Dynamic renormalization-group analysis of the d+1 dimensional Kuramoto-Sivashinsky equation with both conservative and nonconservative noises

The long-wavelength properties of the (d + 1)-dimensional Kuramoto-Sivashinsky (KS) equation with both conservative and nonconservative noises are investigated by use of the dynamic renormalization-group (DRG) theory. The dynamic exponent z and roughness exponent α are calculated for substrate dimensions d = 1 and d = 2, respectively. In the case of d = 1, we arrive at the critical exponents z = 1.5 and α = 0.5 , which are consistent with the results obtained by Ueno et al. in the discussion of the same noisy KS equation in 1+1 dimensions [Phys. Rev. E 71, 046138 (2005)] and are believed to be identical with the dynamic scaling of the Kardar-Parisi-Zhang (KPZ) in 1+1 dimensions. In the case of d = 2, we find a fixed point with the dynamic exponents z = 2.866 and α = -0.866 , which show that, as in the 1 + 1 dimensions situation, the existence of the conservative noise in 2 + 1 or higher dimensional KS equation can also lead to new fixed points with different dynamic scaling exponents. In addition, since a higher order approximation is adopted, our calculations in this paper have improved the results obtained previously by Cuerno and Lauritsen [Phys. Rev. E 52, 4853 (1995)] in the DRG analysis of the noisy KS equation, where the conservative noise is not taken into account.     

1+1维含噪声Kuramoto-Sivashinsky方程表面宽度分布率的数值计算

通过对1+1维含噪声Kuramoto-Sivashinsky(KS)方程进行数值计算,得到其在饱和状态下的表面宽度分布率并与Kardar-Parisi-Zhang(KPZ)方程进行比较.结果表明,1+1维含噪声KS方程的表面宽度分布率标度函数受有限尺寸效应影响较小,并与KPZ方程具有相近的表面宽度分布率标度函数.     

从噪声数据学习偏微分方程的复合神经网络

提出一种名为NN-PDE(neural network-partial differential equations)的复合神经网络方法, 用于噪声数据预处理和学习偏微分方程。NN-PDE用一套神经网络负责数据预处理, 另一套网络耦合备选的方程信息, 进而学习潜在的控制方程。两套网络复合为一套网络, 可更加高效地处理噪声数据, 有效减小噪声的影响。使用NN-PDE学习多种物理方程(如Burgers方程、Korteweg-de Vries方程、Kuramoto-Sivashinsky方程和Navier-Stokes方程)的噪声数据, 均可获得准确的控制方程。     

Recent results on multiplicative noise

Recent developments in the analysis of Langevin equations with multiplicative noise (MN) are reported. In particular, we (i) present numerical simulations in three dimensions showing that the MN equation exhibits, like the Kardar-Parisi-Zhang (KPZ) equation, both a weak coupling fixed point and a strong coupling phase, supporting the proposed relation between MN and KPZ; (ii) present a dimensional and mean-field analysis of the MN equation to compute critical exponents; (iii) show that the phenomenon of the noise-induced ordering transition associated with the MN equation appears only in the Stratonovich representation and not in the Ito one; and (iv) report the presence of a first-order-like phase transition at zero spatial coupling, supporting the fact that this is the minimum model for noise-induced ordering transitions.     

Finite size effects in stochastically driven systems use of the Poisson representation

A method is presented to take into account finite size effects in a system under the influence of external noise. Inclusion of external noise in a master equation results in an effective master equation in which new transitions among states are possible. The steady state properties of a chemical systems are calculated using the Poisson representation of the master equation.     

A mathematical framework for critical transitions: Bifurcations, fast-slow systems and stochastic dynamics

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms “critical transition” or “tipping point” have been used to describe this situation. Critical transitions have been observed in an astonishingly diverse set of applications from ecosystems and climate change to medicine and finance. The main goal of this paper is to give an overview which standard mathematical theories can be applied to critical transitions. We shall focus on early-warning signs that have been suggested to predict critical transitions and point out what mathematical theory can provide in this context. Starting from classical bifurcation theory and incorporating multiple time scale dynamics one can give a detailed analysis of local bifurcations that induce critical transitions. We suggest that the mathematical theory of fast-slow systems provides a natural definition of critical transitions. Since noise often plays a crucial role near critical transitions the next step is to consider stochastic fast-slow systems. The interplay between sample path techniques, partial differential equations and random dynamical systems is highlighted. Each viewpoint provides potential early-warning signs for critical transitions. Since increasing variance has been suggested as an early-warning sign we examine it in the context of normal forms analytically, numerically and geometrically; we also consider autocorrelation numerically. Hence we demonstrate the applicability of early-warning signs for generic models. We end with suggestions for future directions of the theory.     

