Synchronization of a large number of continuous one-dimensional stochastic elements with time-delayed mean-field coupling

We study synchronization as a means of control of collective behavior of an ensemble of coupled stochastic units in which oscillations are induced merely by external noise. For a large number of one-dimensional continuous stochastic elements coupled non-homogeneously through the mean field with delay we developed an approach to find a boundary of synchronization domain and the frequency of the mean-field oscillations on it. Namely, the exact location of the synchronization threshold is shown to be a solution of the boundary value problem (BVP) which was derived from the linearized Fokker-Planck equation. Here the synchronization threshold is found by solving this BVP numerically. Approximate analytics is obtained by expanding the solution of the linearized Fokker-Planck equation into a series of eigenfunctions of the stationary Fokker-Planck operator. Bistable systems with a polynomial and piece-wise linear potential are considered as examples. Multistability and hysteresis in the mean-field behavior are observed in the stochastic network at finite noise intensities. In the limit of small noise intensities the critical coupling strength is shown to remain finite, provided that the delay in the coupling function is not infinitely small. Delay in the coupling term can be used as a control parameter that manipulates the location of the synchronization threshold.     

Finite temperature dynamics of vortices in the two dimensional anisotropic Heisenberg model

We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations. Received: 27 April 1998 / Revised: 2 September 1998 / Accepted: 10 September 1998     

Spontaneous synchronisation and nonequilibrium statistical mechanics of coupled phase oscillators

Spontaneous synchronisation is a remarkable collective effect observed in nature, whereby a population of oscillating units, which have diverse natural frequencies and are in weak interaction with one another, evolves to spontaneously exhibit collective oscillations at a common frequency. The Kuramoto model provides the basic analytical framework to study spontaneous synchronisation. The model comprises limit-cycle oscillators with distributed natural frequencies interacting through a mean-field coupling. Although more than forty years have passed since its introduction, the model continues to occupy the centre stage of research in the field of non-linear dynamics and is also widely applied to model diverse physical situations. In this brief review, starting with a derivation of the Kuramoto model and the synchronisation phenomenon it exhibits, we summarise recent results on the study of a generalised Kuramoto model that includes inertial effects and stochastic noise. We describe the dynamics of the generalised model from a different yet a rather useful perspective, namely, that of long-range interacting systems driven out of equilibrium by quenched disordered external torques. A system is said to be long-range interacting if the inter-particle potential decays slowly as a function of distance. Using tools of statistical physics, we highlight the equilibrium and nonequilibrium aspects of the dynamics of the generalised Kuramoto model, and uncover a rather rich and complex phase diagram that it exhibits, which underlines the basic theme of intriguing emergent phenomena that are exhibited by many-body complex systems.     

Moment equations for a spatially extended system of two competing species

The dynamics of a spatially extended system of two competing species in the presence of two noise sources is studied. A correlated dichotomous noise acts on the interaction parameter and a multiplicative white noise affects directly the dynamics of the two species. To describe the spatial distribution of the species we use a model based on Lotka-Volterra (LV) equations. By writing them in a mean field form, the corresponding moment equations for the species concentrations are obtained in Gaussian approximation. In this formalism the system dynamics is analyzed for different values of the multiplicative noise intensity. Finally by comparing these results with those obtained by direct simulations of the time discrete version of LV equations, that is coupled map lattice (CML) model, we conclude that the anticorrelated oscillations of the species densities are strictly related to non-overlapping spatial patterns.     

Noise-induced mixed-mode oscillations in a relaxation oscillator near the onset of a limit cycle

A detailed asymptotic study of the effect of small Gaussian white noise on a relaxation oscillator undergoing a supercritical Hopf bifurcation is presented. The analysis reveals an intricate stochastic bifurcation leading to several kinds of noise-driven mixed-mode oscillations at different levels of amplitude of the noise. In the limit of strong time-scale separation, five different scaling regimes for the noise amplitude are identified. As the noise amplitude is decreased, the dynamics of the system goes from the limit cycle due to self-induced stochastic resonance to the coherence resonance limit cycle, then to bursting relaxation oscillations, followed by rare clusters of several relaxation cycles (spikes), and finally to small-amplitude oscillations (or stable fixed point) with sporadic single spikes. These scenarios are corroborated by numerical simulations.     

