Nonlinear response with dichotomous noise

Coupling dynamics of 2D Notch-Delta signalling

Understanding pattern formation driven by cell-cell interactions has been a significant theme in cellular biology for many years. In particular, due to their implications within many biological contexts, lateral-inhibition mechanisms present in the Notch-Delta signalling pathway led to an extensive discussion between biologists and mathematicians. Deterministic and stochastic models have been developed as a consequence of this discussion, some of which address long-range signalling by considering cell protrusions reaching non-neighbouring cells. The dynamics of such signalling systems reveal intricate properties of the coupling terms involved in these models. In this work, we investigate the advantages and drawbacks of a single-parameter long-range signalling model across diverse scenarios. By employing linear and multi-scale analyses, we discover that pattern selection is not only partially explained but also depends on nonlinear effects that extend beyond the scope of these analytical techniques.

Statistical moments of the interspike intervals for a neuron model driven by trichotomous noise

The influence of a colored three-level input noise (trichotomous noise) on the spike generation of a perfect integrate-and-fire (PIF) model of neurons is studied. Using a first-passage-time formulation, exact expressions for the Laplace transform of the output interspike interval (ISI) density and for the statistical moments of the ISIs (such as the coefficient of variation, the skewness, the serial correlation coefficient, and the Fano factor) are derived. To model the anomalous subdiffusion that can arise from, e.g., the trapping properties of dendritic spines, the model is extended by including a random operational time in the form of an inverse strictly increasing Lévy-type subordinator, and exact formulas for ISI statistics are given for this case as well. Particularly, it is shown that at some parameter regimes, the ISI density exhibits a three-modal structure. The results for the extended model show that the ISI serial correlation coefficient and the Fano factor are nonmonotonic with respect to the input current, which indicates that at an intermediate value of the input current the variability of the output spike trains is minimal. Similarities and differences between the behavior of the presented models and the previously investigated PIF models driven by dichotomous noise are also discussed.

Emergence of stationary multimodality under two-timescaled dichotomic noise

We study a linear Langevin dynamics driven by an additive non-Markovian symmetrical dichotomic noise. It is shown that when the statistics of the time intervals between noise transitions is characterized by two well differentiated timescales, the stationary distribution may develop multimodality (bi- and trimodality). The underlying effects that lead to a probability concentration in different points include intermittence and also a dynamical locking of realizations. Our results are supported by numerical simulations as well as by an exact treatment obtained from a Markovian embedding of the full dynamics, which leads to a third-order differential equation for the stationary distribution.

Active processes in one dimension

We consider the thermal and athermal overdamped motion of particles in one-dimensional geometries where discrete internal degrees of freedom (spin) are coupled with the translational motion. Adding a driving velocity that depends on the time-dependent spin constitutes the simplest model of active particles (run-and-tumble processes) where the violation of the equipartition principle and of the Sutherland-Einstein relation can be studied in detail even when there is generalized reversibility. We give an example (with four spin values) where the irreversibility of the translational motion manifests itself only in higher-order (than two) time correlations. We derive a generalized telegraph equation as the Smoluchowski equation for the spatial density for an arbitrary number of spin values. We also investigate the Arrhenius exponential law for run-and-tumble particles; due to their activity the slope of the potential becomes important in contrast to the passive diffusion case and activity enhances the escape from a potential well (if that slope is high enough). Finally, in the absence of a driving velocity, the presence of internal currents such as in the chemistry of molecular motors may be transmitted to the translational motion and the internal activity is crucial for the direction of the emerging spatial current.

Superexponential fluctuation relation for dichotomous work reservoir systems

This paper introduces an analytical description of the probability density function of the dissipated and injected powers p(j_{dis}) and p(j_{inj}), respectively, in a paradigmatic nonequilibrium damped system in contact with a work reservoir that is analytically represented by telegraph noise and to which one can assign an effective temperature. This approach is able to overcome the well-known impossibility of obtaining closed solutions to steady-state distributions of this system and allows determining a superexponential fluctuation relation of the injected power, which is not even asymptotically exponential as for (shot-noise) Poissonian reservoirs. In the white-noise limit, that relation converges to the exponential formula that is standard in thermal systems; however, the distribution of the injected power remains quite different from that of the latter instance. Surprisingly, it is actually shown that a Gaussian distribution, which is archetypal of thermal systems, for the injected power can be achievable only for athermal reservoirs of this kind.