Noise-sustained structure,intermittency, and the Ginzburg-Landau equation

The time-dependent generalized Ginzburg-Landau equation is an equation that is related to many physical systems. Solutions of this equation in the presence of low-level external noise are studied. Numerical solutions of this equation in thestationary frame of reference and with anonzero group velocity that is greater than a critical velocity exhibit a selective spatial amplification of noise resulting in spatially growing waves. These waves in turn result in the formation of a dynamic structure. It is found that themicroscopic noise plays an important role in themacroscopic dynamics of the system. For certain parameter values the system exhibits intermittent turbulent behavior in which the random nature of the external noise plays a crucial role. A mechanism which may be responsible for the intermittent turbulence occurring in some fluid systems is suggested.     

Autowaves in a near-threshold medium

Approximate and numerical methods are used to study the behavior of autowaves for parameters close to the propagation threshold. Under these conditions, the variations in wave velocity and amplitude are slow. A quasi-steady-state equation is derived for the velocity. This equation describes the relaxation to a steady state (uniform motion) in the above-threshold region and the initial damping stage that determines the time scale of this process in the below-threshold region. As the threshold is approached, the time scales indefinitely increase in the above-and below-threshold regions of parameters. Small random inhomogeneities of the active medium and other “ noise” sources produce intense velocity pulsations. These pulsations are comparable in scale to the mean velocity (as in the case of strong turbulence) and resemble the critical fluctuations in order parameter near the point of a continuous phase transition in their statistical properties. The pulsation spectrum exhibits a sharp peak at zero frequency. In contrast to flicker noise, this peak disappears as one recedes from the threshold. The solutions to the quasi-steady-state equation and the results of numerical simulations agree as long as the fluctuations are small— as in the theory of continuous transitions, beyond the fluctuation region.     

Robustness of entanglement as a signature of quantum phase transitions

We investigate the critical behavior of pairwise entanglement at quantum phase transitions (QPT) in several exactly solvable spin models with noise in system control parameters. We show that the exact critical behavior will change due to noise. When the noise is not too large, pairwise entanglement is robust as a signature of QPT in some spin models.     

Symmetry Restoring Phase Transitions at High Density in a 4D Nambu-Jona-Lasinio Model with a Single Order Parameter

High density phase transitions in a 4-dimensional Nambu-Jona-Lasinio model containing a single symmetry breaking order parameter coming from the fermion-antifermion condensates are researched and expounded by means of both the gap equation and the effective potential approach. The phase transitions are proven to be second-order at a high temperature T; however at T = 0 they are first- or second-order, depending on whether A/m(0), the ratio of the momentum cutoff A in the fermion-loop integrals to the dynamicalfermion mass m(0) at zero temperature, is less than 3.387 or not. The former condition cannot be satisfied in some models. The discussions further show complete effectiveness of the critical analysis based on the gap equation for second order phase transitions including determination of the condition of their occurrence.     

Symmetry Restoring Phase Transitions at High Density in a 4D Nambu-Jona-Lasinio Model with a Single Order Parameter

High density phase transitions in a 4-dimensional Nambu-dona-Lasinio model containing a single symmetry breaking order parameter coming from the fermion-antifermion condensates are researched and expounded by means of both the gap equation and the effective potential approach. The phase transitions are proven to be second-order at a high temperature T; however at T = 0 they are first- or second-order, depending on whether A/m(0), the ratio of the momentum cutoff A in the fermion-loop integrals to the dynamical fermion mass m(0) at zero temperature, is lessthan 3.387 or not. The former condition cannot be satisfied in some models. The discussions further show complete effectiveness of the critical analysis based on the gap equation for second order phase transitions including determination of the condition of their occurrence.     

