Thermally assisted spin Hall effect

The spin polarized charge transport is systematically analyzed as a thermally driven stochastic process. The approach is based on Kramers' equation describing the semiclassical motion under the inclusion of stochastic and damping forces. Due to the relativistic spin-orbit coupling the damping experiences a relativistic correction leading to an additional contribution within the spin Hall conductivity. A further contribution to the conductivity is originated from the averaged underlying crystal potential, the mean value of which depends significantly on the electric field. We derive an exact expression for the electrical conductivity. All corrections are estimated in lowest order of a relativistic approach and in the linear response regime.     

Forced response statistics of mistuned bladed disks: a stochastic reduced basis approach

This paper presents a stochastic reduced basis approach for predicting the forced response statistics of mistuned bladed-disk assemblies. In this approach, the system response in the frequency domain is represented using a linear combination of complex stochastic basis vectors with undermined coefficients. The terms of the preconditioned stochastic Krylov subspace are used here as basis vectors. Two variants of the stochastic Bubnov-Galerkin scheme are employed for computing the undetermined terms in the reduced basis representation, which arise from how the condition for orthogonality between two random vectors is interpreted. Explicit expressions for the response quantities can then be derived in terms of the random system parameters, which allow for the possibility of efficiently computing the response statistics in the post-processing stage. Numerical studies are presented for mistuned cyclic assemblies of mono-coupled single-mode components. It is demonstrated that the accuracy of the response statistical moments computed using stochastic reduced basis methods can be orders of magnitude better than classical perturbation methods.     

Stochastic period-doubling bifurcation analysis of stochastic Bonhoeffer--van der Pol system

In this paper, the Chebyshev polynomial approximation is applied to the problem of stochastic period-doubling bifurcation of a stochastic Bonhoeffer--van der Pol (BVP for short) system with a bounded random parameter. In the analysis, the stochastic BVP system is transformed by the Chebyshev polynomial approximation into an equivalent deterministic system, whose response can be readily obtained by conventional numerical methods. In this way we have explored plenty of stochastic period-doubling bifurcation phenomena of the stochastic BVP system. The numerical simulations show that the behaviour of the stochastic period-doubling bifurcation in the stochastic BVP system is by and large similar to that in the deterministic mean-parameter BVP system, but there are still some featured differences between them. For example, in the stochastic dynamic system the period-doubling bifurcation point diffuses into a critical interval and the location of the critical interval shifts with the variation of intensity of the random parameter. The obtained results show that Chebyshev polynomial approximation is an effective approach to dynamical problems in some typical nonlinear systems with a bounded random parameter of an arch-like probability density function.     

Stochastic Signal Induced Multiple Spatial Coherence Resonances and Spiral Waves in Excitable Media

Multiple spatial coherence resonances and spiral waves with various temporal-spatial structures are simulated in a two-dimensional network of excitable cells driven by a stochastic signal. The relationship between the multiple resonances and correspondingly different transitions of the spiral wave are elucidated. The results further provide a possible approach of applications of stochastic signal to evoke pattern transitions in excitable media.     

Stochastic dynamics of nanoscale mechanical oscillators immersed in a viscous fluid

The stochastic response of nanoscale oscillators of arbitrary geometry immersed in a viscous fluid is studied. Using the fluctuation-dissipation theorem, it is shown that deterministic calculations of the governing fluid and solid equations can be used in a straightforward manner to directly calculate the stochastic response that would be measured in experiment. We use this approach to investigate the fluid coupled motion of single and multiple cantilevers with experimentally motivated geometries.     

基于Chebyshev多项式逼近的随机 van der Pol系统的倍周期分岔分析

应用 Chebyshev 多项式逼近法研究了谐和激励作用下具有随机参数的随机van der Pol系统 的倍周期分岔现象.随机系统首先被转化成等价的确定性系统，然后通过数值方法求得响应 ，借此探索了随机van der Pol系统丰富的随机倍周期分岔现象.数值模拟显示随机van der Pol 系统存在与确定性系统极为相似的倍周期分岔行为，但受随机因素的影响，又有与之不 同之处.数值结果表明，Chebyshev 多项式逼近是研究非线性系统动力学问题的一种新的有 效方法. 关键词： Chebyshev 多项式 随机van der Pol 系统 倍周期分岔     

