Perturbations of the Motion of a Charged Particle in a Noisy Magnetic Field

We consider deterministic and stochastic perturbations of the motion of a charged particle in a noisy magnetic field. The noise in the magnetic field leads to the mixing on the energy surfaces and allows to apply averaging principle. We describe long-time energy evolution and its metastable states for a given initial energy and a time scale.     

Long-Time Behavior of Weakly Coupled Oscillators

We consider small perturbations of a simple completely integrable system with many degrees of freedom: a collection of independent one-degree-of-freedom oscillators (in the perturbed system the individual oscillators are no longer independent). We show that the long-time behavior of such a system, even in the case of purely deterministic perturbations, should, in general, be described as a stochastic process. The limiting stochastic process is a Markov process on an open book space corresponding to the collection of first integrals of the non-perturbed system.     

On Perturbations of Generalized Landau-Lifshitz Dynamics

We consider deterministic and stochastic perturbations of dynamical systems with conservation laws in ℝ³. The Landau-Lifshitz equation for the magnetization dynamics in ferromagnetics is a special case of our system. The averaging principle is a natural tool in such problems. But bifurcations in the set of invariant measures lead to essential modification in classical averaging. The limiting slow motion in this case, in general, is a stochastic process even if pure deterministic perturbations of a deterministic system are considered. The stochasticity is a result of instabilities in the non-perturbed system as well as of existence of ergodic sets of a positive measure. We effectively describe the limiting slow motion.     

Statistical Dynamics of Solitons in Optical Fibers

The soliton perturbation theory is used to study and analyze the stochastic perturbation of optical solitons in addition to deterministic perturbations of optical solitons that are governed by the nonlinear Schro¨dinger's equation. The Langevin equations are derived and analyzed. The deterministic perturbations that are considered here are of both Hamiltonian as well as of non-Hamiltonian type.     

Stochastic Perturbation of Power Law Optical Solitons

The soliton perturbation theory is used to study and analyze the stochastic perturbation of optical solitons, with power law nonlinearity, in addition to deterministic perturbations, that is governed by the nonlinear Schrödinger’s equation. The Langevin equations are derived and analysed. The deterministic perturbations that are considered here are due to filters and nonlinear damping.     

Influence of coloured noise on the diffusion of a quantum particle. Part II: Diffusion constant for dichotomic markovian fluctuations

In part I of this paper a new formalism for the calculation of stochastic moments in quantum mechanical particle motion has been developed. Now we use this formalism to obtain expressions for the mean square displacement within a model containing dichotomic Markovian fluctuations. A self-energy like quantity in the equation of motion for a contracted kernel or propagator determining the mean square displacement is replaced by its second order approximation in powers of the deterministic part of the Hamiltonian. This is the only approximation throughout the paper. In the one-dimensional case the contracted propagator itself is calculated. Instead, in the general case the mean square displacement is given in terms of a continued fraction. We compare our result to several previous ones and especially discuss the question of Anderson, localization in the static limit.     

Leading Order Response of Statistical Averages of a Dynamical System to Small Stochastic Perturbations

The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this work we develop a fluctuation-response theory and test a computational framework for the leading order response of statistical averages of a deterministic or stochastic dynamical system to an external stochastic perturbation. In the case of a stochastic unperturbed dynamical system, we compute the leading order fluctuation-response formulas for two different cases: when the existing stochastic term is perturbed, and when a new, statistically independent, stochastic perturbation is introduced. We numerically investigate the effectiveness of the new response formulas for an appropriately rescaled Lorenz 96 system, in both the deterministic and stochastic unperturbed dynamical regimes.     

Small Open Chemical Systems Theory：Its Implications to Darwinian Evolution Dynamics,Complex Self-Organization and Beyond

The study of biological cells in terms of mesoscopic, nonequilibrium, nonlinear, stochastic dynamics of open chemical systems provides a paradigm for other complex, self-organizing systems with ultra-fast stochastic fluctuations, short-time deterministic nonlinear dynamics, and long-time evolutionary behavior with exponentially distributed rare events, discrete jumps among punctuated equilibria, and catastrophe.     

