Stochastic multiresonance in a bistable sawtooth potential driven by correlated multiplicative and additive noise

We present an analytic investigation of the signal-to-noise ratio (SNR) by studying the bistable sawtooth system driven by correlated Gaussian white noises. The analytic expression of SNR is obtained. Based on it, we detect the phenomenon of stochastic multiresonance, which arises from the dependence of SNR upon the noises correlation coefficient. Furthermore, there exists not only resonance, but also suppression in the SNR∼D (the additive noise intensity) curve and the SNR∼Q (the multiplicative noise intensity) curve. Received 26 February 2002 / Received in final form 12 July 2002 Published online 17 September 2002     

Scaling behavior of a nonlinear oscillator with additive noise,white and colored

We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time. For Gaussian white noise, an analytical expression for the probability distribution function of the energy is obtained in the long-time limit. In the case of colored, Ornstein-Uhlenbeck noise, a self-consistent calculation leads to (different) anomalous diffusion exponents. Dimensional analysis yields the qualitative behavior of the prefactors (generalized diffusion constants) as a function of the correlation time. Received 10 October 2002 Published online 6 March 2003 RID="a" ID="a"e-mail: mallick@spht.saclay.cea.fr     

Escape of Brownian particles in an asymmetric bistable sawtooth potential driven by cross-correlated noises

The relative escape rate (RER) for Brownian particles in an asymmetric bistable sawtooth potential driven by cross correlations between multiplicative white noise and additive white noise is studied. A new expression of the mean first-passage time is derived under the condition of piecewise linear potentials and discontinuous diffusion function. Based on the results of RER numerically calculated, it is found that (i) under positively correlated noises action (i.e. λ > 0, and λ is the correlation strength), the escape rate exhibits the suppression platform as the intensity of multiplicative noise varies. The effect of suppression becomes more pronounced with the growth of height of the deterministic potential barrier for transition, and with the increase of λ. However, for the case of uncorrelated noises (λ = 0) and of negatively correlated noises (λ < 0), the suppression platform disappears. (ii) The positive correlation between noises amplifies the change of the escape rate with the height of barrier for transition, while the negative correlation between noises suppresses this change. Received 20 November 2002 / Received in final form 19 October 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: kmdcmei@public.km.yn.cn     

Experimental observation of noise-induced sensitivity to small signals in a system with on-off intermittency

An experimental (electronic circuit) realization and analytic studies of overdamped Kramers oscillator with an exponential nonlinearity under combined effect of a large multiplicative noise and a small periodic signal were performed. Under certain conditions, when the system exhibits on-off intermittency, it becomes sensitive to very small periodic signals, amplifying them greatly. Received 21 May 1999 and Received in final form 28 December 1999     

Frequency dependence of aging, rejuvenation and memory in a disordered ferroelectric

We characterize in details the aging properties of the ferroelectric phase of KTa_1-xNb_x O₃ (KTN), where both rejuvenation and (partial) memory are observed. In particular, we carefully examine the frequency dependence of several quantities that characterize aging, rejuvenation and memory. We find a marked subaging behaviour, with an a.c. dielectric susceptiblity scaling as ω, where t _w is the waiting time. We suggest an interpretation in terms of pinned domain walls, much along the lines proposed for aging in a disordered ferromagnet, where both domain wall reconformations and overall (cumulative) domain growth are needed to rationalize the experimental findings. Received 10 November 2000 and Received in final form 20 February 2001     

Universality of a dynamical percolative approach to 1/f γ noise

A dynamical percolative model explaining the universality of 1/ f ^γ noise is reported. Exponents γ ranging from 0 to 2 are obtained under the hypothesis that noise originates from random switching events between two ON-OFF states in elemental parts (switchers) of a physical system. The usual noise behaviour with γ very close to 1 in an arbitrarily wide frequency range is obtained assuming a statistical distribution of switcher relaxation time τ proportional to τ ^-1 , as in McWhorter's model. The impact of these results with respect to recent self-organised criticality models is discussed. Received 6 November 2000 and Received in final form 22 May 2001     

Colored noise in a two-dimensional nonlinear system

A two-dimensional decoupling theory is developed when colored noise is included in a nonlinear dynamical system. By a functional analysis, the colored noise is transformed to an effective noise that includes the noise correlation time, the mean dynamical variable, and the original noise strength. When the two-dimensional decoupling theory is applied to single-mode and two-mode dye laser systems, the mean, variance, and effective eigenvalue of laser intensity are calculated. Excellent agreement between theoretical analysis, numerical simulations, and experimental measurements are obtained. It is seen that the increase of noise correlation time can reduce the fluctuations in the laser system. It is also shown that there is relatively large fluctuation in the phase when the laser undergoes from thermal light to coherent light when the theory is applied to a single mode dye laser. Received 20 August 2001 and Received in final form 4 December 2001     

