Phase separation in binary systems with competing internal and external multiplicative noises

We have considered phase separation processes in binary stochastic systems with thermal diffusion and ballistic mixing representing irradiation influence. Introducing fluctuations of thermal flux and an external source of atom relocations due to ballistic diffusion into dynamics of a globally conserved field, we have shown that there are two competing mechanisms of phase transitions type of “order-disorder”: thermally assisted diffusion and irradiation induced atomic exchange. We have studied dynamics of the structure function at early stages of decomposition. In the framework of the mean field theory we have derived the effective Fokker-Planck equation to describe phase separation processes. It was shown that the ordering processes can be controlled by both regular and stochastic parts of external source influence. A reentrant behavior of a mean field order parameter versus the external noise intensity and fluctuations correlation radius is found.     

线性过阻尼分数阶Langevin方程的共振行为

通过将广义Langevin方程中的系统内噪声建模为分数阶高斯噪声,推导出分数阶Langevin方程, 其分数阶导数项阶数由系统内噪声的Hurst指数所确定.讨论了处于强噪声环境下的线性过阻尼分数阶 Langevin方程在周期信号激励下的共振行为,利用Shapiro-Loginov公式和Laplace变换, 推导了系统响应的一、二阶稳态矩和稳态响应振幅、方差的解析表达式.分析表明,适当参数下, 系统稳态响应振幅和方差随噪声的某些特征参数、周期激励信号的频率及系统部分参数的变化出现了 广义的随机共振现象.     

Kink propagation induced by multiplicative noise

The influence of spatio-temporal external multiplicative fluctuations on a single kink in a bistable distributed system is studied. For this purpose we derive a stochastic dynamic equation for the position of the shifted kink. An analytical estimate for spatio-temporally uncorrelated fluctuations is represented and discussed. We draw the conclusion that multiplicative noise induces a propagation of the most probable kink into the region of larger noise. This effect is demonstrated in numerical simulations.     

A Semiclassical Theory of a Dissipative Henon—Heiles System

A semiclassical theory of a dissipative Henon—Heiles system is proposed. Based on -scaling of an equation for the evolution of the Wigner quasiprobability distribution function in the presence of dissipation and thermal diffusion, we derive a semiclassical equation for quantum fluctuations, governed by the dissipation and the curvature of the classical potential. We show how the initial quantum noise gets amplified by classical chaotic diffusion, which is expressible in terms of a correlation of stochastic fluctuations of the curvature of the potential due to classical chaos, and ultimately settles down to equilibrium under the influence of dissipation. We also establish that there exists a critical limit to the expansion of phase space. The limit is set by chaotic diffusion and dissipation. Our semiclassical analysis is corroborated by numerical simulation of a quantum operator master equation.     

Hydrodynamic Fluctuations in Laminar Fluid Flow. I. Fluctuating Orr-Sommerfeld Equation

In recent years it has become evident that fluctuating hydrodynamics predicts that fluctuations in nonequilibrium states are always spatially long ranged. In this paper we consider the application of fluctuating hydrodynamics to laminar fluid flow, using plane Couette flow as a representative example. Specifically, fluctuating hydrodynamics yields a stochastic Orr-Sommerfeld equation for the wall-normal velocity fluctuations, where spontaneous thermal noise acts as a random source.This stochastic equation needs to be solved subject to appropriate boundary conditions. We show how an exact solution can be obtained from an expansion in terms of the eigenfunctions of the Orr-Sommerfeld hydrodynamic operator. We demonstrate the presence of a flow-induced enhancement of the wall-normal velocity fluctuations and a resulting flow-induced energy amplification and provide a quantitative analysis how these quantities depend on wave number and Reynolds number.     

Stochastic inflation with quantum and thermal noise

We add a thermal noise to Starobinsky equation of slow roll inflation. We calculate the number of e-folds of the stochastic system. The power spectrum and the spectral index are evaluated from the fluctuations of the e-folds using an expansion in the quantum and thermal noise terms.     

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     

Fundamental noise limitations to supercontinuum generation in microstructure fiber

Broadband noise on supercontinuum spectra generated in microstructure fiber is shown to lead to amplitude fluctuations as large as 50% for certain input laser pulse parameters. We study this noise using both experimental measurements and numerical simulations with a generalized stochastic nonlinear Schr?dinger equation, finding good quantitative agreement over a range of input-pulse energies and chirp values. This noise is shown to arise from nonlinear amplification of two quantum noise inputs: the input-pulse shot noise and the spontaneous Raman scattering down the fiber.     

