Energy transduction in periodically driven non-hermitian systems

We show a new mechanism to extract energy from nonequilibrium fluctuations typical of periodically driven non-Hermitian systems. The transduction of energy between the driving force and the system is revealed by an anomalous behavior of the susceptibility, leading to a diminution of the dissipated power and consequently to an improvement of the transport properties. The general framework is illustrated by the analysis of some relevant cases.

Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.

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.

Bistability driven by dichotomous noise

We consider mean-first-passage times and transition rates in bistable systems driven by dichotomous colored noise. We carry out an asymptotic expansion for short correlation times ¿c of the colored noise and find results that differ from those reported earlier. In particular, to retain corrections to O(¿c) we find that it is necessary to retain up to four derivatives of the potential function. We compare our asymptotic results to existing ones and also to exact ones obtained from numerical integration.

Second-order processes driven by dichotomous noise

We study free second-order processes driven by dichotomous noise. We obtain an exact differential equation for the marginal density p(x,t) of the position. It is also found that both the velocity ¿(t) and the position X(t) are Gaussian random variables for large t.

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Mean first-passage times for systems driven by gamma and McFadden dichotomous noise

We consider mean first-passage times (MFPTs) for systems driven by non-Markov gamma and McFadden dichotomous noises. A simplified derivation is given of the underlying integral equations and the theory for ordinary renewal processes is extended to modified and equilibrium renewal processes. The exact results are compared with the MFPT for Markov dichotomous noise and with the results of Monte Carlo simulations.

Mean first-passage times for systems driven by equilibrium persistent-periodic dichotomous noise

In a recent paper, [J. M. Porrà, J. Masoliver, and K. Lindenberg, Phys. Rev. E 48, 951 (1993)], we derived the equations for the mean first-passage time for systems driven by the coin-toss square wave, a particular type of dichotomous noisy signal, to reach either one of two boundaries. The coin-toss square wave, which we here call periodic-persistent dichotomous noise, is a random signal that can only change its value at specified time points, where it changes its value with probability q or retains its previous value with probability p=1-q. These time points occur periodically at time intervals t. Here we consider the stationary version of this signal, that is, equilibrium periodic-persistent noise. We show that the mean first-passage time for systems driven by this stationary noise does not show either the discontinuities or the oscillations found in the case of nonstationary noise. We also discuss the existence of discontinuities in the mean first-passage time for random one-dimensional stochastic maps.

Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).

Bistability driven by dichotomous noise: A comment

Two recently reported treatments [J. M. Porrà et al., Phys. Rev. A 44, 4866 (1991) and I. L¿Heureux and R. Kapral, J. Chem. Phys. 88, 7468 (1988)] of the problem of bistability driven by dichotomous colored noise with a small correlation time are brought into agreement with each other and with the exact numerical results of L¿Heureux and Kapral [J. Chem. Phys. 90, 2453 (1989)].

Mean first-passage time for system driven by the coin-toss square wave

We study the mean-first-passage-time problem for systems driven by the coin-toss square-wave signal. Exact analytic solutions are obtained for the driftless case. We also obtain approximate solutions for the potential case. The mean-first-passage time exhibits discontinuities and a remarkable nonsmooth oscillatory behavior which, to our knowledge, has not been observed for other kinds of driving noise.