Related papers: Mesoscopic description of the annealed Ising model…
We have studied the synchronization induced by periodic inputs applied to the finite $N$-unit coupled bistable Langevin model which is subjected to cross-correlated additive and multiplicative noises. Effects on the synchronization of the…
We introduce a class of exactly solvable models which exhibit an ordering noise-induced phase transition driven by an entropic mechanism. In contrast with previous studies, order does not appear in this case as a result of an instability of…
Finite $N$-unit Langevin models with additive and multiplicative noises have been studied with the use of the augmented moment method (AMM) previously proposed by the author [H. Hasegawa, Phys. Rev E {\bf 67}, 041903 (2003)]. Original…
Physical situations involving multiplicative noise arise generically in cosmology and field theory. In this paper, the focus is first on exact nonlinear Langevin equations, appropriate in a cosmologica setting, for a system with one degree…
We study metastability and nucleation in a kinetic two-dimensional Ising model which is driven out of equilibrium by a small random perturbation of the usual dynamics at temperature T. We show that, at a mesoscopic/cluster level, a…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…
For a wide class of stochastic athermal systems, we derive Langevin-like equations driven by non-Gaussian noise, starting from master equations and developing a new asymptotic expansion. We found an explicit condition whereby the…
A new 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 as well as in one…
On the basis of general considerations, we propose a Langevin equation accounting for critical phenomena occurring in the presence of two symmetric absorbing states. We study its phase diagram by mean-field arguments and direct numerical…
We study the equilibrium properties of an Ising model on a disordered random network where the disorder can be quenched or annealed. The network consists of four-fold coordinated sites connected via variable length one-dimensional chains.…
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
We show using scaling arguments and Monte Carlo simulations that a class of binary interacting models of opinion evolution belong to the Ising universality class in presence of an annealed noise term of finite amplitude. While the zero…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…
We have discussed the dynamics of Langevin model subjected to colored noise, by using the functional-integral method (FIM) combined with equations of motion for mean and variance of the state variable. Two sets of colored noise have been…
We introduce a universal theory of phase auto-oscillators driven by a bi harmonic signal (having frequency components close to single and double of the free-running oscillator frequency) with noise. With it, we show how deterministic phase…
The Langevin equation greatly simplifies the mathematical expression of the effects of thermal noise by using only two terms, a dissipation term, and a random-noise term. The Langevin description was originally applied to a system in…
A recently introduced lattice model, describing an extended system which exhibits a reentrant (symmetry-breaking, second-order) noise-induced nonequilibrium phase transition, is studied under the assumption that the multiplicative noise…