Cage effect for the velocity correlation functions of a Brownian particle in viscoelastic shear flows

The long-time limit behavior of velocity correlation functions (VCFs) for an underdamped Brownian particle in an oscillatory viscoelastic shear flow is investigated using the generalized Langevin equation with a power-law memory kernel. The influence of a fluctuating environment is modeled by an additive external fractional Gaussian noise. The exact expressions of the correlation functions of the fluctuating components of velocity for the Brownian particle in the shear plane have been calculated. Also, the particle's angular momentum is found. It is shown that in a certain region of the system parameters an interplay of the shear flow, memory effects, and external noise can induce a bounded long-time behavior of the VCFs, even in the shear flow direction, where in the case of internal noise the velocity process is subdiffusive, i.e., unbounded in time. Moreover, we find resonant behavior of the VCFs and the angular momentum versus the shear oscillation frequency, implying that they can be efficiently excited by oscillatory shear. The role of the initial positional distribution of particles is also discussed.

Singular response of bistable systems driven by telegraph noise

We show that weak periodic driving can exponentially strongly change the rate of escape from a potential well of a system driven by telegraph noise. The analysis refers to an overdamped system, where escape requires that the noise amplitude θ exceed a critical value θ(c). For θ close to θ(c), the exponent of the escape rate displays a nonanalytic dependence on the amplitude of an additional low-frequency modulation. This leads to giant nonlinearity of the response of a bistable system to periodic modulation. Also studied is the linear response to periodic modulation far from θ(c). We analyze the scaling of the logarithm of the escape rate with the distance to the saddle-node and pitchfork bifurcation points. The analytical results are in excellent agreement with numerical simulations.

Secure steganographic communication algorithm based on self-organizing patterns

A secure steganographic communication algorithm based on patterns evolving in a Beddington-de Angelis-type predator-prey model with self- and cross-diffusion is proposed in this paper. Small perturbations of initial states of the system around the state of equilibrium result in the evolution of self-organizing patterns. Small differences between initial perturbations result in slight differences also in the evolving patterns. It is shown that the generation of interpretable target patterns cannot be considered as a secure mean of communication because contours of the secret image can be retrieved from the cover image using statistical techniques if only it represents small perturbations of the initial states of the system. An alternative approach when the cover image represents the self-organizing pattern that has evolved from initial states perturbed using the dot-skeleton representation of the secret image can be considered as a safe visual communication technique protecting both the secret image and communicating parties.

Generalized Langevin equation with multiplicative noise: temporal behavior of the autocorrelation functions

The temporal behavior of the mean-square displacement and the velocity autocorrelation function of a particle subjected to a periodic force in a harmonic potential well is investigated for viscoelastic media using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by a multiplicative white noise, by an internal Mittag-Leffler noise with a finite memory time, and by an additive external noise. It is shown that the presence of a multiplicative noise has a profound effect on the behavior of the autocorrelation functions. Particularly, for correlation functions the model predicts a crossover between two different asymptotic power-law regimes. Moreover, a dependence of the correlation function on the frequency of the external periodic forcing occurs that gives a simple criterion to discern the multiplicative noise in future experiments. It is established that additive external and internal noises cause qualitatively different dependences of the autocorrelation functions on the external forcing and also on the time lag. The influence of the memory time of the internal noise on the dynamics of the system is also discussed.

Rocking feedback-controlled ratchets

We investigate the different regimes that emerge when a periodic driving force, the rocking force, acts on a collective feedback flashing ratchet. The interplay of the rocking and the feedback control gives a rich dynamics with different regimes presenting several unexpected features. In particular, we show that for both the one-particle ratchet and the collective version of the ratchet an appropriate rocking increases the flux. This mechanism gives the maximum flux that has been achieved in a ratchet device without an a priori bias.

Stochastic multiresonance and correlation-time-controlled stability for a harmonic oscillator with fluctuating frequency

The long-time behavior of the first two moments and the correlation function for the output signal of a harmonic oscillator with fluctuating frequency subjected to an external periodic force and an additive thermal noise is considered analytically. The colored fluctuations of the oscillator frequency are modeled as a three-level Markovian noise. Using the Shapiro-Loginov formula, the exact expressions of several stochastic resonance (SR) characteristics such as the spectral amplification, the variance of the output signal, the signal-to-noise ratio, and the SR gain have been calculated. The nonmonotonic dependence of the SR characteristics versus the noise parameters as well as versus the input signal frequency and also the conditions for the appearance of energetic instability are analyzed. In particular, the multiresonancelike behavior of the variance and the signal-to-noise ratio as functions of the noise correlation time are observed and the connection between the occurrence of energetic instability and the phenomenon of stochastic multiresonance is established. Some unexpected effects such as the hypersensitive response of the spectral amplification to small variations of the noise amplitude encountered in the case of a large flatness of the colored noise are also discussed.

