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     

Convective and absolute instabilities in the subcritical Ginzburg-Landau equation

We study the nature of the instability of the homogeneous steady states of the subcritical real Ginzburg-Landau equation in the presence of group velocity. The shift of the absolute instability threshold of the trivial steady state, induced by the destabilizing cubic nonlinearities, is confirmed by the numerical analysis of the evolution of its perturbations. It is also shown that the dynamics of these perturbations is such that finite size effects may suppress the transition from convective to absolute instability. Finally, we analyze the instability of the subcritical middle branch of steady states, and show, analytically and numerically, that this branch may be convectively unstable for sufficiently high values of the group velocity. Received 17 December 1998     

External fluctuations in front dynamics with inertia: The overdamped limit

We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative white noise arising from a control parameter of the system. Contrary to the non-inertial (overdamped) case, we find that important features of the system, such as the velocity selection picture, are not modified by the noise. We then compute the overdamped limit of the underdamped dynamics in a more careful way, finding that it does not exhibit any effect of noise either. Our result poses the question as to whether or not external noise sources can be measured in physical systems of this kind. Received 2 July 1999 and Received in final form 25 November 1999     

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     

An analytical estimate of the period for the delayed logistic application and the Lotka-Volterra system

We first introduce a simple and new method for the quantitative analysis of some nonlinear oscillating systems. It is shown that if the dynamics of the system reduces to piecewise exponential growth and exponential damping phases, then the amplitude and period of the motion can be computed with accuracy in the nonlinear regime without invoking linear stability arguments or perturbative expansions. This method is then successfully applied to the delayed logistic application and to the Lotka-Volterra prey-predator model. For both of these systems, we provide an accurate analytical expression for the period of the oscillations in the nonlinear regime. Received: 27 April 1998 / Received in final form: 25 June 1998 / Accepted: 29 June 1998     

Multifractality of some random and disordered systems as a thermodynamics in fractal phase space

It is shown that multifractal properties of some random and disordered systems can be simulated using thermodynamics of a generalized ideal monoatomic gas in a fractal phase space. Received 25 November 1998 and Received in final form 16 December 1998     

Quantum-mechanical tunneling in associative neural networks

We investigate the quantum-mechanical tunneling between the “patterns" of the, so-called, associative neural networks. Being the relatively stable minima of the “configuration-energy" space of the networks, the “patterns" represent the macroscopically distinguishable states of the neural nets. Therefore, the tunneling represents a macroscopic quantum effect, but with some special characteristics. Particularly, we investigate the tunneling between the minima of approximately equal depth, thus requiring no energy exchange. If there are at least a few such minima, the tunneling represents a sort of the “random walk" process, which implies the quantum fluctuations in the system, and therefore “malfunctioning" in the information processing of the nets. Due to the finite number of the minima, the “random walk" reduces to a dynamics modeled by the, so-called, Pauli master equation. With some plausible assumptions, the set(s) of the Pauli master equations can be analytically solved. This way comes the main result of this paper: the quantum fluctuations due to the quantum-mechanical tunneling can be “minimized" if the “pattern"-formation is such that there are mutually “distant" groups of the “patterns", thus providing the “zone" structure of the “pattern" formation. This qualitative result can be considered as a basis of the efficient deterministic functioning of the associative neural nets. Received 15 July 1999     

Improved modeling of flows down inclined planes

New models of film flows down inclined planes have been derived by combining a gradient expansion at first or second order to weighted residual techniques with polynomials as test functions. The two-dimensional formulation has been extended to account for three-dimensional flows as well. The full second-order two-dimensional model can be expressed as a set of four coupled evolution equations for four slowly varying fields, the thickness h, the flow rate q and two other quantities measuring the departure from the flat-film semi-parabolic velocity profile. A simplified model has been obtained in terms of h and q only. Including viscous dispersion effects properly, it closely sticks to the asymptotic expansion in the appropriate limit. Our new models improve over previous ones in that they remain valid deep into the strongly nonlinear regime, as shown by the comparison of our results relative to travelling-wave and solitary-wave solutions with those of both direct numerical simulations and experiments. Received 14 September 1999 and Received in final form 6 January 2000     

Noise effects on one-Pauli channels

The possibility of stochastic resonance of a quantum channel and hence the noise enhanced quantum channel capacity is explored by considering one-Pauli channels which are more classical like. The fidelity of the channel is also considered. Received 4 June 1999     

Visualizing the log-periodic pattern before crashes

We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope function technique. Three periods of the Dow Jones Industrial Average (DJIA) are investigated: 1982-1987, 1992-1997 and 1993-1998. The presence of a rupture in the end of 1998 is outlined from data taken before the end of August 1998. Received 15 October 1998 and Received in final form 19 November 1998     

Stochastic resonance: influence of a f-κ noise spectrum

With the aim of studying stochastic resonance (SR) in a double-well potential when the noise source has a spectral density of the form f^-κ (with varying κ), we have extended a procedure introduced by Kaulakys et al. (Phys. Rev. E 70, 020101 (2004)). In order to achieve an analytical understanding of the results, we have obtained an effective Markovian approximation that allows us to make a systematic study of the effect of such noise on the SR phenomenon. A comparison of the numerical and analytical results shows an excellent qualitative agreement indicating that the effective Markovian approximation is able to correctly describe the general trends.     