Deterministic 3D-Perturbations of Planar Incompressible Flow Lead to Stochasticity

We show that the long-time behavior of the stationary incompressible flow in R ³, which is close to a planar one, under broad generic assumptions, is, in a sense, stochastic. This stochasticity is a result of instability of the corresponding planar flow near the saddle points of the stream function. The stochastic process which describes long-time evolution of the slow component of the motion is calculated.     

High-temperature brownian motors: Deterministic and stochastic fluctuations of a periodic potential

The high-temperature unidirectional motion of a Brownian particle with time-dependent potential energy described by a spatially asymmetric periodic function is considered. A general formula derived for the mean velocity ν of such a motion is specified for dichotomic deterministic and Markovian stochastic processes. In both cases, ν increases linearly for low-frequencies γ of potential-energy fluctuations and reaches maxima for γ about the inverse time of diffusion by the spatial period of the potential. The behaviors of ν for large γ values are different in these cases: ν ∝ γ^?2 and ν ts γ^?1 for the deterministic and stochastic processes, respectively. It is shown that the direction of the motor motion depends on the relative lifetimes of each of the dichotomic-process states if the amplitude of the potential-energy fluctuations is fairly large in comparison with the mean value.     

Stochastic perturbation of Kerr law optical solitons

The soliton perturbation theory is used to study and analyze the stochastic perturbation of optical solitons, due to Kerr law nonlinearity, in addition to deterministic perturbations of optical solitons that is governed by the nonlinear Schrödingers equation. The Langevin equations are derived and analyzed. The deterministic perturbations that are considered here are of both Hamiltonian as well as of non-Hamiltonian type.     

Stochastic Analysis of Predator–Prey Models under Combined Gaussian and Poisson White Noise via Stochastic Averaging Method

In the present paper, the statistical responses of two-special prey–predator type ecosystem models excited by combined Gaussian and Poisson white noise are investigated by generalizing the stochastic averaging method. First, we unify the deterministic models for the two cases where preys are abundant and the predator population is large, respectively. Then, under some natural assumptions of small perturbations and system parameters, the stochastic models are introduced. The stochastic averaging method is generalized to compute the statistical responses described by stationary probability density functions (PDFs) and moments for population densities in the ecosystems using a perturbation technique. Based on these statistical responses, the effects of ecosystem parameters and the noise parameters on the stationary PDFs and moments are discussed. Additionally, we also calculate the Gaussian approximate solution to illustrate the effectiveness of the perturbation results. The results show that the larger the mean arrival rate, the smaller the difference between the perturbation solution and Gaussian approximation solution. In addition, direct Monte Carlo simulation is performed to validate the above results.     

基于Chebyshev多项式逼近的随机 van der Pol系统的倍周期分岔分析

应用 Chebyshev 多项式逼近法研究了谐和激励作用下具有随机参数的随机van der Pol系统 的倍周期分岔现象.随机系统首先被转化成等价的确定性系统，然后通过数值方法求得响应 ，借此探索了随机van der Pol系统丰富的随机倍周期分岔现象.数值模拟显示随机van der Pol 系统存在与确定性系统极为相似的倍周期分岔行为，但受随机因素的影响，又有与之不 同之处.数值结果表明，Chebyshev 多项式逼近是研究非线性系统动力学问题的一种新的有 效方法. 关键词： Chebyshev 多项式 随机van der Pol 系统 倍周期分岔     

Analysis of vector radiative transfer through a finite slab of a stochastic precipitation medium

The formulation and solution of the vector radiative transfer equation in a finite slab of a stochastic precipitation medium of binary rain rates are considered. The electromagnetic wave is supposed to encounter alternating layered segments of the two precipitation media, each with a deterministic rain rate. Both the backscattering coefficient and the bistatic coefficient are derived by taking an ensemble average of the iterative solution for the deterministic vector radiative transfer equation. Computer simulations are given to verify the solutions via the Monte Carlo method, to feature the distinctiveness of stochastic precipitation systems, and to illustrate the relationship between the stochastic parameters and the final results. It is also concluded from the computer simulations that a finite slab of a stochastic precipitation medium could be treated as an average rain-rate precipitation layer with an acceptable approximation.     