Effects of Noise on Ecological Invasion Processes: Bacteriophage-Mediated Competition in Bacteria

Pathogen-mediated competition, through which an invasive species carrying and transmitting a pathogen can be a superior competitor to a more vulnerable resident species, is one of the principle driving forces influencing biodiversity in nature. Using an experimental system of bacteriophage-mediated competition in bacterial populations and a deterministic model, we have shown in Joo et al. [Proc. R. Soc. B 273,1843–1848 (2006)] that the competitive advantage conferred by the phage depends only on the relative phage pathology and is independent of the initial phage concentration and other phage and host parameters such as the infection-causing contact rate, the spontaneous and infection-induced lysis rates, and the phage burst size. Here we investigate the effects of stochastic fluctuations on bacterial invasion facilitated by bacteriophage, and examine the validity of the deterministic approach. We use both numerical and analytical methods of stochastic processes to identify the source of noise and assess its magnitude. We show that the conclusions obtained from the deterministic model are robust against stochastic fluctuations, yet deviations become prominently large when the phage are more pathological to the invading bacterial strain.     

Noise-intensity fluctuation in Langevin model and its higher-order Fokker-Planck equation

In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into account the effect of SIN by the adiabatic elimination technique. Stationary distributions of the HFPE are calculated by using the perturbation expansion. We investigate the effect of SIN in three cases: (a) parabolic and quartic bistable potentials with additive noise, (b) a quartic potential with multiplicative noise, and (c) a stochastic gene expression model. We find that the existence of noise-intensity fluctuations induces an intriguing phenomenon of a bimodal-to-trimodal transition in probability distributions. These results are validated with Monte Carlo simulations.     

Stochastic responses of tumor-immune system with periodic treatment

We investigate the stochastic responses of a tumor–immune system competition model with environmental noise and periodic treatment. Firstly, a mathematical model describing the interaction between tumor cells and immune system under external fluctuations and periodic treatment is established based on the stochastic differential equation. Then, sufficient conditions for extinction and persistence of the tumor cells are derived by constructing Lyapunov functions and Ito's formula. Finally, numerical simulations are introduced to illustrate and verify the results. The results of this work provide the theoretical basis for designing more effective and precise therapeutic strategies to eliminate cancer cells, especially for combining the immunotherapy and the traditional tools.     

Micromagnetic simulation of thermally activated switching in fine particles

Effects of thermal activation are included in micromagnetic simulations by adding a random thermal field to the effective magnetic field. As a result, the Landau–Lifshitz equation is converted into a stochastic differential equation of Langevin type with multiplicative noise. The Stratonovich interpretation of the stochastic Landau–Lifshitz equation leads to the correct thermal equilibrium properties. The proper generalization of Taylor expansions to stochastic calculus gives suitable time integration schemes. For a single rigid magnetic moment the thermal equilibrium properties are investigated. It is found, that the Heun scheme is a good compromise between numerical stability and computational complexity. Small cubic and spherical ferromagnetic particles are studied.     

Stability of Semiclassical Gravity Solutions with Respect to Quantum Metric Fluctuations

We discuss the stability of semiclassical gravity solutions with respect to small quantum corrections by considering the quantum fluctuations of the metric perturbations around the semiclassical solution. We call the attention to the role played by the symmetrized 2-point quantum correlation function for the metric perturbations, which can be naturally decomposed into two separate contributions: intrinsic and induced fluctuations. We show that traditional criteria on the stability of semiclassical gravity are incomplete because these criteria based on the linearized semiclassical Einstein equation can only provide information on the expectation value and the intrinsic fluctuations of the metric perturbations. By contrast, the framework of stochastic semiclassical gravity provides a more complete and accurate criterion because it contains information on the induced fluctuations as well. The Einstein–Langevin equation therein contains a stochastic source characterized by the noise kernel (the symmetrized 2-point quantum correlation function of the stress tensor operator) and yields stochastic correlation functions for the metric perturbations which agree, to leading order in the large N limit, with the quantum correlation functions of the theory of gravity interacting with N matter fields. These points are illustrated with the example of Minkowski space-time as a solution to the semiclassical Einstein equation, which is found to be stable under both intrinsic and induced fluctuations.     

Dynamics of nonlinear oscillators with fluctuating parameters

We derive the (integro-differential) master equation of an oscillator in a thermal environment which is driven by a non-linear randomly varying force. The thermal noise is assumed to be δ-correlated gaussian noise and the parameter fluctuations are assumed to be multiplicative white Poisson noise. For the case of a large viscosity we derive a generalized Smoluchowski equation and sketch the modification of Kramers' reaction rate. The rate is shown to contain a temperature-independent “tunneling” contribution.     

