Multiplicative Noise: Applications in Cosmology and Field Theory

Physical situations involving multiplicative noise arise generically in cosmology and field theory. In this paper, the focus is first on exact nonlinear Langevin equations, appropriate in a cosmologica setting, for a system with one degree of freedom. The Langevin equations are derived using an appropriate time-dependent generalization of a model due to Zwanzig. These models are then extended to field theories and the generation of multiplicative noise in such a context is discussed. Important issues in both the cosmological and field theoretic cases are the fluctuation-dissipation relations and the relaxation time scale. Of some importance in cosmology is the fact that multiplicative noise can substantially reduce the relaxation time. In the field theoretic context such a noise can lead to a significant enhancement in the nucleation rate of topological defects.Comment: 21 pages, LaTex, LA-UR-93-210

Coexistence and critical behaviour in a lattice model of competing species

In the present paper we study a lattice model of two species competing for the same resources. Monte Carlo simulations for d=1, 2, and 3 show that when resources are easily available both species coexist. However, when the supply of resources is on an intermediate level, the species with slower metabolism becomes extinct. On the other hand, when resources are scarce it is the species with faster metabolism that becomes extinct. The range of coexistence of the two species increases with dimension. We suggest that our model might describe some aspects of the competition between normal and tumor cells. With such an interpretation, examples of tumor remission, recurrence and of different morphologies are presented. In the d=1 and d=2 models, we analyse the nature of phase transitions: they are either discontinuous or belong to the directed-percolation universality class, and in some cases they have an active subcritical phase. In the d=2 case, one of the transitions seems to be characterized by critical exponents different than directed-percolation ones, but this transition could be also weakly discontinuous. In the d=3 version, Monte Carlo simulations are in a good agreement with the solution of the mean-field approximation. This approximation predicts that oscillatory behaviour occurs in the present model, but only for d>2. For d>=2, a steady state depends on the initial configuration in some cases.Comment: 11 pages, 14 figure

Coherence Resonance in Chaotic Systems

We show that it is possible for chaotic systems to display the main features of coherence resonance. In particular, we show that a Chua model, operating in a chaotic regime and in the presence of noise, can exhibit oscillations whose regularity is optimal for some intermediate value of the noise intensity. We find that the power spectrum of the signal develops a peak at finite frequency at intermediate values of the noise. These are all signatures of coherence resonance. We also experimentally study a Chua circuit and corroborate the above simulation results. Finally, we analyze a simple model composed of two separate limit cycles which still exhibits coherence resonance, and show that its behavior is qualitatively similar to that of the chaotic Chua systemComment: 4 pages (including 4 figures) LaTeX fil

Levy stable noise induced transitions: stochastic resonance, resonant activation and dynamic hysteresis

A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the existence of timescale separation between the dynamics of the measured observable and the typical timescale of the noise allows external fluctuations to be modeled as temporally uncorrelated and therefore white. However, in many natural phenomena the assumptions concerning the abovementioned properties of "Gaussianity" and "whiteness" of the noise can be violated. In this context, in contrast to the spatiotemporal coupling characterizing general forms of non-Markovian or semi-Markovian L\'evy walks, so called L\'evy flights correspond to the class of Markov processes which still can be interpreted as white, but distributed according to a more general, infinitely divisible, stable and non-Gaussian law. L\'evy noise-driven non-equilibrium systems are known to manifest interesting physical properties and have been addressed in various scenarios of physical transport exhibiting a superdiffusive behavior. Here we present a brief overview of our recent investigations aimed to understand features of stochastic dynamics under the influence of L\'evy white noise perturbations. We find that the archetypal phenomena of noise-induced ordering are robust and can be detected also in systems driven by non-Gaussian, heavy-tailed fluctuations with infinite variance.Comment: 7 pages, 8 figure

Functional characterization of generalized Langevin equations

We present an exact functional formalism to deal with linear Langevin equations with arbitrary memory kernels and driven by any noise structure characterized through its characteristic functional. No others hypothesis are assumed over the noise, neither the fluctuation dissipation theorem. We found that the characteristic functional of the linear process can be expressed in terms of noise's functional and the Green function of the deterministic (memory-like) dissipative dynamics. This object allow us to get a procedure to calculate all the Kolmogorov hierarchy of the non-Markov process. As examples we have characterized through the 1-time probability a noise-induced interplay between the dissipative dynamics and the structure of different noises. Conditions that lead to non-Gaussian statistics and distributions with long tails are analyzed. The introduction of arbitrary fluctuations in fractional Langevin equations have also been pointed out

