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We develop a theory to calculate the effective phase diffusion coefficient and the mean phase velocity in periodically driven stochastic models with two discrete states. This theory is applied to a dichotomically driven Markovian two state…

Statistical Mechanics · Physics 2009-11-11 T. Prager , L. Schimansky-Geier

Starting from the instability diagram of a traffic flow model, we derive conditions for the occurrence of congested traffic states, their appearance, their spreading in space and time, and the related increase in travel times. We discuss…

Physics and Society · Physics 2009-10-26 Dirk Helbing , Martin Treiber , Arne Kesting , Martin Schönhof

We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models studied earlier. In particular, it is ill-posed…

Probability · Mathematics 2018-05-09 Konstantin Avrachenkov , Vivek S. Borkar

Many real-world systems can be modeled as networks of interacting oscillatory units. Collective dynamics that are of functional relevance for the oscillator network, such as switching between metastable states, arise through the interplay…

Dynamical Systems · Mathematics 2019-08-05 Christian Bick

We briefly introduce hysteresis in spatially extended systems and the dynamic phase transition observed as the frequency of the oscillating field increases beyond a critical value. Hysteresis and the decay of metastable phases are closely…

Statistical Mechanics · Physics 2007-05-23 P. A. Rikvold , G. Korniss , C. J. White , M. A. Novotny , S. W. Sides

A driven Brownian particle (e.g. an adatom on a surface) diffusing on a low-viscosity, periodic substrate may execute multiple jumps. In the presence of an additional periodic drive, the jump lengths and time durations become statistically…

Statistical Mechanics · Physics 2016-08-31 M. Borromeo , F. Marchesoni

A model of globally coupled phase oscillators under equilibrium (driven by Gaussian white noise) and nonequilibrium (driven by symmetric dichotomic fluctuations) is studied. For the equilibrium system, the mean-field state equation takes a…

Statistical Mechanics · Physics 2009-11-07 M. Kostur , J. Luczka , L. Schimansky-Geier

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

Statistical Mechanics · Physics 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

It is understood that congestion in traffic can be interpreted in terms of the instability of the equation of dynamic motion. The evolution of a traffic system from an unstable or metastable state to a globally stable state bears a strong…

Physics and Society · Physics 2016-12-06 Wei-Liang Qian , Bin Wang , Kai Lin , Romuel F. Machado , Yogiro Hama

We study the efficiency of synchronization in ensembles of identical coupled stochastic oscillator systems. By deriving a chemical Langevin equation, we measure the rate at which the systems synchronize. The rate at which the difference in…

Subcellular Processes · Quantitative Biology 2015-04-03 G. Reenaroy Devi , R. K. Brojen Singh , Ram Ramaswamy

The Kuramoto model with mixed signs of couplings is known to produce a traveling-wave synchronized state. Here, we consider an abrupt synchronization transition from the incoherent state to the traveling-wave state through a long-lasting…

Statistical Mechanics · Physics 2018-02-22 Jinha Park , B. Kahng

We calculate analytically the stochastic thermodynamic properties of an isothermal Brownian engine driven by a duo of time-periodic forces, including its Onsager coefficients, the stochastic work of each force, and the corresponding…

Statistical Mechanics · Physics 2016-10-19 Karel Proesmans , Yannik Dreher , Momčilo Gavrilov , John Bechhoefer , Christian Van den Broeck

The theory of stationary spatially localized patterns in dissipative systems driven by time-independent forcing is well developed. With time-periodic forcing related but time-dependent structures may result. These may consist of breathing…

Pattern Formation and Solitons · Physics 2016-04-29 Punit Gandhi , Edgar Knobloch , Cédric Beaume

Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…

Chemical Physics · Physics 2017-11-15 Dezhang Li , Xu Han , Yichen Chai , Cong Wang , Zifei Chen , Zhijun Zhang , Jian Liu , Jiushu Shao

Metastability is an ubiquitous phenomenon in nature, which interests several fields of natural sciences. Its description in the framework of thermodynamics and statistical mechanics has been a taboo for long time since it is a genuine…

Statistical Mechanics · Physics 2023-07-19 Emilio N. M. Cirillo , Vanessa Jacquier , Cristian Spitoni

We revisit the problem of quantum bi- and multi-stability by considering the dissipative Double Resonance Model. For a large driving frequency, this system has a simpler phase structure than the driven dissipative nonlinear oscillator --…

Quantum Physics · Physics 2022-07-27 Andrey R. Kolovsky

We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise, in the limit of large N. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest…

Probability · Mathematics 2007-10-16 Nils Berglund , Bastien Fernandez , Barbara Gentz

This paper presents mathematical modeling and numerical analysis of bifurcation and synchronization phenomena in a system of coupled oscillators driven by a finite-power energy source and generating two-dimensional stick-slip…

The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…

Chaotic Dynamics · Physics 2016-04-25 Leonid I. Manevitch , Valeri V. Smirnov , Francesco Romeo

We study nanomechanical resonators with frequency fluctuations due to diffusion of absorbed particles. The diffusion depends on the vibration amplitude through inertial effect. We find that, if the diffusion coefficient is sufficiently…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 J. Atalaya , A. Isacsson , M. I. Dykman