A Kinetic Theory Approach to Quantum Gravity

We describe a kinetic theory approach to quantum gravity by which we mean a theory of the microscopic structure of space-time, not a theory obtained by quantizing general relativity. A figurative conception of this program is like building a ladder with two knotty poles: quantum matter field on the right and space-time on the left. Each rung connecting the corresponding knots represents a distinct level of structure. The lowest rung is hydrodynamics and general relativity; the next rung is semiclassical gravity, with the expectation value of quantum fields acting as source in the semiclassical Einstein equation. We recall how ideas from the statistical mechanics of interacting quantum fields helped us identify the existence of noise in the matter field and its effect on metric fluctuations, leading to the establishment of the third rung: stochastic gravity, described by the Einstein–Langevin equation. Our pathway from stochastic to quantum gravity is via the correlation hierarchy of noise and induced metric fluctuations. Three essential tasks beckon: (1) deduce the correlations of metric fluctuations from correlation noise in the matter field; (2) reconstituting quantum coherence—this is the reverse of decoherence—from these correlation functions; and (3) use the Boltzmann–Langevin equations to identify distinct collective variables depicting recognizable metastable structures in the kinetic and hydrodynamic regimes of quantum matter fields and how they demand of their corresponding space-time counterparts. This will give us a hierarchy of generalized stochastic equations—call them the Boltzmann–Einstein hierarchy of quantum gravity—for each level of space-time structure, from the the macroscopic (general relativity) through the mesoscopic (stochastic gravity) to the microscopic (quantum gravity).     

Additive noise-induced Turing transitions in spatial systems with application to neural fields and the Swift-Hohenberg equation

This work studies the spatio-temporal dynamics of a generic integral-differential equation subject to additive random fluctuations. It introduces a combination of the stochastic center manifold approach for stochastic differential equations and the adiabatic elimination for Fokker-Planck equations, and studies analytically the systems’ stability near Turing bifurcations. In addition two types of fluctuation are studied, namely fluctuations uncorrelated in space and time, and global fluctuations, which are constant in space but uncorrelated in time. We show that the global fluctuations shift the Turing bifurcation threshold. This shift is proportional to the fluctuation variance. Applications to a neural field equation and the Swift-Hohenberg equation reveal the shift of the bifurcation to larger control parameters, which represents a stabilization of the system. All analytical results are confirmed by numerical simulations of the occurring mode equations and the full stochastic integral-differential equation. To gain some insight into experimental manifestations, the sum of uncorrelated and global additive fluctuations is studied numerically and the analytical results on global fluctuations are confirmed qualitatively.     

Emergence of bimodality in noisy systems with single-well potential

We study the stationary probability density of a Brownian particle in a potential with a single-well subject to the purely additive thermal and dichotomous noise sources. We find situations where bimodality of stationary densities emerges due to presence of dichotomous noise. The solutions are constructed using stochastic dynamics (Langevin equation) or by discretization of the corresponding Fokker-Planck equations. We find that in models with both noises being additive the potential has to grow faster than |x| in order to obtain bimodality. For potentials ∝|x| stationary solutions are always of the double exponential form.     

Correlated noise-based switches and stochastic resonance in a bistable genetic regulation system

The correlated noise-based switches and stochastic resonance are investigated in a bistable single gene switching system driven by an additive noise (environmental fluctuations), a multiplicative noise (fluctuations of the degradation rate). The correlation between the two noise sources originates from on the lysis-lysogeny pathway system of the λ phage. The steady state probability distribution is obtained by solving the time-independent Fokker-Planck equation, and the effects of noises are analyzed. The effects of noises on the switching time between the two stable states (mean first passage time) is investigated by the numerical simulation. The stochastic resonance phenomenon is analyzed by the power amplification factor. The results show that the multiplicative noise can induce the switching from “on” → “off” of the protein production, while the additive noise and the correlation between the noise sources can induce the inverse switching “off” → “on”. A nonmonotonic behaviour of the average switching time versus the multiplicative noise intensity, for different cross-correlation and additive noise intensities, is observed in the genetic system. There exist optimal values of the additive noise, multiplicative noise and cross-correlation intensities for which the weak signal can be optimal amplified.     

Spreading of viscous fluid drops on a solid substrate assisted by thermal fluctuations

We study the spreading of viscous drops on a solid substrate, taking into account the effects of thermal fluctuations in the fluid momentum. A nonlinear stochastic lubrication equation is derived and studied using numerical simulations and scaling analysis. We show that asymptotically spreading drops admit self-similar shapes, whose average radii can increase at rates much faster than these predicted by Tanner's law. We discuss the physical realizability of our results for thin molecular and complex fluid films, and predict that such phenomenon can in principal be observed in various flow geometries.