Front propagation in chaotic and noisy reaction-diffusion systems: a discrete-time map approach

We study the front propagation in reaction-diffusion systems whose reaction dynamics exhibits an unstable fixed point and chaotic or noisy behaviour. We have examined the influence of chaos and noise on the front propagation speed and on the wandering of the front around its average position. Assuming that the reaction term acts periodically in an impulsive way, the dynamical evolution of the system can be written as the convolution between a spatial propagator and a discrete-time map acting locally. This approach allows us to perform accurate numerical analysis. They reveal that in the pulled regime the front speed is basically determined by the shape of the map around the unstable fixed point, while its chaotic or noisy features play a marginal role. In contrast, in the pushed regime the presence of chaos or noise is more relevant. In particular the front speed decreases when the degree of chaoticity is increased, but it is not straightforward to derive a direct connection between the chaotic properties (e.g. the Lyapunov exponent) and the behaviour of the front. As for the fluctuations of the front position, we observe for the noisy maps that the associated mean square displacement grows in time as t ^1/2 in the pushed case and as t ^1/4 in the pulled one, in agreement with recent findings obtained for continuous models with multiplicative noise. Moreover we show that the same quantity saturates when a chaotic deterministic dynamics is considered for both pushed and pulled regimes. Received 17 July 2001     

Power, Lévy, exponential and Gaussian-like regimes in autocatalytic financial systems

We study by theoretical analysis and by direct numerical simulation the dynamics of a wide class of asynchronous stochastic systems composed of many autocatalytic degrees of freedom. We describe the generic emergence of truncated power laws in the size distribution of their individual elements. The exponents α of these power laws are time independent and depend only on the way the elements with very small values are treated. These truncated power laws determine the collective time evolution of the system. In particular the global stochastic fluctuations of the system differ from the normal Gaussian noise according to the time and size scales at which these fluctuations are considered. We describe the ranges in which these fluctuations are parameterized respectively by: the Lévy regime α < 2, the power law decay with large exponent ( α > 2), and the exponential decay. Finally we relate these results to the large exponent power laws found in the actual behavior of the stock markets and to the exponential cut-off detected in certain recent measurement. Received 29 July 2000 and Received in final form 25 September 2000     

Power injected in dissipative systems and the fluctuation theorem

We consider three examples of dissipative dynamical systems involving many degrees of freedom, driven far from equilibrium by a constant or time dependent forcing. We study the statistical properties of the injected and dissipated power as well as the fluctuations of the total energy of these systems. The three systems under consideration are: a shell model of turbulence, a gas of hard spheres colliding inelastically and excited by a vibrating piston, and a Burridge-Knopoff spring-block model. Although they involve different types of forcing and dissipation, we show that the statistics of the injected power obey the “fluctuation theorem" demonstrated in the case of time reversible dissipative systems maintained at constant total energy, or in the case of some stochastic processes. Although this may be only a consequence of the theory of large deviations, this allows a possible definition of “temperature" for a dissipative system out of equilibrium. We consider how this “temperature" scales with the energy and the number of degrees of freedom in the different systems under consideration. Received 26 June 2000 and Received in final form 24 October 2000     

Micro-transitions or breathers in L-alanine?

Within mean field approximation, a procedure is elaborated to consider noise induced phase transitions with arbitrary relations between the noises of different degrees of freedom. The proposed approach is applied to investigate effects of cross correlation between noises in the generalized synergetic model of Lorenz type. This cross correlation is shown to induce phase transitions of the dynamical system under consideration. Additionally, we find the correlation between noises transforms a synergetic behavior to a thermodynamic one. Received 13 November 2002 Published online 11 April 2003 RID="a" ID="a"e-mail: dikh@sumdu.edu.ua     

Phase transitions in a bistable system driven by two colored noises

The colored noise problem is studied from the point of view of consistent Markovian approximations through extending unified colored-noise approximation to the case of two-colored-noise driving systems. A bistable system simultaneously driven by multiplicative and additive colored noise is investigated by means of the extended unified colored-noise approximation. It is found that, for weak strength and color of the additive noise, the form of the stationary probability distribution changes from a unimodal to a bimodal structure via a three modal one as the correlation time of the multiplicative colored noise increases, showing the system undergoes a first order phase transition from a monostable to a bistable state. Numerical simulations support our results. Received 10 August 1998 and Received in final form 23 April 1999     