Phase transitions induced by microscopic disorder: A study based on the order parameter expansion

Based on the order parameter expansion, we present an approximate method which allows us to reduce large systems of coupled differential equations with diverse parameters to three equations: one for the global, mean field, variable and two which describe the fluctuations around this mean value. The method is based on a systematic perturbation expansion and can be applied around the vicinity of the homogeneous state. With this tool we analyze phase transitions induced by microscopic disorder in three prototypical models of phase transitions which have been studied previously in the presence of thermal noise. We study how macroscopic order is induced or destroyed by time-independent local disorder and analyze the limits of the approximation by comparing the results with the numerical solutions of the self-consistency equation which arises from the property of self-averaging. Finally, we carry on a finite-size analysis of the numerical results and calculate the corresponding critical exponents.     

On the relation between white shot noise,Gaussian white noise,and the dichotomic Markov process

It is shown that the dichotomic Markov process converges to a white shot noise (interpreted according to the Stratonovich integration rule) in the joint limit in which the average duration of one of the states goes to zero and the value at this state goes to infinity. A further limit procedure allows us to obtain Gaussian white noise from white shot noise. These results are applied to the problem of noise-induced transitions. It is shown that white shot noise can give rise to transitions which do not occur for Gaussian white noise. The above results are finally generalized in introducing compound dichotomic Markov processes.     

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.     

Approximate Symmetries and Infinite Series Symmetry Reduction Solutions to Perturbed Kuramoto-Sivashinsky Equation

Starting from Lie symmetry theory and combining with the approximate symmetry method, and using the package LieSYMGRP proposed by us, we restudy the perturbed Kuramoto-Sivashinsky （KS） equation. The approximate symmetry reduction and the infinite series symmetry reduction solutions of the perturbed KS equation are constructed. Specially, if selecting the tanh-type travelling wave solution as initial approximate, we not only obtain the general formula of the physical approximate similarity solutions, but also obtain several new explicit solutions of the given equation, which are first reported here.     

The influence of noise on the logistic model

The behavior of the logistic system which is generated by the functionf(x =ax (1–x) changes in an interesting way if it is perturbed by external noise. It turns out that the chaotic behavior which was predicted by Li and Yorke for orbits of period 3, becomes visible and that a sequence of mergence transitions occurs at the critical parameter. The change of the invariant probability density and the Lyapunov exponents are examined numerically. The power spectrum for the period 3 orbit for different fluctuations is calculated and a recursion formula for the time evolution of the probability density is presented as a discrete-time analog of a Chapman-Kolmogorov equation.     

Entropy-driven phase transitions with influence of the field-dependent diffusion coefficient

We present a comprehensive study of phase transitions in a single-field reaction-diffusion stochastic systems with a field-dependent mobility of a power-law form and internal fluctuations. Using variational principles and mean-field theory we have shown that the noise can sustain spatial patterns and leads to phase transitions type of “order-disorder”. These phase transitions can be critical and non-critical in character. Our theoretical results are verified by computer simulations.     

光学双稳性临界点的相变行为

本文详细地讨论了光学双稳性(OB)的临界现象。理论分析主要以忽略量子涨落的Fokker-Plank方程的静态解为基础。结果发现,OB的临界现象可以纳入Landau二级相变理论的框架,并且有关临界指数之间的关系也服从标度律。 关键词：     

Integrating the Kuramoto-Sivashinsky equation in polar coordinates: application of the distributed approximating functional approach

An algorithm is presented to integrate nonlinear partial differential equations, which is particularly useful when accurate estimation of spatial derivatives is required. It is based on an analytic approximation method, referred to as distributed approximating functionals (DAF's), which can be used to estimate a function and a finite number of derivatives with a specified accuracy. As an application, the Kuramoto-Sivashinsky (KS) equation is integrated in polar coordinates. Its integration requires accurate estimation of spatial derivatives, particularly close to the origin. Several stationary and nonstationary solutions of the KS equation are presented, and compared with analogous states observed in the combustion front of a circular burner. A two-ring, nonuniform counter-rotating state has been obtained in a KS model simulation of such a burner.