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     

Thermal diffusion of sine-Gordon solitons

We analyze the diffusive motion of kink solitons governed by the thermal sine-Gordon equation. We analytically calculate the correlation function of the position of the kink center as well as the diffusion coefficient, both up to second-order in temperature. We find that the kink behavior is very similar to that obtained in the overdamped limit: There is a quadratic dependence on temperature in the diffusion coefficient that comes from the interaction among the kink and phonons, and the average value of the wave function increases with due to the variance of the centers of individual realizations and not due to kink distortions. These analytical results are fully confirmed by numerical simulations. Received 4 October 1999 and Received in final form 3 February 2000     

Finite-size effects in the self-organized critical forest-fire model

We study finite-size effects in the self-organized critical forest-fire model by numerically evaluating the tree density and the fire size distribution. The results show that this model does not display the finite-size scaling seen in conventional critical systems. Rather, the system is composed of relatively homogeneous patches of different tree densities, leading to two qualitatively different types of fires: those that span an entire patch and those that do not. As the system size becomes smaller, the system contains less patches, and finally becomes homogeneous, with large density fluctuations in time. Received 24 April 1999 and Received in final form 26 October 1999     

Conserved dynamics and interface roughening in spontaneous imbibition: A critical overview

Imbibition phenomena have been widely used experimentally and theoretically to study the kinetic roughening of interfaces. We critically discuss the existing experiments and some associated theoretical approaches on the scaling properties of the imbibition front, with particular attention to the conservation law associated to the fluid, to problems arising from the actual structure of the embedding medium, and to external influences such as evaporation and gravity. Our main conclusion is that the scaling of moving interfaces includes many crossover phenomena, with competition between the average capillary pressure gradient and its fluctuations setting the maximal lengthscale for roughening. We discuss the physics of both pinned and moving interfaces and the ability of the existing models to account for their properties. Received 17 February 1999 and Received in final form 24 November 1999     

3D dissipative motion of atoms in a strongly coupled driven cavity

We develop quantum models for the combined external and internal motion of atoms in a strongly coupled driven cavity mode including the transverse degrees of freedom. Using a simplified Gaussian mode function we determine the parameter regimes and prospects of 3D cooling and confinement of one or two atoms in the cavity field. Analysing the field dynamics for slow atoms traversing the cavity, we show that the spectrum of the transmitted and spontaneously scattered light contains ample information on the motional dynamics of the atom and can be nicely used to investigate the cooling properties of the system. Including several atoms in the dynamics we show how motional correlations build up by the common interaction with the cavity field. This can be looked upon as collisions at far distance and can be monitored via the transmitted field dynamics. Received 5 March 1999 and Received in final form 4 May 1999     

Fluid membranes in hydrodynamic flow fields: Formalism and an application to fluctuating quasispherical vesicles in shear flow

The dynamics of a single fluid bilayer membrane in an external hydrodynamic flow field is considered. The deterministic equation of motion for the configuration is derived taking into account both viscous dissipation in the surrounding liquid and local incompressibility of the membrane. For quasi-spherical vesicles in shear flow, thermal fluctuations can be incorporated in a Langevin-type equation of motion for the deformation amplitudes. The solution to this equation shows an overdamped oscillatory approach to a stationary tanktreading shape. Inclination angle and ellipticity of the contour are determined as a function of excess area and shear rate. Comparisons to numerical results and experiments are discussed. Received 20 August 1998     

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     

Quantum theory of fluctuations in a cold damped accelerometer

We present a quantum network approach to real high sensitivity measurements. Thermal and quantum fluctuations due to active as well as passive elements are taken into account. The method is applied to the analysis of the capacitive accelerometer using the cold damping technique, developed for fundamental physics in space by ONERA and the ultimate limits of this instrument are discussed. It is confirmed in this quantum analysis that the cold damping technique allows one to control efficiently the test mass motion without degrading the noise level. Received 20 April 1999 and Received in final form 2 July 1999     

Dynamics of a FitzHugh-Nagumo system subjected to autocorrelated noise

We analyze the dynamics of the FitzHugh-Nagumo (FHN) model in the presence of colored noise and a periodic signal. Two cases are considered: (i) the dynamics of the membrane potential is affected by the noise, (ii) the slow dynamics of the recovery variable is subject to noise. We investigate the role of the colored noise on the neuron dynamics by the mean response time (MRT) of the neuron. We find meaningful modifications of the resonant activation (RA) and noise enhanced stability (NES) phenomena due to the correlation time of the noise. For strongly correlated noise we observe suppression of NES effect and persistence of RA phenomenon, with an efficiency enhancement of the neuronal response. Finally we show that the self-correlation of the colored noise causes a reduction of the effective noise intensity, which appears as a rescaling of the fluctuations affecting the FHN system.     