Spontaneous emission from a single two-level atom and the radiative correction to the final state

By using a modified Robertson projection technique exact equations of motion for expectation values of atomic population inversion and dipole moment operators are derived. A radiative correction to the unperturbed ground state expectation value of the population inversion operator is obtained in the Born and Markov approximation if no long-time limit approximation is used.     

Stochastic period-doubling bifurcation analysis of stochastic Bonhoeffer--van der Pol system

In this paper, the Chebyshev polynomial approximation is applied to the problem of stochastic period-doubling bifurcation of a stochastic Bonhoeffer--van der Pol (BVP for short) system with a bounded random parameter. In the analysis, the stochastic BVP system is transformed by the Chebyshev polynomial approximation into an equivalent deterministic system, whose response can be readily obtained by conventional numerical methods. In this way we have explored plenty of stochastic period-doubling bifurcation phenomena of the stochastic BVP system. The numerical simulations show that the behaviour of the stochastic period-doubling bifurcation in the stochastic BVP system is by and large similar to that in the deterministic mean-parameter BVP system, but there are still some featured differences between them. For example, in the stochastic dynamic system the period-doubling bifurcation point diffuses into a critical interval and the location of the critical interval shifts with the variation of intensity of the random parameter. The obtained results show that Chebyshev polynomial approximation is an effective approach to dynamical problems in some typical nonlinear systems with a bounded random parameter of an arch-like probability density function.     

On Stochastic Perturbations of Dynamical Systems with a “Rough” Symmetry. Hierarchy of Markov Chains.

We consider long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long-time evolution, can be described as a motion on the cone of invariant measures of the non-perturbed system. The case of a finite number of extreme points of the cone is considered in this paper. As is known, in the generic case, the long-time evolution can be described by a hierarchy of cycles defined by the action functional for corresponding stochastic processes. This, in particular, allows to study metastable distributions and such effects as stochastic resonance. If the system has some symmetry in the logarithmic asymptotics of transition probabilities (rough symmetry),the hierarchy of cycles should be replaced by a hierarchy of Markov chains and their invariant measures.     

Master equations for time correlation functions of a quantum system interacting with stochastic perturbations and applications to emission and absorption line shapes

The stochastic and quantum dynamics of open quantum systems interacting with stochastic perturbations in considered. The master equations for one time and multi-time correlation functions of such a system are derived to all orders in the interaction with the stochastic perturbations. The importance of the non-markovian character of such equations in the study of various problems in optical resonance is discussed. The simplified form of the non-markovian master equations in Born approximation is also given. It is shown that such non-markovian master equations in Born approximation are exact if there is only one random perturbation, of the telegraphic signal type, acting on the system. The master equations for the linear response functions of an open system interacting with stochastic perturbations are also derived. The non-markovian master equations for multitime correlations are used to study the behaviour of two level atoms interacting with fluctuating laser fields. Both amplitude and phase fluctuations are taken into account. Explicit results are presented for the spectrum of resonance fluorescence, absorption spectrum, photon antibunching effects etc. The calculations are done for arbitrary values of the relaxation parameters and intial conditions. In general the fluorescence spectrum is found to be asymmetric for off resonant fields.     

Trace Formulas for Stochastic Evolution Operators: Weak Noise Perturbation Theory

Periodic orbit theory is all effective tool for the analysis of classical and quantum chaotic systems. In this paper we extend this approach to stochastic systems, in particular to mappings with additive noise. The theory is cast in the standard field-theoretic formalism and weak noise perturbation theory written in terms of Feynman diagrams. The result is a stochastic analog of the next-to-leading ? corrections to the Gutzwiller trace formula, with long-time averages calculated from periodic orbits of the deterministic system. The perturbative corrections are computed analytically and tested numerically on a simple 1-dimensional system.