Extremal coupled map lattices

Multifractal critical phenomena with infinite-temperature critical point and with complex coexistence of the infinite and finite temperature critical points are considered and it is shown that strange attractors generated by cascades of period-doubling bifurcations (Feigenbaum scenario) as well as fields of velocity differences in fluid turbulence belong to the former subclass of the multifractal critical phenomena, while the real traffic processes and real currency exchange processes belong to the last (complex) subclass of the multifractal critical phenomena. Data obtained by different authors are used for this purpose. Received 5 February 1999     

A random walker on a ratchet potential: effect of a non Gaussian noise

We analyze the effect of a colored non Gaussian noise on a model of a random walker moving along a ratchet potential. Such a model was motivated by the transport properties of motor proteins, like kinesin and myosin. Previous studies have been realized assuming white noises. However, for real situations, in general we could expect that those noises be correlated and non Gaussian. Among other aspects, in addition to a maximum in the current as the noise intensity is varied, we have also found another optimal value of the current when departing from Gaussian behavior. We show the relevant effects that arise when departing from Gaussian behavior, particularly related to current's enhancement, and discuss its relevance for both biological and technological situations.     

Noise-induced bifurcations and chaos in the average motion of globally-coupled oscillators

A system of coupled master equations simplified from a model of noise-driven globally coupled bistable oscillators under periodic forcing is investigated. In the thermodynamic limit, the system is reduced to a set of two coupled differential equations. Rich bifurcations to subharmonics and chaotic motions are found. This behavior can be found only for certain intermediate noise intensities. Noise with intensities which are too small or too large will certainly spoil the bifurcations. In a system with large though finite size, the bifurcations to chaos induced by noise can still be detected to a certain degree. Received 6 April 1999 and Received in final form 1 November 1999     

Random walks in one-dimensional environments with feedback-coupling

Random walks in one-dimensional environments with an additional dynamical feedback-coupling is analyzed numerically. The feedback introduced via a generalized master equation is controlled by a memory kernel of strength the explicit form of which is motivated by arguments used in mode-coupling theories. Introducing several realizations of the feedback mechanism within the simulations we obtain for a negative memory term, , superdiffusion in the long time limit while a positive memory leads to localization of the particle. The numerical simulations are in agreement with recent predictions based on renormalization group techniques. A slight modification of the model including an exponentially decaying memory term and some possible applications for glasses and supercooled liquids are suggested. The relation to the true self-avoiding is discussed. Received 16 September 1999 and Received in final form 27 December 1999     

Exactly solvable reaction diffusion models on a Cayley tree

The most general reaction-diffusion model on a Cayley tree with nearest-neighbor interactions is introduced, which can be solved exactly through the empty-interval method. The stationary solutions of such models, as well as their dynamics, are discussed. Concerning the dynamics, the spectrum of the evolution Hamiltonian is found and shown to be discrete, hence there is a finite relaxation time in the evolution of the system towards its stationary state.     

Steady-states and kinetics of ordering in bus-route models: connection with the Nagel-Schreckenberg model

A Bus Route Model (BRM) can be defined on a one-dimensional lattice, where buses are represented by “particles” that are driven forward from one site to the next with each site representing a bus stop. We replace the random sequential updating rules in an earlier BRM by parallel updating rules. In order to elucidate the connection between the BRM with parallel updating (BRMPU) and the Nagel-Schreckenberg (NaSch) model, we propose two alternative extensions of the NaSch model with space-/time-dependent hopping rates. Approximating the BRMPU as a generalization of the NaSch model, we calculate analytically the steady-state distribution of the time headways (TH) which are defined as the time intervals between the departures (or arrivals) of two successive particles (i.e., buses) recorded by a detector placed at a fixed site (i.e., bus stop) on the model route. We compare these TH distributions with the corresponding results of our computer simulations of the BRMPU, as well as with the data from the simulation of the two extended NaSch models. We also investigate interesting kinetic properties exhibited by the BRMPU during its time evolution from random initial states towards its steady-states. Received 16 December 1999     

Nonlinear-driven instability of dynamical plasma in solids: Emergence of spatially self-organized order and chaotic-like behavior

We analyze in detail the nonlinear kinetics of a carrier system in a photoinjected plasma in semiconductors under the action of constant illumination with ultraviolet light. We show that the spatially homogeneous steady-state becomes unstable, and a charge density wave emerges after a critical intensity of the incident radiation is achieved. It is shown that this instability can only follow in doped p-type materials. In bulk systems the critical intensity was found to be too high making the phenomenon not observable under realistic experimental conditions. However, a more efficient electron excitation can be obtained in low dimensional p-type systems, like some molecular and biological polymers, where the interaction may follow by chemical interaction with the medium. We show that for intensities beyond the critical threshold an increasing number of modes provide further contributions (subharmonics) to the space inhomogeneity. It is conjectured that this process could lead the system to display chaotic-like behavior. Received 8 July 1998 and Received in final form 6 May 1999     

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     

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