On the slow dynamics of density fluctuations near the colloidal glass transition

Slow dynamics of density fluctuations near the colloidal glass transition is discussed from a new viewpoint by numerically solving a nonlinear stochastic diffusion equation for the density fluctuations recently proposed by one of the present authors (MT). The effects of spatial heterogeneities on the dynamics of density fluctuations are then investigated in an equilibrium system. The spatial heterogeneities are generated by the nonlinear density fluctuations, while in a nonequilibrium system they are described by a nonlinear deterministic equation for the average number density. The dynamics of equilibrium density fluctuations is thus shown to be quite different from that of nonequilibrium ones, leading to a logarithmic decay followed by less distinct α- and β-relaxation processes. Received 9 March 2002 and Received in final form 19 September 2002     

Generalized Fokker-Planck equation: Derivation and exact solutions

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and Lévy stable noise, and show that it reproduces all Fokker-Planck equations that are known for these noises. Exact analytical, time-dependent and stationary solutions of the generalized Fokker-Planck equation are derived and analyzed in detail for the cases of a linear, a quadratic, and a tailored potential.     

Quasiperiodically driven Josephson junctions: strange nonchaotic attractors, symmetries and transport

We consider the dynamics of the overdamped Josephson junction under the influence of an external quasiperiodic driving field. In dependence on parameter values either a quasiperiodic motion or a strange nochaotic attractor (SNA) can be observed. The latter corresponds to a resistive state in the current-voltage characteristics while for quasiperiodic motion a finite superconducting current exists for zero voltage. It is shown that in the case of SNA a nonzero mean voltage across the junction can appear due to symmetry breakings. Based on this observation a detailed symmetry consideration of the generalized equation of motion is performed and symmetry conditions ensuring zero mean voltage across the junction are found. Received 16 August 2001 and Received in final form 22 January 2002     

Diffusion in flashing periodic potentials

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time problem. We derive general equations to calculate the effective diffusion coefficient of Brownian particles moving in arbitrary supersymmetric potential modulated by: (i) an external white Gaussian noise and (ii) a Markovian dichotomous noise. For both cases the exact expressions for the effective diffusion coefficient are derived. We obtain acceleration of diffusion in comparison with the free diffusion case for fast fluctuating potentials with arbitrary profile and for sawtooth potential in case (ii). In this case the parameter region where this effect can be observed is given. We obtain also a finite net diffusion in the absence of thermal noise. For rectangular potential the diffusion slows down, for all parameters of noise and of potential, in comparison with the case when particles diffuse freely.     

Dynamic exponent in extremal models of pinning

The depinning transition of a front moving in a time-independent random potential is studied. The temporal development of the overall roughness w(L,t) of an initially flat front, , is the classical means to have access to the dynamic exponent. However, in the case of front propagation in quenched disorder via extremal dynamics, we show that the initial increase in front roughness implies an extra dependence over the system size which comes from the fact that the activity is essentially localized in a narrow region of space. We propose an analytic expression for the exponent and confirm this for different models (crack front propagation, Edwards-Wilkinson model in a quenched noise etc.). Received 27 August 1999     

Dissipation, decoherence and preparation effects in the spin-boson system

The dynamics of the reduced density matrix of the driven dissipative two-state system is studied for a general diagonal/off-diagonal initial state. We derive exact formal series expressions for the populations and coherences and show that they can be cast into the form of coupled nonconvolutive exact master equations and integral relations. We show that neither the asymptotic distributions, nor the transition temperature between coherent and incoherent motion, nor the dephasing rate and relaxation rate towards the equilibrium state depend on the particular initial state chosen. However, in the underdamped regime, effects of the particular initial preparation, e.g. in an off-diagonal state of the density matrix, strongly affect the transient dynamics. We find that an appropriately tuned external ac-field can slow down decoherence and thus allow preparation effects to persist for longer times than in the absence of driving. Received 23 October 1998 and Received in final form 26 February 1999     

Stochastic resonance in ferromagnetic domain motion

A model for the motion of a single ferromagnetic domain is studied numerically and analytically. A single strip in two dimensions and pinned at two inhomogeneities is considered. We suppose two stable configurations (positively or negatively curved with pinned ends) due to the action of a bistable potential. Further, it is assumed that the domain is driven externally by periodic and noisy magnetic fields. The noise makes the domain able to flip between the two configurations. The small temporally periodic fields synchronize these flippings and the phenomenon of stochastic resonance is observed. The signal to noise ratio of the output is investigated and shows a maximum for a nonvanishing intensity of the applied noise. Its dependency on the stiffness of the domain is studied. Received 14 May 1999 and Received in final form 14 October 1999     

A semi-analytic method for computing the long-time order parameter dynamics in mean-field coupled overdamped oscillators with colored noises

The order parameter dynamics of a mean-field model is frequently investigated in macroscopic cumulant dynamics, from which a bifurcation can be predicted qualitatively. In this Letter, for quantitatively investigating the long-time order parameter dynamics, a semi-analytic method is proposed based on approximate nonlinear Fokker-Planck equations. Applying the new method to the mean-field model of periodically driven overdamped bistable oscillators with colored noise, we exhibit the bifurcation behavior and the nonlinear stochastic resonance of the order parameter by tuning noise intensity or coupling coefficient, and the accuracy of the new method are verified by direct simulation. Our observations disclose some new properties about the order parameter dynamics of the mean-field model. For example, the periodic signal shifts the critical coupling coefficient to a larger value, while the nonzero correlation time of the colored noise shifts it to a lower value. Our observation also discloses that there is no quantitatively corresponding relation between the resonant peak and the critical bifurcation parameter of the Gaussian moment system.