Enhancement of stability in randomly switching potential with metastable state

The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer time than in the absence of white noise. The mean first passage time (MFPT) has a maximum at a finite value of white noise intensity. The analytical expression of MFPT in terms of the white noise intensity, the parameters of the potential barrier, and of the dichotomous noise is derived. The conditions for the NES phenomenon and the parameter region where the effect can be observed are obtained. The mean first passage time behaviors as a function of the mean flipping rate of the potential for unstable and metastable initial configurations are also analyzed. We observe the resonant activation phenomenon for initial metastable configuration of the potential profile.Received: 16 June 2004, Published online: 31 August 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 02.50.-r Probability theory, stochastic processes, and statistics - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.)     

Mean first-passage time of quantum transition processes

In this paper, we consider the problem of mean first-passage time (MFPT) in quantum mechanics; the MFPT is the average time of the transition from a given initial state, passing through some intermediate states, to a given final state for the first time. We apply the method developed in statistical mechanics for calculating the MFPT of random walks to calculate the MFPT of a transition process. As applications, we (1) calculate the MFPT for multiple-state systems, (2) discuss transition processes occurring in an environmental background, (3) consider a roundabout transition in a hydrogen atom, and (4) apply the approach to laser theory.     

Discrete dynamics and metastability: Mean first passage times and escape rates

The problem of escape from a domain of attraction is applied to the case of discrete dynamical systems possessing stable and unstable fixed points. In the presence of noise, the otherwise stable fixed point of a nonlinear map becomes metastable, due to noise-induced hopping events, which eventually pass the unstable fixed point. Exact integral equations for the moments of the first passage time variable are derived, as well as an upper bound for the first moment. In the limit of weak noise, the integral equation for the first moment, i.e., the mean first passage time (MFPT), is treated, both numerically and analytically. The exponential leading part of the MFPT is given by the ratio of the noise-induced invariant probability at the stable fixed point and unstable fixed point, respectively. The evaluation of the prefactor is more subtle: It is characterized by a jump at the exit boundaries, which is the result of a discontinuous boundary layer function obeying an inhomogeneous integral equation. The jump at the boundary is shown to be always less than one-half of the maximum value of the MFPT. On the basis of a clear-cut separation of time scales, the MFPT is related to the escape rate to leave the domain of attraction and other transport coefficients, such as the diffusion coefficient. Alternatively, the rate can also be obtained if one evaluates the current-carrying flux that results if particles are continuously injected into the domain of attraction and captured beyond the exit boundaries. The two methods are shown to yield identical results for the escape rate of the weak noise result for the MFPT, respectively. As a byproduct of this study, we obtain general analytic expressions for the invariant probability of noisy maps with a small amount of nonlinearity.     

Escape for System with Non-Fluctuating Potential Barrier Only Driven by Three-State Noise

We study the escape for the mean first passage time （MFPT） over a potential barrier for a system with non- fluctuating potential barrier and only driven by a three-state noise. It is shown that in some circumstances, the three-state noise can induce the resonant activation for the MFPT over the potential barrier; but in other circumstances, it can not. There are three resonant activations for the MFPT over the potential barrier, which are respectively as the functions of the transition rates of the three-state noise.     

Noise-induced optical bistability and state transitions in spin-crossover solids with delayed feedback

Considering the time-delayed feedback and environmental perturbations in spin-crossover system, we construct a stochastic delayed differential equation to study the state transitions from the low spin (LS) state to the high spin (HS) state in spin-crossover solids. It is shown that the delayed feedback and noise can induce optical bistability and state transitions. The mean first-passage time (MFPT) of the transition from the LS state to the HS state as the function of the noise intensity exhibits a maximum, and the noise-enhanced stability is observed. However the MFPT decreases with increase of the delayed feedback intensity, thus the delayed feedback accelerates the conversion from the LS state to the HS state.     

Escape of Brownian particles and stochastic resonance with low-temperature quantum fluctuations

In this paper, we investigate the escape of Brownian particles and stochastic resonance (SR) with low-temperatures quantum fluctuations by using the quantum Smoluchowski equations at low-temperature. Two specific examples have been considered: one is the example of bistable system, and the other is the example of metastable system. The explicit expressions of the mean-first passage time (MFPT) and signal-to-noise ratio (SNR) for both specific examples are obtained, respectively. Based on the numerical compu...     