Spin chirality induced by the Dzyaloshinskii-Moriya interaction and the polarized neutron scattering

We discuss the influence of the Dzyaloshinskii-Moriya (DM) interaction in the Heizenberg spin chain model for the observables in the polarized neutron scattering experiments. We show that different choices of the parameters of DM interaction may leave the spectrum of the problem unchanged, while the observable spin-spin correlation functions may differ qualitatively. Particularly, for the uniform DM interaction one has the incommensurate fluctuations and polarization-dependent neutron scattering in the paramagnetic phase. We sketch the possible generalization of our treatment to higher dimensions.Comment: 4 pages, REVTEX, no figures, references added, to appear in PR

Noise-Driven Mechanism for Pattern Formation

We extend the mechanism for noise-induced phase transitions proposed by Ibanes et al. [Phys. Rev. Lett. 87, 020601-1 (2001)] to pattern formation phenomena. In contrast with known mechanisms for pure noise-induced pattern formation, this mechanism is not driven by a short-time instability amplified by collective effects. The phenomenon is analyzed by means of a modulated mean field approximation and numerical simulations

Monotonous continuous-time random walks with drift and stochastic reset events

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous continuous-time random walks with a constant drift: the process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence|for any drift strength|of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.Comment: 15 pages, 4 figures, revtex4-1; considerable revision, 4 appendices adde

Natural boundaries for the Smoluchowski equation and affiliated diffusion processes

The Schr\"{o}dinger problem of deducing the microscopic dynamics from the input-output statistics data is known to admit a solution in terms of Markov diffusions. The uniqueness of solution is found linked to the natural boundaries respected by the underlying random motion. By choosing a reference Smoluchowski diffusion process, we automatically fix the Feynman-Kac potential and the field of local accelerations it induces. We generate the family of affiliated diffusions with the same local dynamics, but different inaccessible boundaries on finite, semi-infinite and infinite domains. For each diffusion process a unique Feynman-Kac kernel is obtained by the constrained (Dirichlet boundary data) Wiener path integration.As a by-product of the discussion, we give an overview of the problem of inaccessible boundaries for the diffusion and bring together (sometimes viewed from unexpected angles) results which are little known, and dispersed in publications from scarcely communicating areas of mathematics and physics.Comment: Latex file, Phys. Rev. E 49, 3815-3824, (1994

De Novo Unbalanced Translocations in Prader-Willi and Angelman Syndrome Might Be the Reciprocal Product of inv dup(15)s

The 15q11-q13 region is characterized by high instability, caused by the presence of several paralogous segmental duplications. Although most mechanisms dealing with cryptic deletions and amplifications have been at least partly characterized, little is known about the rare translocations involving this region. We characterized at the molecular level five unbalanced translocations, including a jumping one, having most of 15q transposed to the end of another chromosome, whereas the der(15)(pter->q11-q13) was missing. Imbalances were associated either with Prader-Willi or Angelman syndrome. Array-CGH demonstrated the absence of any copy number changes in the recipient chromosome in three cases, while one carried a cryptic terminal deletion and another a large terminal deletion, already diagnosed by classical cytogenetics. We cloned the breakpoint junctions in two cases, whereas cloning was impaired by complex regional genomic architecture and mosaicism in the others. Our results strongly indicate that some of our translocations originated through a prezygotic/postzygotic two-hit mechanism starting with the formation of an acentric 15qter->q1::q1->qter representing the reciprocal product of the inv dup(15) supernumerary marker chromosome. An embryo with such an acentric chromosome plus a normal chromosome 15 inherited from the other parent could survive only if partial trisomy 15 rescue would occur through elimination of part of the acentric chromosome, stabilization of the remaining portion with telomere capture, and formation of a derivative chromosome. All these events likely do not happen concurrently in a single cell but are rather the result of successive stabilization attempts occurring in different cells of which only the fittest will finally survive. Accordingly, jumping translocations might represent successful rescue attempts in different cells rather than transfer of the same 15q portion to different chromosomes. We also hypothesize that neocentromerization of the original acentric chromosome during early embryogenesis may be required to avoid its loss before cell survival is finally assured