Drift by dichotomous Markov noise

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.

Rigidity generation by nonthermal fluctuations

Active stabilization in systems with zero or negative stiffness is an essential element of a wide variety of biological processes. We study a prototypical example of this phenomenon and show how active rigidity, interpreted as a formation of a pseudowell in the effective energy landscape, can be generated in an overdamped stochastic system. We link the transition from negative to positive rigidity with time correlations in the additive noise, and we show that subtle differences in the out-of-equilibrium driving may compromise the emergence of a pseudowell.

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.

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.

Domain-size statistics in the time-dependent Ginzburg-Landau equation driven by a dichotomous Markov noise

The domain dynamics of magnetization obeying the time-dependent Ginzburg-Landau equation driven by a dichotomous Markov noise is discussed. The system with various domain sizes in the early stage temporally evolves following an annihilation of neighboring domain walls, where each domain wall moves diffusively. Three statistics on the domain size, i.e., average domain size, the ensemble average of the domain size distribution function, and the spatial power spectrum of the magnetization, are evaluated to characterize the domain wall annihilation process. A phenomenological evolution equation for the domain-size distribution function is constructed by simplifying the annihilation process of the domain wall appropriately, and the underlying mechanism of those statistics is investigated.

A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY

In this paper the numerical approximation of solutions of Liouville‐Master Equation for time‐dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with non‐constant coefficients, and boundary conditions that depend on integrals over the interior of the integration domain. We construct a finite difference method of the first order, by a combination of the upwind method, for PDEs, and by a direct quadrature, for the boundary condition. We analyse convergence of the numerical solution for distribution functions evolving towards an equilibrium. Numerical results for two problems, whose analytical solutions are known in closed form, illustrate the theoretical finding.

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.