Study of a class of models for self-organization: equilibrium analysis

A new class of nonlinear stochastic models is introduced with a view to explore self-organization. The model consists of an assembly of anharmonic oscillators, interacting via a mean field of system size range, in presence of white, Gaussian noise. Its properties are explored in the overdamped regime (Smoluchowski limit). The single oscillator potential is such that for small oscillator displacements it leads to a highly nonlinear force but becomes asymptotically harmonic. The shape of the potential can be a single-or double-well and is controlled by a set of parameters. Through equilibrium statistical mechanical analysis, we study the collective behavior and the nature of phase transition. Much of the analysis is analytic and exact. The treatment is not restricted to the thermodynamic limit so that we are also able to discuss finite size effects in the model.     

随机外磁场作用下Ising自旋体系的随机共振

通过采用数字仿真手段，研究了经平均场处理的Ising自旋体系在弱确定性周期外场和随机外场（噪声场）混合驱动下的动态响应行为.着重考察了不同强度混合驱动外场作用下，Is ing自旋体系的非平衡动态转变所表现出区别于单纯确定性周期场作用下的新特征——随机 共振.选定体系非平衡动态转变的动态序参量Q为表征参量，系统模拟计算了混合驱动外场在多种参数组合下体系的动态响应特征，高场低温下的非连续动态转变和低场高温下的连续动态转变.模拟计算表明在适当混合驱动外场的作用下，Ising自旋体系具有随机共振现象，并诱发形成非 关键词： Ising自旋体系 随机共振 动态相变 对称性     

Arrays of noisy bistable elements with nearest neighbor coupling: equilibrium and stochastic resonance

This work deals with finite arrays of bistable systems with nearest neighbor coupling. We focus on the statistical equilibrium of a collective variable, as well as its response to a weak time periodic perturbation. By means of numerical simulations we demonstrate the sharp contrast between the system behaviors depending on whether the coupling parameter is positive or negative. The stochastic resonance phenomenon is analyzed in terms of the power spectral amplification and the signal-to-noise ratio of the collective variable. Even though those quantifiers show the typical non-monotonic dependence on the noise strength, they lack, for negative coupling, the large enhancement which has been previously observed for arrays with positive coupling.     

Power Spectrum of a Noisy System Close to a Heteroclinic Orbit

We consider a two-dimensional dynamical system that possesses a heteroclinic orbit connecting four saddle points. This system is not able to show self-sustained oscillations on its own. If endowed with white Gaussian noise it displays stochastic oscillations, the frequency and quality factor of which are controlled by the noise intensity. This stochastic oscillation of a nonlinear system with noise is conveniently characterized by the power spectrum of suitable observables. In this paper we explore different analytical and semianalytical ways to compute such power spectra. Besides a number of explicit expressions for the power spectrum, we find scaling relations for the frequency, spectral width, and quality factor of the stochastic heteroclinic oscillator in the limit of weak noise. In particular, the quality factor shows a slow logarithmic increase with decreasing noise of the form \(Q\sim [\ln (1/D)]^2\). Our results are compared to numerical simulations of the respective Langevin equations.     

Diffusion of solitons in anisotropic Heisenberg models

We are interested in the thermal diffusion of a solitary wave in the anisotropic Heisenberg spin chain (HSC) with nearest-neighbor exchange interactions. The shape of the solitary wave is approximated by soliton solutions of the continuum HSC with on-site anisotropy, restricting ourselves to large width excitations. Temperature is simulated by white noise coupled to the system. The noise affects the shape and position of the solitary wave and produces magnons. Using implicit collective variables we describe the former effects and neglect magnons (i.e. we use the so-called adiabatic approximation). We derive stochastic equations of motion for the collective variables which we treat both analytically and numerically. Predictions for the mean values and the variances of the variables obtained from these equations are compared with the corresponding results from spin dynamics simulations. For the soliton position we find reasonable agreement between spin dynamics and the results of the collective variable treatment, whereas we observe deviations for the other collective variables. The stochastic dynamics of the position shows both a standard Brownian and a super-diffusive component. These results are analogous to results for the isotropic case, previously studied by some of the authors. In the present article we discuss in particular how the anisotropy enters the stochastic equations of motion and the quantitative changes it causes to the diffusion.Received: 19 July 2004, Published online: 23 December 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 75.10.Hk Classical spin models - 05.45.Yv Solitons - 75.30.Gw Magnetic anisotropy     

Harmonic noise: Effect on bistable systems

The coordinate of a white noise driven harmonic oscillator is used as a stochastic source term in bistable dynamics. This new kind of Gaussian colored noise gives rise to resonance phenomena due to a peak in the spectrum. We investigate its effect on linear and bistable systems. We derive a Markovian approximation for driven bistable oscillators and overdamped systems. In the resonance region computer simulations were carried out using an extension of Fox' algorithm procedure for colored noise. We find an increase of the transition rates in bistable systems as compared with the case of bistable systems driven by white and exponentially correlated noise.     

