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     

Coloured noise influence on system evolution

Within the power-law approach for noise amplitude dependence on stochastic variables, we present a picture of noise-induced transitions in systems affected by coloured multiplicative noise. The governed equations for main statistical moments are obtained and investigated in detail. We show that a reentrant noise-induced transition is realized within a window of the control parameter. Received 15 October 2001 / Received in final form 8 July 2002 Published online 17 September 2002     

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     

Pulses of tunable size near a subcritical bifurcation

We show that a nonlinear gradient term can be used to tune the width of pulse-like solutions to a generalized quintic Ginzburg-Landau equation. We investigate the dynamics of these solutions and show that weakly turbulent patches can persist for long times. Analogies with turbulent spots in plane Couette flows are discussed. Received: 29 May 1997 / Revised: 16 March 1998 / Accepted: 30 April 1998     

Nonequilibrium fluctuations in the Rayleigh-Bénard problem for binary fluid mixtures

We have employed a simple Galerkin-approximation scheme to calculate nonequilibrium temperature and concentration fluctuations in a binary fluid subjected to a temperature gradient with realistic boundary conditions. When a fluid mixture is driven outside thermal equilibrium, there are two instability mechanisms, namely a Rayleigh (stationary) and a Hopf (oscillatory) instability, causing long-ranged fluctuations. The competition of these two mechanisms causes the structure factor associated with the temperature fluctuations to exhibit two maxima as a function of the wave number q of the fluctuations, in particular, close to the convective instability. In the presence of thermally conducting but impermeable walls the intensity of the temperature fluctuations vanishes as q goes to zero, while the intensity of the concentration fluctuations remains finite in the limit of vanishing q. Finally, we propose a simpler small-Lewis-number approximation scheme, which is useful to represent nonequilibrium concentration fluctuations for mixtures with positive separation ratio, even close to (but below) the convective instability.     

Heteroclinic behavior in rotating Rayleigh-Bénard convection

We investigate numerically the appearance of heteroclinic behavior in a three-dimensional, buoyancy-driven fluid layer with stress-free top and bottom boundaries, a square horizontal periodicity with a small aspect ratio, and rotation at low to moderate rates about a vertical axis. The Prandtl number is 6.8. If the rotation is not too slow, the skewed-varicose instability leads from stationary rolls to a stationary mixed-mode solution, which in turn loses stability to a heteroclinic cycle formed by unstable roll states and connections between them. The unstable eigenvectors of these roll states are also of the skewed-varicose or mixed-mode type and in some parameter regions skewed-varicose like shearing oscillations as well as square patterns are involved in the cycle. Always present weak noise leads to irregular horizontal translations of the convection pattern and makes the dynamics chaotic, which is verified by calculating Lyapunov exponents. In the nonrotating case, the primary rolls lose, depending on the aspect ratio, stability to traveling waves or a stationary square pattern. We also study the symmetries of the solutions at the intermittent fixed points in the heteroclinic cycle. Received 10 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     

Acoustic instabilities in thin polymer films

The spatial confinement of a fluctuation spectrum leads to forces at the confining boundaries. While electromagnetic (EM) fluctuations lead to the well-known dispersion forces, the acoustic analogy has widely been neglected. We show that the strength of the forces resulting from confined acoustic modes may be of the same order of magnitude as van der Waals forces. Additionally, the predicted scaling behavior is identical to the non-retarded case of the EM fluctuations. Our results suggest that dewetting experiments using polymer films are strongly influenced by the acoustic dispersion forces. Received 5 March 2002 and Received in final form 21 May 2002     

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     

Pulse trains propagating through excitable media subjected to external noise

We study the propagation of periodic pulse trains in excitable media exposed to external spatio-temporal noise using the light-sensitive Belousov-Zhabotinsky reaction with the underlying Oregonator model as representative example. In the weak noise approximation we find noise-induced transitions in the dispersion relation of pulse trains. We discuss noise-enhanced propagation of pulse trains within a certain wave-length range caused by external noise of moderate strength.     

