Relaxation time of processes driven by multiplicative noise

We consider systems described by nonlinear stochastic differential equations with multiplicative noise. We study the relaxation time of the steady-state correlation function as a function of noise parameters. We consider the white- and nonwhite-noise case for a prototype model for which numerical data are available. We discuss the validity of analytical approximation schemes. For the white-noise case we discuss the results of a projector-operator technique. This discussion allows us to give a generalization of the method to the non-white-noise case. Within this generalization, we account for the growth of the relaxation time as a function of the correlation time of the noise. This behavior is traced back to the existence of a non-Markovian term in the equation for the correlation function.

Escape over a potential barrier driven by colored noise: Large but finite correlation times

The recent theory of Tsironis and Grigolini for the mean first-passage time from one metastable state to another of a bistable potential for long correlation times of the noise is extended to large but finite correlation times.

Interfacial growth in driven diffusive systems

We have studied the growth of interfaces in driven diffusive systems well below the critical temperature by means of Monte Carlo simulations. We consider the region beyond the linear regime and of large values of the external field which has not been explored before. The simulations support the existence of interfacial traveling waves when asymmetry is introduced in the model, a result previously predicted by a linear-stability analysis. Furthermore, the generalization of the Gibbs-Thomson relation is discussed. The results provide evidence that the external field is a stabilizing effect which can be considered as effectively increasing the surface tension.

Premartensitic transition driven by magnetoelastic interaction in bcc ferromagnetic Ni2MnGa

We show that the magnetoelastic coupling between the magnetization and the amplitude of a short wavelength phonon enables the existence of a first order premartensitic transition from a bcc to a micromodulated phase in Ni2MnGa. Such a magnetoelastic coupling has been experimentally evidenced by ac susceptibility and ultrasonic measurements under an applied magnetic field. A latent heat around 9 J/mol has been measured using a highly sensitive calorimeter. This value is in very good agreement with the value predicted by a proposed model.

Brownian motion of spiral waves driven by spatiotemporal structured noise

Spiral chemical waves subjected to a spatiotemporal random excitability are experimentally and numerically investigated in relation to the light-sensitive Belousov-Zhabotinsky reaction. Brownian motion is identified and characterized by an effective diffusion coefficient which shows a rather complex dependence on the time and length scales of the noise relative to those of the spiral. A kinematically based model is proposed whose results are in good qualitative agreement with experiments and numerics.

Theory for the transient statistics of a dye laser

A theory is presented to explain the statistical properties of the growth of dye-laser radiation. Results are in agreement with recent experimental findings. The different roles of pump-noise intensity and correlation time are elucidated.

Model for curvature-driven pearling instability in membranes

A phase-field model for dealing with dynamic instabilities in membranes is presented. We use it to study curvature-driven pearling instability in vesicles induced by the anchorage of amphiphilic polymers on the membrane. Within this model, we obtain the morphological changes reported in recent experiments. The formation of a homogeneous pearled structure is achieved by consequent pearling of an initial cylindrical tube from the tip. For high enough concentration of anchors, we show theoretically that the homogeneous pearled shape is energetically less favorable than an inhomogeneous one, with a large sphere connected to an array of smaller spheres.

Measurements of the bulk and interfacial velocity profiles in oscillating Newtonian and Maxwellian fluids

We present the dynamic velocity profiles of a Newtonian fluid (glycerol) and a viscoelastic Maxwell fluid (CPyCl-NaSal in water) driven by an oscillating pressure gradient in a vertical cylindrical pipe. The frequency range explored has been chosen to include the first three resonance peaks of the dynamic permeability of the viscoelastic-fluid¿pipe system. Three different optical measurement techniques have been employed. Laser Doppler anemometry has been used to measure the magnitude of the velocity at the center of the liquid column. Particle image velocimetry and optical deflectometry are used to determine the velocity profiles at the bulk of the liquid column and at the liquid-air interface respectively. The velocity measurements in the bulk are in good agreement with the theoretical predictions of a linear theory. The results, however, show dramatic differences in the dynamic behavior of Newtonian and viscoelastic fluids, and demonstrate the importance of resonance phenomena in viscoelastic fluid flows, biofluids in particular, in confined geometries.

Studying Avalanches in the ground-state of the two-dimensional random field Ising model driven by an external field

We study the exact ground state of the two-dimensional random-field Ising model as a function of both the external applied field B and the standard deviation ¿ of the Gaussian random-field distribution. The equilibrium evolution of the magnetization consists in a sequence of discrete jumps. These are very similar to the avalanche behavior found in the out-of-equilibrium version of the same model with local relaxation dynamics. We compare the statistical distributions of magnetization jumps and find that both exhibit power-law behavior for the same value of ¿. The corresponding exponents are compared.

Noise-Driven Mechanism for Pattern Formation

We extend the mechanism for noise-induced phase transitions proposed by Ibañes et al. [Phys. Rev. Lett. 87, 020601 (2001)] to pattern formation phenomena. In contrast with known mechanisms for pure noise-induced pattern formation, this mechanism is not driven by a short-time instability amplified by collective effects. The phenomenon is analyzed by means of a modulated mean field approximation and numerical simulations.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Dynamics of driven three-dimensional thin films: from hdrophilic to superhydrophobic substrates

We study the forced displacement of a thin film of fluid in contact with vertical and inclined substrates of different wetting properties, that range from hydrophilic to hydrophobic, using the lattice-Boltzmann method. We study the stability and pattern formation of the contact line in the hydrophilic and superhydrophobic regimes, which correspond to wedge-shaped and nose-shaped fronts, respectively. We find that contact lines are considerably more stable for hydrophilic substrates and small inclination angles. The qualitative behavior of the front in the linear regime remains independent of the wetting properties of the substrate as a single dispersion relation describes the stability of both wedges and noses. Nonlinear patterns show a clear dependence on wetting properties and substrate inclination angle. The effect is quantified in terms of the pattern growth rate, which vanishes for the sawtooth pattern and is finite for the finger pattern. Sawtooth shaped patterns are observed for hydrophilic substrates and low inclination angles, while finger-shaped patterns arise for hydrophobic substrates and large inclination angles. Finger dynamics show a transient in which neighboring fingers interact, followed by a steady state where each finger grows independently.

First-passage times for a marginal state driven by colored noise

The dynamical process through a marginal state (saddle point) driven by colored noise is studied. For small correlation time of the noise, the mean first-passage time and its variance are calculated using standard methods. When the correlation time of the noise is finite or large, an alternative approach, based on simple physical arguments, is proposed. It will allow us to study also the passage times of an unstable state. The theoretical predictions are tested satisfactorily by the use of computer simulations.

Theory for correlation functions of processes driven by external colored noise

We study steady-state correlation functions of nonlinear stochastic processes driven by external colored noise. We present a methodology that provides explicit expressions of correlation functions approximating simultaneously short- and long-time regimes. The non-Markov nature is reduced to an effective Markovian formulation, and the nonlinearities are treated systematically by means of double expansions in high and low frequencies. We also derive some exact expressions for the coefficients of these expansions for arbitrary noise by means of a generalization of projection-operator techniques.