Analysis of noise-induced eruptions in a geyser model

Motivated by important geophysical applications we study a non-linear model of geyserdynamics under the influence of external stochastic forcing. It is shown that thedeterministic dynamics is substantially dependent on system parameters leading to thefollowing evolutionary scenaria: (i) oscillations near a stable equilibrium and atransient tendency of the phase trajectories to a spiral sink or a stable node(pre-eruption regime), and (ii) fast escape from equilibrium (eruption regime). Even asmall noise changes the system dynamics drastically. Namely, a low-intensity noisegenerates the small amplitude stochastic oscillations in the regions adjoining to thestable equilibrium point. A small buildup of noise intensity throws the system over itsseparatrix and leads to eruption. The role of the friction coefficient and relativepressure in the deterministic and stochastic dynamics is studied by direct numericalsimulations and stochastic sensitivity functions technique.     

Excitable elements controlled by noise and network structure

We study collective dynamics of complex networks of stochastic excitable elements, active rotators. In the thermodynamic limit of infinite number of elements, we apply a mean-field theory for the network and then use a Gaussian approximation to obtain a closed set of deterministic differential equations. These equations govern the order parameters of the network. We find that a uniform decrease in the number of connections per element in a homogeneous network merely shifts the bifurcation thresholds without producing qualitative changes in the network dynamics. In contrast, heterogeneity in the number of connections leads to bifurcations in the excitable regime. In particular we show that a critical value of noise intensity for the saddle-node bifurcation decreases with growing connectivity variance. The corresponding critical values for the onset of global oscillations (Hopf bifurcation) show a non-monotone dependency on the structural heterogeneity, displaying a minimum at moderate connectivity variances.     

Relaxation dynamics in a stochastic bosonic Josephson junction

We consider a bosonic Josephson junction in the Bose-Hubbard two-mode approximation where some of the parameters are corrupted by physically meaningful noise processes and study the corresponding relaxation dynamics towards its equilibrium state. We show with numerical simulations that this model can essentially capture all the important features observed in a recent experiment regarding the relaxation dynamics in one-dimensional bosonic Josephson junctions, namely the damped oscillations of the population imbalance and the relative phase, as well as the large final coherence factor. We expect that this work will further motivate research about the origin of relaxation mechanism in these systems.     

Doubly stochastic resonance

We report the effect of doubly stochastic resonance which appears in nonlinear extended systems if the influence of noise is twofold: A multiplicative noise induces bimodality of the mean field of the coupled network and an independent additive noise governs the dynamic behavior in response to small periodic driving. For optimally selected values of the additive noise intensity stochastic resonance is observed, which is manifested by a maximal coherence between the dynamics of the mean field and the periodic input. Numerical simulations of the signal-to-noise ratio and theoretical results from an effective two state model are in good quantitative agreement.     

Interplay of noise and coupling in heterogeneous ensembles of phase oscillators

We study the effects of noise on the collective dynamics of an ensemble of coupled phase oscillators whose natural frequencies are all identical, but whose coupling strengths are not the same all over the ensemble. The intensity of noise can also be heterogeneous, representing diversity in the individual responses to external fluctuations. We show that the desynchronization transition induced by noise may be completely suppressed, even for arbitrarily large noise intensities, is the distribution of coupling strengths decays slowly enough for large couplings. Equivalently, if the response to noise of a sufficiently large fraction of the ensemble is weak enough, desynchronization cannot occur. The two effects combine with each other when the response to noise and the coupling strength of each oscillator are correlated. This combination is quantitatively characterized and illustrated with explicit examples.     

Ratchet and switching effects in stochastic kink dynamics

We study collective dynamics in a chain of harmonically coupled particles subjected to degenerate but asymmetric on-site double-well potentials and driven by white and exponentially correlated noise. The difference of frequencies of small-amplitude oscillations in the vicinity of the wells appears to be a sufficient condition for the existence of the soliton ratchet effect. We find directed thermally activated soliton motion while at certain critical values of either the correlation time or noise strength, a reversal (switching) of the direction of motion takes place. Furthermore, we observe stochastic soliton transport directed against an applied d.c. field.