Synchronization of a large number of continuous one-dimensional stochastic elements with time-delayed mean-field coupling

We study synchronization as a means of control of collective behavior of an ensemble of coupled stochastic units in which oscillations are induced merely by external noise. For a large number of one-dimensional continuous stochastic elements coupled non-homogeneously through the mean field with delay we developed an approach to find a boundary of synchronization domain and the frequency of the mean-field oscillations on it. Namely, the exact location of the synchronization threshold is shown to be a solution of the boundary value problem (BVP) which was derived from the linearized Fokker-Planck equation. Here the synchronization threshold is found by solving this BVP numerically. Approximate analytics is obtained by expanding the solution of the linearized Fokker-Planck equation into a series of eigenfunctions of the stationary Fokker-Planck operator. Bistable systems with a polynomial and piece-wise linear potential are considered as examples. Multistability and hysteresis in the mean-field behavior are observed in the stochastic network at finite noise intensities. In the limit of small noise intensities the critical coupling strength is shown to remain finite, provided that the delay in the coupling function is not infinitely small. Delay in the coupling term can be used as a control parameter that manipulates the location of the synchronization threshold.     

Stochastic resonance on paced genetic regulatory small-world networks: effects of asymmetric potentials

We study the phenomenon of stochastic resonance on small-world networks consisting of bistable genetic regulatory units, whereby the external subthreshold periodic forcing is introduced as a pacemaker trying to impose its rhythm on the whole network through the single unit to which it is introduced. Without the addition of additive spatiotemporal noise, however, the whole network remains forever trapped in one of the two stable steady states of the local dynamics. We show that the correlation between the frequency of subthreshold pacemaker activity and the response of the network is resonantly dependent on the intensity of additive noise. The reported pacemaker driven stochastic resonance depends significantly on the asymmetry of the two potential wells characterizing the bistable dynamics, which can be tuned via a single system parameter. In particular, we show that the ratio between the clustering coefficient and the characteristic path length is a suitable quantity defining the ability of a small-world network to facilitate the outreach of the pacemaker-emitted subthreshold rhythm, but only if the asymmetry between the potentials is practically negligible. In case of substantially asymmetric potentials the impact of the small-world topology is less profound and cannot warrant an enhancement of stochastic resonance by units that are located far from the pacemaker.     

Thermal mechanics: A quantum mechanical analogue of nonequilibrium statistical thermodynamics

A formal but not conventional equivalence between stochastic processes in nonequilibrium statistical thermodynamics and Schrödinger dynamics in quantum mechanics is shown. It is found, for each stochastic process described by a stochastic differential equation of Itô type, there exists a Schrödinger-like dynamics in which the absolute square of a wavefunction gives us the same probability distribution as the original stochastic process. In utilizing this equivalence between them, that is, rewriting the stochastic differential equation by an equivalent Schrödinger equation, it is possible to obtain the notion of deterministic limit of the stochastic process as a semi-classical limit of the “Schrödinger” equation. The deterministic limit thus obtained improves the conventional deterministic approximation in the sense of Onsager-Machlup. The present approach is valid for a general class of stochastic equations where local drifts and diffusion coefficients depend on the position. Two concrete examples are given. It should be noticed that the approach in the present form has nothing to do with the conventional one where only a formal similarity between the Fokker-Planck equation and the Schrödinger equation is considered.     

Threshold-diversity-induced resonance

The effect of diversity on a system of coupled threshold elements is investigated, where each element is driven by a common periodic signal. Diversity is introduced to the system by assuming that the thresholds of all units are heterogeneous, e.g. the thresholds follow a Gaussian or other distribution. A combined numerical and analytical approach shows that the response of the system to the input signal is maximized at a moderate value of the diversity amplitude, which is similar to the well-known stochastic resonance phenomenon induced by noise. Our findings exhibit that the diversity, a kind of spatial disorder, may play a similar role to noise as a kind of temporal disorder.     

