Bistability driven by white shot noise

We consider mean-first-passage times and transition rates in bistable systems driven by white shot noise. We obtain closed analytical expressions, asymptotic approximations, and numerical simulations in two cases of interest: (i) jumps sizes exponentially distributed and (ii) jumps of the same size.

Harmonic oscillators driven by colored noise: crossovers, resonances and spectra

We study second-order properties of linear oscillators driven by exponentially correlated noise. We focus our attention on dynamical exponents and crossovers and also on resonance phenomena that appear when the driving noise is dichotomous. We also obtain the power spectrum and show its different behaviors according to the color of the noise.

Pattern selection in a lattice of pulse-coupled oscillators

We study spatio-temporal pattern formation in a ring of N oscillators with inhibitory unidirectional pulselike interactions. The attractors of the dynamics are limit cycles where each oscillator fires once and only once. Since some of these limit cycles lead to the same pattern, we introduce the concept of pattern degeneracy to take it into account. Moreover, we give a qualitative estimation of the volume of the basin of attraction of each pattern by means of some probabilistic arguments and pattern degeneracy, and show how they are modified as we change the value of the coupling strength. In the limit of small coupling, our estimative formula gives a pefect agreement with numerical simulations.

Symmetries and fixed point stability of stochastic differential equations modeling self-organized criticality

A stochastic nonlinear partial differential equation is constructed for two different models exhibiting self-organized criticality: the Bak-Tang-Wiesenfeld (BTW) sandpile model [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] and the Zhang model [Phys. Rev. Lett. 63, 470 (1989)]. The dynamic renormalization group (DRG) enables one to compute the critical exponents. However, the nontrivial stable fixed point of the DRG transformation is unreachable for the original parameters of the models. We introduce an alternative regularization of the step function involved in the threshold condition, which breaks the symmetry of the BTW model. Although the symmetry properties of the two models are different, it is shown that they both belong to the same universality class. In this case the DRG procedure leads to a symmetric behavior for both models, restoring the broken symmetry, and makes accessible the nontrivial fixed point. This technique could also be applied to other problems with threshold dynamics.

Mechanisms of synchronization and pattern formation in a lattice of pulse-coupled oscillators

We analyze the physical mechanisms leading either to synchronization or to the formation of spatiotemporal patterns in a lattice model of pulse-coupled oscillators. In order to make the system tractable from a mathematical point of view we study a one-dimensional ring with unidirectional coupling. In such a situation, exact results concerning the stability of the fixed of the dynamic evolution of the lattice can be obtained. Furthermore, we show that this stability is the responsible for the different behaviors.

Relaxation dynamics in suspensions of ferromagnetic particles

We have studied the relaxation dynamics of a dilute assembly of ferromagnetic particles in suspension. A formalism based on the Smoluchowski equation, describing the evolution of the probability density for the directions of the magnetic moment and of the axis of easy magnetization of the particles, has been developed. We compute the rotational viscosity from a Green-Kubo formula and give an expression for the relaxation time of the particles which comes from the dynamic equations of the correlation functions. Concerning the relaxation time for the particles, our results agree quite well with experiments performed on different samples of ferromagnetic particles for which the magnetic energy, associated with the interaction between the magnetic moments and the external field, or the energy of anisotropy plays a dominant role.

Intramolecular coupling as a mechanism for a liquid-liquid phase transition

We study a model for water with a tunable intramolecular interaction Js, using mean-field theory and off-lattice Monte Carlo simulations. For all Js>~0, the model displays a temperature of maximum density. For a finite intramolecular interaction Js>0, our calculations support the presence of a liquid-liquid phase transition with a possible liquid-liquid critical point for water, likely preempted by inevitable freezing. For J=0, the liquid-liquid critical point disappears at T=0.

Continuous phase transition in a spin-glass model without time-reversal symmetry

We investigate the phase transition in a strongly disordered short-range three-spin interaction model characterized by the absence of time-reversal symmetry in the Hamiltonian. In the mean-field limit the model is well described by the Adam-Gibbs-DiMarzio scenario for the glass transition; however, in the short-range case this picture turns out to be modified. The model presents a finite temperature continuous phase transition characterized by a divergent spin-glass susceptibility and a negative specific-heat exponent. We expect the nature of the transition in this three-spin model to be the same as the transition in the Edwards-Anderson model in a magnetic field, with the advantage that the strong crossover effects present in the latter case are absent.

Properties of resonant activation phenomena

The phenomenon of resonant activation of a Brownian particle over a fluctuating barrier is revisited. We discuss the important distinctions between barriers that can fluctuate among up and down configurations, and barriers that are always up but that can fluctuate among different heights. A resonance as a function of the barrier fluctuation rate is found in both cases, but the nature and physical description of these resonances is quite distinct. The nature of the resonances, the physical basis for the resonant behavior, and the importance of boundary conditions are discussed in some detail. We obtain analytic expressions for the escape time over the barrier that explicitly capture the minima as a function of the barrier fluctuation rate, and show that our analytic results are in excellent agreement with numerical results.

Occupancy of a single site by many random walkers

We consider an infinite number of noninteracting lattice random walkers with the goal of determining statistical properties of the time, out of a total time T, that a single site has been occupied by n random walkers. Initially the random walkers are assumed uniformly distributed on the lattice except for the target site at the origin, which is unoccupied. The random-walk model is taken to be a continuous-time random walk and the pausing-time density at the target site is allowed to differ from the pausing-time density at other sites. We calculate the dependence of the mean time of occupancy by n random walkers as a function of n and the observation time T. We also find the variance for the cumulative time during which the site is unoccupied. The large-T behavior of the variance differs according as the random walk is transient or recurrent. It is shown that the variance is proportional to T at large T in three or more dimensions, it is proportional to T3/2 in one dimension and to TlnT in two dimensions.

Continued fraction solution for the radiative transfer equation in three dimensions

Starting from the radiative transfer equation, we obtain an analytical solution for both the free propagator along one of the axes and an arbitrary phase function in the Fourier-Laplace domain. We also find the effective absorption parameter, which turns out to be very different from the one provided by the diffusion approximation. We finally present an analytical approximation procedure and obtain a differential equation that accurately reproduces the transport process. We test our approximations by means of simulations that use the Henyey-Greenstein phase function with very satisfactory results.

Synchronization, diversity, and topology of networks of integrate and fire oscillators

We study synchronization dynamics of a population of pulse-coupled oscillators. In particular, we focus our attention on the interplay between topological disorder and synchronization features of networks. First, we analyze synchronization time T in random networks, and find a scaling law which relates T to network connectivity. Then, we compare synchronization time for several other topological configurations, characterized by a different degree of randomness. The analysis shows that regular lattices perform better than a disordered network. This fact can be understood by considering the variability in the number of links between two adjacent neighbors. This phenomenon is equivalent to having a nonrandom topology with a distribution of interactions and it can be removed by an adequate local normalization of the couplings.