical transitions occur in a wide variety of applications including mathematical biology, climate change, human physiology and economics. Therefore it is highly desirable to find early-warning signs. We show that it is possible to classify critical transitions by using bifurcation theory and normal forms in the singular limit. Based on this elementary classification, we analyze stochastic fluctuations and calculate scaling laws of the variance of stochastic sample paths near critical transitions for fast subsystem bifurcations up to codimension two. The theory is applied to several models: the Stommel-Cessi box model for the thermohaline circulation from geoscience, an epidemic-spreading model on an adaptive network, an activator-inhibitor switch from systems biology, a predator-prey system from ecology and to the Euler buckling problem from classical mechanics. For the Stommel-Cessi model we compare different detrending techniques to calculate early-warning signs. In the epidemics model we show that link densities could be better variables for prediction than population densities. The activator-inhibitor switch demonstrates effects in three time-scale systems and points out that excitable cells and molecular units have information for subthreshold prediction. In the predator-prey model explosive population growth near a codimension two bifurcation is investigated and we show that early-warnings from normal forms can be misleading in this context. In the biomechanical model we demonstrate that early-warning signs for buckling depend crucially on the control strategy near the instability which illustrates the effect of multiplicative noise.Comment: minor corrections to previous versio