STOCHASTIC DYNAMIC SENSITIVITY OF UNCERTAIN STRUCTURES SUBJECTED TO RANDOM EARTHQUAKE LOADING

The present study involves computation of stochastic sensitivity of structures with uncertain structural parameters subjected to random earthquake loading. The formulations are provided in frequency domain. A strong earthquake-induced ground motion is considered as a random process defined by respective power spectral density function. The uncertain structural parameters are modelled as homogeneous Gaussian stochastic field and discretized by the local averaging method. The discretized stochastic field is simulated by the Cholesky decomposition of respective co-variance matrix. By expanding the dynamic stiffness matrix about its reference value, the advantage of Neumann Expansion technique is explored within the framework of Monte Carlo simulation, to compute responses as well as sensitivity of response quantities. This approach involves only a single decomposition of the dynamic stiffness matrix for the entire simulated structure and the facility that several stochastic fields can be tackled simultaneously are basic advantages of the Neumann Expansion. The proposed algorithm is explained by an example problem.     

Stochastic joint time–frequency response analysis of nonlinear structural systems

A novel approximate analytical approach for determining the response evolutionary power spectrum (EPS) of nonlinear/hysteretic structural systems subject to stochastic excitation is developed. Specifically, relying on the theory of locally stationary processes and utilizing a recently proposed representation of non-stationary stochastic processes via wavelets, a versatile formula for determining the nonlinear system response EPS is derived; this is done in conjunction with a stochastic averaging treatment of the problem and by resorting to the orthogonality properties of harmonic wavelets. Further, the nonlinear system non-stationary response amplitude probability density function (PDF), which is required as input for the developed approach, is determined either by utilizing a numerical path integral scheme, or by employing a time-dependent Rayleigh PDF approximation technique. A significant advantage of the approach relates to the fact that it is readily applicable for treating not only separable but non-separable in time and frequency EPS as well. The hardening Duffing and the versatile Preisach (hysteretic) oscillators are considered in the numerical examples section. Comparisons with pertinent Monte Carlo simulations demonstrate the reliability of the approach.     

Resonance phenomena in discrete systems with bichromatic input signal

We undertake a detailed numerical study of the twin phenomenon of stochastic and vibrational resonance in a discrete model system in the presence of bichromatic input signal. A two parameter cubic map is used as the model that combines the features of both bistable and threshold systems. In addition to the results already shown for continuous systems, our analysis brings out several interesting features both for vibrational and stochastic resonance, including the existence of a cross over behavior between the two. In the regime of vibrational resonance, it is shown that the additional high frequency forcing can change the effective value of the system parameter resulting in the shift of the bistable window. In the case of stochastic resonance, the study reveals a fundamental difference between the bistable and threshold mechanisms in the response, with respect to multisignal input.     

On causal stochastic equations for log-stable multiplicative cascades

We reformulate various versions of infinitely divisible cascades proposed in the literature using stochastic equations. This approach sheds a new light on the differences and common points of several formulations that have been recently provided by several teams. In particular, we focus on the simplification occurring when the infinitely divisible noise at the heart of such model is stable: an independently scattered random measure becomes a stable stochastic integral. In the last section we discuss the D-dimensional generalization.     

Phase separation in binary systems with internal multiplicative noise

A study of a phase separation process in stochastic systems with a field dependent kinetic coefficient and an internal multiplicative noise is presented. Dynamics of spinodal decomposition at early and late stages is investigated by computer simulations where the domain growth law is generalized. A mean field approach was carried out in order to obtain the stationary probability, bifurcation and phase diagrams displaying reentrant phase transitions. We relate our approach to entropy driven phase transitions theory.     

随机参数Duffing系统中的随机混沌及其延迟反馈控制

研究了谐和激励下含有界随机参数Duffing系统(简称随机Duffing系统)中的随机混沌及其延迟反馈控制问题.借助Gegenbauer多项式逼近理论，将随机Duffing系统转化为与其等效的确定性非线性系统.这样，随机Duffing系统在谐和激励下的混沌响应及其控制问题就可借等效的确定性非线性系统来研究.分析阐明了随机混沌的主要特点，并采用Wolf算法计算等效确定性非线性系统的最大Lyapunov指数，以判别随机Duffing系统的动力学行为.数值计算表明，恰当选取不同的反馈强度和延迟时间，可分别达到抑制或诱发系统混沌的目的，说明延迟反馈技术对随机混沌控制也是十分有效的. 关键词： 随机Duffing系统 延迟反馈控制 随机混沌 Gegenbauer多项式