Nonequilibrium transitions induced by multiplicative noise

A simple model exhibiting a noise-induced ordering transition (NIOT) and a noise-induced disordering transition (NIDT), in which the noise is purely multiplicative, is presented. Both transitions are found in two dimensions as well as in one dimension. We show analytically and numerically that the critical behavior of these two transitions is described by the so called multiplicative noise (MN) universality class. A computation of the set of critical exponents is presented in both d=1 and d=2.

Reentrant transition induced by multiplictative noise in the Time Dependent Ginzburg-Landau model

An effect of multiplicative noise in the time-dependent Ginzburg-Landau model is reported, namely, that noise at a relatively low intensity induces a phase transition towards an ordered state, whereas strong noise plays a destructive role, driving the system back to its disordered state through a reentrant phase transition. The phase diagram is calculated analytically using a mean-field theory and a more sophisticated approach and is compared with the results from extensive 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.

Stochastic processes induced by dichotomous markov noise: Some exact dynamical results

Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.

A classical particle in heat bath under the influence of external noise

A very simple model of a classical particle in a heat bath under the influence of external noise is studied. By means of a suitable hypothesis, the heat bath is reduced to an internal colored noise (OrnsteinUhlenbeck noise). In a second step, an external noise is coupled to the bath. The steady state probability distributions are obtained.

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.

Intensity correlation functions of dye lasers: Comparison of colored-gain-noise and colored-loss-noise models

The intensity correlation functions C(t) for the colored-gain-noise model of dye lasers are analyzed and compared with those for the loss-noise model. For correlation times ¿ larger than the deterministic relaxation time td, we show with the use of the adiabatic approximation that C(t) values coincide for both models. For small correlation times we use a method that provides explicit expressions of non-Markovian correlation functions, approximating simultaneously short- and long-time behaviors. Comparison with numerical simulations shows excellent results simultaneously for short- and long-time regimes. It is found that, when the correlation time of the noise increases, differences between the gain- and loss-noise models tend to disappear. The decay of C(t) for both models can be described by a time scale that approaches the deterministic relaxation time. However, in contrast with the loss-noise model, a secondary time scale remains for large times for the gain-noise model, which could allow one to distinguish between both models.

Generation of spatiotemporal colored noise

We develop an algorithm to simulate a Gaussian stochastic process that is non-¿-correlated in both space and time coordinates. The colored noise obeys a linear reaction-diffusion Langevin equation with Gaussian white noise. This equation is exactly simulated in a discrete Fourier space.

Noise induced transitions in semiclassical cosmology

A semiclassical cosmological model is considered which consists of a closed Friedmann-Robertson-Walker spacetime in the presence of a cosmological constant, which mimics the effect of an inflaton field, and a massless, non-conformally coupled quantum scalar field. We show that the back-reaction of the quantum field, which consists basically of a nonlocal term due to gravitational particle creation and a noise term induced by the quantum fluctuations of the field, are able to drive the cosmological scale factor over the barrier of the classical potential so that if the universe starts near a zero scale factor (initial singularity), it can make the transition to an exponentially expanding de Sitter phase. We compute the probability of this transition and it turns out to be comparable with the probability that the universe tunnels from ``nothing'' into an inflationary stage in quantum cosmology. This suggests that in the presence of matter fields the back-reaction on the spacetime should not be neglected in quantum cosmology.

Bistability driven by Gaussian colored noise: First-passage times

Herein we present a calculation of the mean first-passage time for a bistable one-dimensional system driven by Gaussian colored noise of strength D and correlation time ¿c. We obtain quantitative agreement with experimental analog-computer simulations of this system. We disagree with some of the conclusions reached by previous investigators. In particular, we demonstrate that all available approximations that lead to a state-dependent diffusion coefficient lead to the same result for small D¿c.

First-passage times for non-Markovian processes: Shot noise

The stochastic-trajectory-analysis technique is applied to the calculation of the mean¿first-passage-time statistics for processes driven by external shot noise. Explicit analytical expressions are obtained for free and bound processes.

First-passage times for non-Markovian processes: Multivalued noise

A new method for the calculation of first-passage times for non-Markovian processes is presented. In addition to the general formalism, some familiar examples are worked out in detail.

Divergent signal-to-noise ratio and stochastic resonance in monostable systems

We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the signal-to-noise ratio and implies the appearance of stochastic resonance in some monostable systems. We outline applications of our results to a wide variety of systems pertaining to different scientific areas. Two particular examples are discussed in detail.

Dissipation, noise and vacuum decay in quantum field theory

We study the process of vacuum decay in quantum field theory focusing on the stochastic aspects of the interaction between long- and short-wavelength modes. This interaction results in a diffusive behavior of the reduced Wigner function describing the state of long-wavelength modes, and thereby to a finite activation rate even at zero temperature. This effect can make a substantial contribution to the total decay rate.