Non-Markovian stochastic processes: colored noise

We survey classical non-Markovian processes driven by thermal equilibrium or nonequilibrium (nonthermal) colored noise. Examples of colored noise are presented. For processes driven by thermal equilibrium noise, the fluctuation-dissipation relation holds. In consequence, the system has to be described by a generalized (integro-differential) Langevin equation with a restriction on the damping integral kernel: Its form depends on the correlation function of noise. For processes driven by nonequilibrium noise, there is no such a restriction: They are considered to be described by stochastic differential (Ito- or Langevin-type) equations with an independent noise term. For the latter, we review methods of analysis of one-dimensional systems driven by Ornstein-Uhlenbeck noise.     

Flicker Noise in a Locally Nonequilibrium Medium

A model implying that particles of a medium are subjected to external forces with a flicker noise spectrum has been proposed to describe fluctuations in locally nonequilibrium physical media. The Langevin equation with additional integral terms describing the action of the locally nonequilibrium medium has been derived. The spectral density of fluctuations of an electric current flowing in the locally nonequilibrium medium has been calculated. It has been found that this density in the low-frequency spectral range is flicker noise.     

Nonequilibrium Shot Noise Spectrum Through a Quantum Dot in the Kondo Regime:A Master Equation Approach under Self-Consistent Born Approximation

We construct a number(n)-resolved master equation(ME)approach under self-consistent Born approximation(SCBA)for noise spectrum calculation.The formulation is essentially non-Markovian and incorporates properly the interlay of the multi-tunneling processes and many-body correlations.We apply this approach to the challenging nonequilibrium Kondo system and predict a profound nonequilibrium Kondo signature in the shot noise spectrum.The proposed n-SCBA-ME scheme goes completely beyond the scope of the Born-Markovian master equation approach,in the sense of being applicable to the shot noise of transport under small bias voltage,in non-Markovian regime,and with strong Coulomb correlations as favorably demonstrated in the nonequilibrium Kondo system.     

Motion reversal of molecular motor assemblies due to weak noise

Bidirectional motion is an example of collective behavior of molecular motors. It occurs at finite noise level in a nonequilibrium system. We consider this problem as a first exit problem. We identify the noise strength by doing an expansion of a master equation and apply the Wentzell-Freidlin theory to define an effective nonequilibrium potential and provide analytical estimates of the reversal time. Our results match very well with the results of stochastic simulations.     

Colored Noise Induced Nonequilibrium Transition in a New Chemical Oscillator

The effects of colored noise on a new chemical oscillator in CSTR are studied by computer simulation. Colored noise induced nonequilibrium transitions from one limit-cycle to two and more than two limit-cycles when the correlation time and the intensity of noise are varied. Chemical chaos is also observed.     

A General Fluctuation–Response Relation for Noise Variations and its Application to Driven Hydrodynamic Experiments

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation–response relation. This formula holds also for systems with state-independent nontrivial diffusivity matrices, as we show with an application to an experiment of two trapped and hydrodynamically coupled colloids, one of which is subject to an external random forcing that mimics an effective temperature. The nonequilibrium susceptibility of the energy to a variation of this driving is an example of our formulation, which improves an earlier version, as it does not depend on the time-discretization of the stochastic dynamics. This scheme holds for generic systems with additive noise and can be easily implemented numerically, thanks to matrix operations.     

Noise composed of multiplication of two dichotomous noises

In this paper, we introduce a noise which is composed of multiplication of two dichotomous noises, and derive the probability density and the statistical properties of this noise. The obtained results can help study the resonant activation phenomenon, the phenomenon of stochastic resonance, the transport of particles, and the nonequilibrium （phase） transition for the systems driven by this noise.     

A non-linear stochastic differential equation: Exact critical statics and dynamics

The nonlinear stochastic differential equation we present is a generalization of a class of equations describing various physical and chemical systems coupled to external sources of noise.The static behaviour of this system exhibits first and second order nonequilibrium transitions which are purely induced by the external noise. Exact analytical expressions for the time dependent solutions are found.     

Fast monte carlo simulations and singularities in the probability distributions of nonequilibrium systems

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of nonequilibrium systems. Results for the quasistationary probability distribution in two model systems are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the nonequilibrium distributions are revealed by the simulations.     

The theory of shot noise in the space-charge-limited diffusive conduction regime

As is well known, fluctuations from a stable stationary nonequilibrium state are described by the linearized inhomogeneous Boltzmann-Langevin equation. The stationary state itself can be described by the nonlinear Boltzmann equation. The ways of its linearization sometimes seem to be not unique. We argue that there is actually a unique way to obtain a linear equation for the fluctuations. As an example, we consider an analytical theory of nonequilibrium shot noise in a diffusive conductor under the space-charge-limited regime. Our approach is compared to that in [11]. We find some difference between the present theory and the approach in [11] and discuss a possible origin of the difference. We believe that it is related to the fundamentals of the theory of fluctuation phenomena in a nonequilibrium electron gas.     