Thermally enhanced stability in fluctuating bistable potentials

Overdamped motion of Brownian particles in an asymmetric double-well potential driven by an additive nonequilibrium three-level noise and a thermal noise is considered. In the stationary regime, an exact formula for the mean occupancy of the metastable state is derived, and the phenomenon of enhancement of stability versus temperature is investigated. It is established that in a certain region of the system parameters the mean occupancy can be either multiply enhanced or suppressed by variations of temperature. We show that this effect is due to the involvement of different time scales in the problem. The necessary conditions for several different behaviors of the mean occupancy as a function of temperature are also discussed. The effect is more pronounced when the kurtosis of the three-level noise tends to -2 , i.e., in the case of dichotomous noise.

Critical dynamics of phase transition driven by dichotomous Markov noise

An Ising spin system under the critical temperature driven by a dichotomous Markov noise (magnetic field) with a finite correlation time is studied both numerically and theoretically. The order parameter exhibits a transition between two kinds of qualitatively different dynamics, symmetry-restoring and symmetry-breaking motions, as the noise intensity is changed. There exist regions called channels where the order parameter stays for a long time slightly above its critical noise intensity. Developing a phenomenological analysis of the dynamics, we investigate the distribution of the passage time through the channels and the power spectrum of the order parameter evolution. The results based on the phenomenological analysis turn out to be in quite good agreement with those of the numerical simulation.

Non-Poisson dichotomous noise: higher-order correlation functions and aging

We study a two-state symmetric noise, with a given waiting time distribution psi (tau) , and focus our attention on the connection between the four-time and two-time correlation functions. The transition of psi (tau) from the exponential to the nonexponential condition yields the breakdown of the usual factorization condition of high-order correlation functions, as well as the birth of aging effects. We discuss the subtle connections between these two properties and establish the condition that the Liouville-like approach has to satisfy in order to produce a correct description of the resulting diffusion process.

Anomalous mobility of Brownian particles in a tilted symmetric sawtooth potential

Overdamped motion of Brownian particles in a 1D periodic system with a simple symmetric sawtooth potential subjected to both unbiased thermal noise and spatially nonhomogeneous three-level colored noise is considered analytically. Upon application of a tilting force the particles exhibit anomalous transport properties, namely, absolute negative mobility, negative differential mobility, and the phenomenon of hypersensitive differential response. It is established that the mobility (differential mobility included) depends nonmonotonically on the parameters (switching rate, amplitude, and temperature) of nonequilibrium and thermal noises. The necessary conditions for various anomalous transport properties are found.

Transitions and transport for a spatially periodic stochastic system with locally coupled oscillators

In this paper, with a special model, we investigate the spatially periodic stochastic system with locally coupled oscillators subject to a constant force F. A nonequilibrium second-order phase transition is found when F=0. This phase transition is reentrant when the additive noise is weak. With varying the constant force F, a continuous or discontinuous transition between the states with positive and negative mean fields (mu>0 and mu<0) is observed, which is not a phase transition. The mean field or current sometimes exhibits hysteresis as a function of F. With the variation of the force F, when hysteresis of the mean field or current versus F appears, a nonzero probability current with definite direction will occur at the point F=0. The correlation between the additive and multiplicative noises has an effect on the transitions and the transport.

Breather statics and dynamics in Klein-Gordon chains with a bend

In this paper, we examine a nonlinear model with an impurity emulating a bend. We justify the geometric interpretation of the model and connect it with earlier work on models including geometric effects. We focus on both the bifurcation and stability analysis of the modes that emerge as a function of the strength of the bend angle, but we also examine dynamical effects including the scattering of mobile localized modes (discrete breathers) off of such a geometric structure. The potential outcomes of such numerical experiments (including transmission, trapping within the bend as well as reflection) are highlighted and qualitatively explained. Such models are of interest both theoretically in understanding the interplay of breathers with curvature, but also practically in simple models of photonic crystals or of bent chains of DNA.

Drift by dichotomous Markov noise

We derive explicit results for the asymptotic probability density and drift velocity in systems driven by dichotomous Markov noise, including the situation in which the asymptotic dynamics crosses unstable fixed points. The results are illustrated on the problem of the rocking ratchet.

Mechanism of hypersensitive transport in tilted sharp ratchets

The noise-flatness-induced hypersensitive transport of overdamped Brownian particles in a tilted ratchet system driven by multiplicative nonequilibrium three-level Markovian noise and additive white noise is considered. At low temperatures, the enhancement of current is very sensitive to the applied small static tilting force. It is established that the enhancement of mobility depends nonmonotonically on the parameters (flatness, correlation time) of multiplicative noise. The optimal values of noise parameters maximizing the mobility are found.