Mean First-Passage Time in a Bistable Kinetic Model with Stochastic Potentials

The transient properties of a bistable system with the stochastic potentials are investigated. The explicit expressions of the mean first-passage time (MFPT) are obtained by using a steepest-descent approximation. The results show that the MFPT of the system increases with the amplitude Δ of the stochastic potential, decreases with the noise intensity D and the correlation length l. The stochastic potential makes against the particle moving towards the destination.     

Exact scaling for the mean first-passage time of random walks on a generalized Koch network with a trap

In this paper,we study the scaling for the mean first-passage time(MFPT) of the random walks on a generalized Koch network with a trap.Through the network construction,where the initial state is transformed from a triangle to a polygon,we obtain the exact scaling for the MFPT.We show that the MFPT grows linearly with the number of nodes and the dimensions of the polygon in the large limit of the network order.In addition,we determine the exponents of scaling efficiency characterizing the random walks.Our results are the generalizations of those derived for the Koch network,which shed light on the analysis of random walks over various fractal networks.     

Diffusion dynamics and first passage time in a two-coupled pendulum system

We present the numerical investigation of diffusion process and features of first passage time (FPT) and mean FPT (MFPT) in a two-coupled damped and periodically driven pendulum system. The effect of amplitude of the external periodic force and phase of the force on diffusion constant, distribution of FPT, P(tFPT), and MFPT is analyzed. Normal diffusion is found. Diffusion constant is found to show power-law variation near intermittency and sudden widening crises while linear variation is observed in the quasiperiodic region. In the intermittency crisis the divergence of diffusion constant is similar to the divergence of mean bursting length. P(tFPT) of critical distances of state variable exhibit periodic multiple peaks with decaying amplitude. MFPT of critical distances also follows power-law variation. Diffusion constant and MFPT are sensitive to the phase factor of the periodic force.     

Exact scaling for the mean first-passage time of random walks on a generalized Koch network with a trap

In this paper, we study the scaling for the mean first-passage time (MFPT) of the random walks on a generalized Koch network with a trap. Through the network construction, where the initial state is transformed from a triangle to a polygon, we obtain the exact scaling for the MFPT. We show that the MFPT grows linearly with the number of nodes and the dimensions of the polygon in the large limit of the network order. In addition, we determine the exponents of scaling efficiency characterizing the random walks. Our results are the generalizations of those derived for the Koch network, which shed light on the analysis of random walks over various fractal networks.     

Escape over fluctuating potential barrier for system only driven by dichotomous noise

The escape for the mean first passage time (MFPT) over the fluctuating potential barrier for system only driven by a dichotomous noise is investigated. It is found that, in some circumstances, the dichotomous noise can induce the resonant activation for the MFPT over the fluctuating potential barrier, but in other circumstances, it cannot. There are two resonant activations for the MFPT. One is the MFPT as a function of the flipping rate of the fluctuating potential barrier, the other is the MFPT as a function of the transition rate of the dichotomous noise.     

色关联的色噪声驱动的分段非线性模型的平均首次穿越时间

研究了色关联的乘性高斯色噪声和加性高斯色噪声驱动的分段非线性系统中, 噪声强度和相关时间对平均首次穿越时间的影响. 利用一致有色噪声近似方法和最速下降方法, 推导出系统平均首次穿越时间的表达式. 研究结果表明: 系统的平均首次穿越时间随着乘性噪声的增加会出现单峰结构, 即“共振”现象, 峰值会随着加性噪声强度和噪声之间关联强度的增加而减小. 而平均首次穿越时间作为加性噪声的函数呈单调曲线, 说明乘性噪声和加性噪声对平均首次穿越时间的影响不同. 此外, 乘性和加性噪声关联时间以及互关联时间在正关联时和负关联时 对系统平均首次穿越时间的影响是不同的. 关键词： 色噪声 分段非线性系统 平均首次穿越时间     

Two Discussions About the Method for the Calculation of Mean First-Passage Time Developed by Masoliver

A version for the calculation of mean first-passage time (MFPT) for non-Markovian processes driven by continuous noises has been proposed by Masoliver recently. In this article, we devglop some methods for the calculation of MFPT based on the Masoliver's version. At last, we approve that the tail of switching time distribution has nothing to do with MFPT. This shows that the non-Markovian property of the tail of the switching time distribution does not influence MFPT.     

