Spatio-temporal patterns driven by autocatalytic internal reaction noise

The influence that intrinsic local density fluctuations can have on solutions of mean-field reaction-diffusion models is investigated numerically by means of the spatial patterns arising from two species that react and diffuse in the presence of strong internal reaction noise. The dynamics of the Gray-Scott (GS) model with constant external source is first cast in terms of a continuum field theory representing the corresponding master equation. We then derive a Langevin description of the field theory and use these stochastic differential equations in our simulations. The nature of the multiplicative noise is specified exactly without recourse to assumptions and turns out to be of the same order as the reaction itself, and thus cannot be treated as a small perturbation. Many of the complex patterns obtained in the absence of noise for the GS model are completely obliterated by these strong internal fluctuations, but we find novel spatial patterns induced by this reaction noise in regions of parameter space that otherwise correspond to homogeneous solutions when fluctuations are not included.Comment: 12 pages, 18 figure

Diffusion-induced bistability of driven nanomechanical resonators

We study nanomechanical resonators with frequency fluctuations due to diffusion of absorbed particles. The diffusion depends on the vibration amplitude through inertial effect. We find that, if the diffusion coefficient is sufficiently large, the resonator response to periodic driving displays bistability. The lifetime of the coexisting vibrational states scales exponentially with the diffusion coefficient. It also displays a characteristic scaling dependence on the distance to bifurcation points.Comment: 4 pages, 3 figure

Quantum State Diffusion and Time Correlation Functions

In computing the spectra of quantum mechanical systems one encounters the Fourier transforms of time correlation functions, as given by the quantum regression theorem for systems described by master equations. Quantum state diffusion (QSD) gives a useful method of solving these problems by unraveling the master equation into stochastic trajectories; but there is no generally accepted definition of a time correlation function for a single QSD trajectory. In this paper we show how QSD can be used to calculate these spectra directly; by formally solving the equations which arise, we arrive at a natural definition for a two-time correlation function in QSD, which depends explicitly on both the stochastic noise of the particular trajectory and the time of measurement, and which agrees in the mean with the ensemble average definition of correlation functions.Comment: 16 pages standard LaTeX + 1 figure (uuencoded postscript) Numerous minor revisions and clarifications. To appear in J. Mod. Optic

Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact probability distribution function for the particle positions, calculate its moments and find their corresponding long-time, asymptotic behaviors. The generally anomalous diffusive regimes of the particles are classified, and their dependence on the friction coefficient and the characteristics of the noises is analyzed in detail. The asymptotic predictions are confirmed by exact solutions for two examples.Comment: 15 page

Emergence of stability in a stochastically driven pendulum: beyond the Kapitsa effect

We consider a prototypical nonlinear system which can be stabilized by multiplicative noise: an underdamped non-linear pendulum with a stochastically vibrating pivot. A numerical solution of the pertinent Fokker-Planck equation shows that the upper equilibrium point of the pendulum can become stable even when the noise is white, and the "Kapitsa pendulum" effect is not at work. The stabilization occurs in a strong-noise regime where WKB approximation does not hold.Comment: 4 pages, 7 figure

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

Noise-Induced Synchronization of a Large Population of Globally Coupled Nonidentical Oscillators

We study a large population of globally coupled phase oscillators subject to common white Gaussian noise and find analytically that the critical coupling strength between oscillators for synchronization transition decreases with an increase in the intensity of common noise. Thus, common noise promotes the onset of synchronization. Our prediction is confirmed by numerical simulations of the phase oscillators as well as of limit-cycle oscillators

Macroscopic description of particle systems with non-local density-dependent diffusivity

In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear between the density equations that are derived from different representations of the Langevin equation describing a system of interacting Brownian particles. Linear stability analysis demonstrates that under some circumstances the density equation interpreted like Ito has pattern solutions, which never appear for the Hanggi-Klimontovich interpretation, which is the other one typically appearing in the context of nonlinear diffusion processes. We also introduce a discrete-time microscopic model of particles that confirms the results obtained at the macroscopic density level.Comment: 4 pages, 3 figure

Analysis of noise-induced transitions from regular to chaotic oscillations in the Chen system

The stochastically perturbed Chen system is studied within the parameter region which permits both regular and chaotic oscillations. As noise intensity increases and passes some threshold value, noise-induced hopping between close portions of the stochastic cycle can be observed. Through these transitions, the stochastic cycle is deformed to be a stochastic attractor that looks like chaotic. In this paper for investigation of these transitions, a constructive method based on the stochastic sensitivity function technique with confidence ellipses is suggested and discussed in detail. Analyzing a mutual arrangement of these ellipses, we estimate the threshold noise intensity corresponding to chaotization of the stochastic attractor. Capabilities of this geometric method for detailed analysis of the noise-induced hopping which generates chaos are demonstrated on the stochastic Chen system. © 2012 American Institute of Physics

State selection in the noisy stabilized Kuramoto-Sivashinsky equation

In this work, we study the 1D stabilized Kuramoto Sivashinsky equation with additive uncorrelated stochastic noise. The Eckhaus stable band of the deterministic equation collapses to a narrow region near the center of the band. This is consistent with the behavior of the phase diffusion constants of these states. Some connections to the phenomenon of state selection in driven out of equilibrium systems are made.Comment: 8 pages, In version 3 we corrected minor/typo error