Coloured noise influence on system evolution

Within the power-law approach for noise amplitude dependence on stochastic variables, we present a picture of noise-induced transitions in systems affected by coloured multiplicative noise. The governed equations for main statistical moments are obtained and investigated in detail. We show that a reentrant noise-induced transition is realized within a window of the control parameter. Received 15 October 2001 / Received in final form 8 July 2002 Published online 17 September 2002     

Langevin dynamics of financial systems: A second-order analysis

We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat C_q, where q is an analogous temperature relating the moments of the generating partition function for the financial data signals. Due to non-linear and additive noise terms within the LD, we found that C_q can display a shoulder to the right of its main peak as also found in the S&P500 historical data which may resemble a classical phase transition at a critical point. Received 6 November 2000 and Received in final form 26 March 2001     

Cellular oscillator with a small number of particles

To illustrate complex spatio-temporal effects which are possible in cellular reactions with a small number of particles, we present Monte Carlo simulations of the formation of oscillatory spark-like patterns in a model completely stochastic Ca⁺² oscillator. Our analysis shows that in order to observe such patterns the minimum average number of Ca⁺² ions in the cytosol may be as low as about 50. Received 21 April 2002 / Received in final form 19 June 2002 Published online 14 October 2002 RID="a" ID="a"e-mail: zhdanov@catalysis.nsk.su     

Thermodynamics and transport in an active Morse ring chain

We investigate the stochastic dynamics of an one-dimensional ring with N self-driven Brownian particles. In this model neighboring particles interact via conservative Morse potentials. The influence of the surrounding heat bath is modeled by Langevin-forces (white noise) and a constant viscous friction coefficient γ. The Brownian particles are provided with internal energy depots which may lead to active motions of the particles. The depots are realized by an additional nonlinearly velocity-dependent friction coefficient γ ₁(v) in the equations of motions. In the first part of the paper we study the partition functions of time averages and thermodynamical quantities (e.g. pressure) characterizing the stationary physical system. Numerically calculated non-equilibrium phase diagrams are represented. The last part is dedicated to transport phenomena by including a homogeneous external force field that breaks the symmetry of the model. Here we find enhanced mobility of the particles at low temperatures. Received 21 July 2001     

Stability criterions of an oscillating tip-cantilever system in dynamic force microscopy

This work is a theoretical investigation of the stability of the non-linear behavior of an oscillating tip-cantilever system used in dynamic force microscopy. Stability criterions are derived that may help to a better understanding of the instabilities that may appear in the dynamic modes, Tapping and NC-AFM, when the tip is close to a surface. A variational principle allows to get the temporal dependence of the equations of motion of the oscillator as a function of the non-linear coupling term. These equations are the basis for the analysis of the stability. One find that the branch associated to frequencies larger than the resonance is always stable whereas the branch associated to frequencies smaller than the resonance exhibits two stable domains and one unstable. This feature allows to re-interpret the instabilities appearing in Tapping mode and may help to understand the reason why the NC-AFM mode is stable. Received 12 April 2001     

Frequency dependence of the photonic noise spectrum in an absorbing or amplifying diffusive medium

A theory is presented for the frequency dependence of the power spectrum of photon current fluctuations originating from a disordered medium. Both the cases of an absorbing medium (“grey body”) and of an amplifying medium (“random laser”) are considered in a waveguide geometry. The semiclassical approach (based on a Boltzmann-Langevin equation) is shown to be in complete agreement with a fully quantum mechanical theory, provided that the effects of wave localization can be neglected. The width of the peak in the power spectrum around zero frequency is much smaller than the inverse coherence time, characteristic for black-body radiation. Simple expressions for the shape of this peak are obtained, in the absorbing case, for waveguide lengths large compared to the absorption length, and, in the amplifying case, close to the laser threshold. Received 8 August 2000     

Effective quantum efficiency in the pulsed homodyne detection of a n-photon state

Homodyne detection can be used to perform measurements on various quantum states of the light, such as conditional single photon states produced by parametric fluorescence processes. In the pulsed regime, the time and frequency overlap between the single photon wave packet and the local oscillator field plays a crucial role. We show in this paper that this overlap can be characterized by an effective quantum efficiency, which is explicitly calculated in various situations of experimental interest. Received 27 July 2000 and Received in final form 29 November 2000