The shot noise of the quantum dot weakly coupled to Luttinger liquid

We study the nonequilibrium transport through a single-level quantum dot weakly coupled to Luttinger liquid leads. A general shot noise expression is derived by using nonequilibrium Green function technique. We find that the differential shot noise and differential conductance demonstrate resonant-like behavior as a function of the bias voltage and the quantum dot's energy level for a weak or moderately strong interaction. In the limit of strong electron-electron interaction, the resonant behavior disappears and shows bias-voltage-dependent power law scalings. And the Fano factor also scales as a power law in high bias voltage region. In addition, the Fano factor is enhanced with the electron-electron interaction increased. It implies that the Fano factor can be controlled by tuning the electron-electron interaction in the leads.     

Reentrant transitions in globally coupled active rotators with multiplicative and additive noises

We study the nonequilibrium phenomena in globally coupled active rotators with multiplicative and additive noises. It is shown that at a critical value of the multiplicative noise intensity the system undergoes noise-induced transition from a one-cluster state to a two-cluster state. Additive noise suppresses the effect of the multiplicative noise on the system, increasing the critical value of the multiplicative noise intensity. The system shows a reentrant transition at intermediate additive noise intensity.     

Nonequilibrium noise as a probe of the Kondo effect in mesoscopic wires

We study the nonequilibrium noise in mesoscopic diffusive wires hosting magnetic impurities. We find that the shot-noise to current ratio develops a peak at intermediate source-drain biases of the order of the Kondo temperature. The enhanced impurity contribution at intermediate biases is also manifested in the effective distribution. The predicted peak represents an increased inelastic scattering rate at the nonequilibrium Kondo crossover.     

Stochastic synchronization in a spatially distributed system with 1/<Emphasis Type="Italic">f</Emphasis> power spectrum

A spatially distributed system of two nonlinear stochastic equations, which models 1/f fluctuations in the interaction of nonequilibrium phase transitions, is investigated numerically. It has been shown that, for a high intensity of white noise, noise-induced synchronization in the form of a nonequilibrium phase transition is observed in the system. The critical point of the noise-induced transition corresponds to the information entropy peak.     

Spin fluctuations of nonequilibrium electrons and excitons in semiconductors

Effects that are related to deviations from thermodynamic equilibrium have a special place in modern physics. Among these, nonequilibrium phenomena in quantum systems attract the highest interest. The experimental technique of spin-noise spectroscopy has became quite widespread, which makes it possible to observe spin fluctuations of charge carriers in semiconductors under both equilibrium and nonequilibrium conditions. This calls for the development of a theory of spin fluctuations of electrons and electron–hole complexes for nonequilibrium conditions. In this paper, we consider a range of physical situations where a deviation from equilibrium becomes pronounced in the spin noise. A general method for the calculation of electron and exciton spin fluctuations in a nonequilibrium state is proposed. A short review of the theoretical and experimental results in this area is given.     

Enhancement of the shot noise of a quantum dot–Luttinger lead system

We investigate the joint effects of the intralead electron interaction and Coulombic dot–lead interaction on the shot noise of a quantum dot coupled to Luttinger liquid leads. A formula of the shot noise is derived by applying the nonequilibrium Green function technique. The shot noise is enhanced by the dot–lead interaction. For a weak or moderately strong interaction the differential shot noise demonstrates resonant-like behavior as a function of bias and gate voltages. In the limit of strong interaction resonant behavior disappears and the differential shot noise and Fano factor scale as a power law in bias voltage. Under some parameters, the differential shot noise may become negative around resonant peaks, and the physical reason is analyzed.     

Accumulation of Particles and Formation of a Dissipative Structure in a Nonequilibrium Bath

The standard textbooks contain good explanations of how and why equilibrium thermodynamics emerges in a reservoir with particles that are subjected to Gaussian noise. However, in systems that convert or transport energy, the noise is often not Gaussian. Instead, displacements exhibit an α-stable distribution. Such noise is commonly called Lévy noise. With such noise, we see a thermodynamics that deviates from what traditional equilibrium theory stipulates. In addition, with particles that can propel themselves, so-called active particles, we find that the rules of equilibrium thermodynamics no longer apply. No general nonequilibrium thermodynamic theory is available and understanding is often ad hoc. We study a system with overdamped particles that are subjected to Lévy noise. We pick a system with a geometry that leads to concise formulae to describe the accumulation of particles in a cavity. The nonhomogeneous distribution of particles can be seen as a dissipative structure, i.e., a lower-entropy steady state that allows for throughput of energy and concurrent production of entropy. After the mechanism that maintains nonequilibrium is switched off, the relaxation back to homogeneity represents an increase in entropy and a decrease of free energy. For our setup we can analytically connect the nonequilibrium noise and active particle behavior to entropy decrease and energy buildup with simple and intuitive formulae.     

Analog simulation of a simple system with state-dependent diffusion

We have constructed an electronic simulator of a simple bistable system driven by noise, whose intensity is determined by the instantaneous value of the coordinate. We observe that the most probable state of the system can be reversed by altering the noise intensity only in the neighborhood of the barrier, an effect pointed out by Landauer many years ago in the context of discussions on entropy-related stability criteria for nonequilibrium systems. We compare detailed measurements on the system with the recent white noise calculations of Landauer and van Kampen. The system also has interesting possibilities for tests of contemporary colored noise theory which we illustrate with an example.