Numerical analysis of the Eckhaus instability in travelling-wave convection in binary mixtures

The Eckhaus stability boundaries of travelling periodic roll patterns arising in binary fluid convection is analysed using high-resolution numerical methods. We present results corresponding to three different values of the separation ratio used in experiments. Our results show that the subcritical branches of travelling waves bifurcating at the onset of convection suffer sideband instabilities that are restabilised further away in the branch. If this restabilisation is produced after the turning point of the travelling-wave branch, these waves do not become stable in a saddle node bifurcation as would have been the case in a smaller domain. In the regions of instability of the uniform travelling waves we expect to find either transitions between states of different wave number or modulated travelling waves arising in these bifurcations.     

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     

Oscillatory convection in binary mixtures: Thermodiffusion,solutal buoyancy,and advection

The role of thermodiffusive generation of concentration fluctuations via the Soret effect, their contribution to the buoyancy forces that drive convection, the advective mixing effect of the latter, and the diffusive homogenisation are compared and elucidated for oscillatory convection. Numerically obtained solutions of the field equations in the form of spatially extended relaxed traveling waves, of standing waves, and of the transient growth of standing waves and their transition to traveling waves are discussed as well as spatially localized convective states of traveling waves that are surrounded by the quiescent fluid.     

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     

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     

Dynamics of spatio-temporal defects in the Taylor-Dean system

The dynamics of defects in a pattern of traveling inclined rolls has been investigated. Two regimes were identified in the neighborhood of defects: a diffusive regime, with a negative phase diffusion coefficient, and a coalescence regime in which the phase gradient diverges in time following a power law behavior. The observed periodic nucleation of defects is related to the frequency inhomogeneity induced by the disymmetry of the wave amplitude. Amplitude holes have been observed in the secondary modulated pattern. Received 23 February 1999 and Received in final form 26 May 1999     

On the 1/D expansion for directed polymers

We present a variational approach for directed polymers in D transversal dimensions which is used to compute the correction to the mean field theory predictions with broken replica symmetry. The trial function is taken to be a symmetrized version of the mean-field solution, which is known to be exact for . We compute the free energy corresponding to that function and show that the finite-D corrections behave like D ^-4/3 . It means that the expansion in powers of 1/D should be used with great care here. We hope that the techniques developed in this note will be useful also in the study of spin glasses. Receveid 19 May 1998     

Temperature scaling, glassiness and stationarity in the Bak-Sneppen model

We show that the emergence of criticality in the locally-defined Bak-Sneppen model corresponds to separation over a hierarchy of timescales. Near to the critical point the model obeys scaling relations, with exponents which we derive numerically for a one-dimensional system. We further describe how the model can be related to the glass model of Bouchaud (J. Phys. I France 2, 1705 (1992)), and we use this insight to comment on the usual assumption of stationarity in the Bak-Sneppen model. Finally, we propose a general definition of self-organised criticality which is in partial agreement with other recent definitions. Received 14 January 2000 and Received in final form 18 April 2000     

Activated drift motion of a classical particle with a dynamical pinning effect

A one dimensional trap model for a thermally activated classical particle is introduced to simulate driven dynamics in presence of “ageing” effects. The depth of each trap increases with the time elapsed since the particle has fallen into it. The consequences of this dynamical pinning are studied, and velocity-force characteristics are numerically obtained. A special attention is paid to the situation where the particle is pulled with a spring to ensure a finite average velocity. In the low velocity regime, the presence of a broad distribution of trapping times leads to suppression of linear response, replaced by a threshold or by sublinear dynamics. A regime of strong fluctuations is obtained when the particle is driven at intermediate velocities. Received: 12 December 1997 / Accepted: 25 February 1998     

Phase transition in annihilation-limited processes

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of the average number of the particles tend to infinity, so that the annihilation rate times a certain power of the initial values of the average number of the particles remain constant (the double scaling) then if the initial state of the system is a multi-Poisson distribution, the system always remains in a state of multi-Poisson distribution, but with evolving parameters. The large time behavior of the system is also investigated. The system exhibits a dynamical phase transition. It is seen that for a k-particle annihilation, if k is larger than a critical value k_c, which is determined by the type-change rates, then annihilation does not enter the relaxation exponent of the system; while for k < k_c, it is the annihilation (in fact k itself) which determines the relaxation exponent.