Random walks in generalized delayed recursive trees

Recently a great deal of effort has been made to explicitly determine the mean first-passage time （MFPT） between two nodes averaged over all pairs of nodes on a fractal network. In this paper, we first propose a family of generalized delayed recursive trees characterized by two parameters, where the existing nodes have a time delay to produce new nodes. We then study the MFPT of random walks on this kind of recursive tree and investigate the effect of the time delay on the MFPT. By relating random walks to electrical networks, we obtain an exact formula for the MFPT and verify it by numerical calculations. Based on the obtained results, we further show that the MFPT of delayed recursive trees is much shorter, implying that the efficiency of random walks is much higher compared with the non-delayed counterpart. Our study provides a deeper understanding of random walks on delayed fractal networks.     

Controlling the noise enhanced stability effect via noise recycling in a metastable system

We analyze the role of the delay time τ _d and the fraction ε of recycled noise on the enhancement of the mean first-passage time (MFPT) in a metastable system with recycled noise, generated by the superposition of a primary Gaussian noise source with a second component of constant delay. The results indicate that MFPT as a function of the noise intensity D shows either a non-monotonic behavior with a maximum or a divergent behavior, which is the identifying characteristic of the noise enhanced stability (NES) phenomenon. The increasing of τ _d or ε strengthens the NES effect for ε > 0. However, for ε < 0, there is a critical value of τ _d , below which we observe an increase of MFPT whose maximum goes to infinity, and above which the divergent behavior tends to disappear and MFPT versus D shows a transition from one peak to two peaks and eventually one peak as τ _d or |ε| increases. Moreover, we also discuss the effect of different initial conditions. These observations illustrate that the noise recycling may be used as an effective scheme for controlling the NES effect.     

The Mean First-Passage Time of the System Driven by Internal and External Noise Simultaneously

We derive an equation of motion of mean firat-passage time (MFPT) for the nonlinear system driven by the external and internal noise simultaneously. An approximate formula of MFPT is obtained by the perturbation technique. We find the coupling effect of the internal and the external noise for the MFPT. Using the steepest descending method we obtain the MFPT for a specific model.     

Metastable phenomena in lutetium nitrate crystal

The ac conductivities along the c-axis of the lutetium nitrate crystal were measured successively in the frequency range from 0.5 to 10⁵ Hz at temperatures from 290 to 210 K. The metastable behaviors of the conductivity were found in the temperature region above 200 K. The fluctuation was given by the successive measurements of the time series of the ac conductivities and represented by non-Gaussian probability distribution function. The effect of the metastable singularity on Raman scattering spectra was observed in the metastable temperature region.     

On the global character of some restricted equilibrium conditions—A remark on metastability

For classical lattice systems with finite-range interactions it is proven that if a state minimizes a free-energy functional at nonzero temperature with respect to variations of the state inside all regions of limited size (for instance, all regions with only one lattice site!) then it is a Gibbs state. This result rules out the possibility of defining metastable states atT 0 as those which satisfy the thermodynamical stability conditions for regions with small volume-to-surface ratio, unlike theT=0 case.Partial financial support by CNPq.Financial support by FAPESP.     

Mean first-passage time of an asymmetric bistable system driven by colour-correlated noise

In this paper, the effect of every parameter (including p, q, r, \la, \tau) on the mean first-passage time (MFPT) is investigated in an asymmetric bistable system driven by colour-correlated noise. The expression of MFPT has been obtained by applying the steepest-descent approximation. Numerical results show that (1) the intensity of multiplicative noise p and the intensity of additive noise q play different roles in the MFPT of the system, (2) suppression appears on the curve of the MFPT with small \la (e.g. \la<0.5) but there is a peak on the curve of the MFPT when \la is big (e.g. \la >0.5), and (3) with different values of r (e.g. r=0.1, 0.5, 1.5), the effort of \tau on the MFPT is diverse.     

Spectral line suppression and sideband narrowing via quantum interference

We reveal that for a realistic system, interference effects are obtained such as the suppression of central line and inner sidebands and the narrowing of the outer fluorescence sidebands. For this purpose, we consider a spontaneous decay from an excited state to a metastable state when the excited and metastable states are resonantly coupled to an auxiliary metastable state by a laser field and a microwave field, respectively. The fluorescence spectrum evolves from a five-peaked structure into a doublet of ultrasharp lines as the ratio of the laser field Rabi frequency to the microwave Rabi frequency is decreased. The physical origin is presented in terms of dressed states.