相关论文: The role of multiplicative noise in critical dynam…

We study the critical dynamics of a real scalar field in two dimensions near a continuous phase transition. We have built up and solved Dynamical Renormalization Group equations at one-loop approximation. We have found that, different form…

Stochastic fluid dynamics governs the long time tails of hydrodynamic correlation functions, and the critical slowing down of relaxation phenomena in the vicinity of a critical point in the phase diagram. In this work we study the role of…

A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…

We employ the nonperturbative functional Renormalization Group to study models with an O(N_1)+O(N_2) symmetry. Here, different fixed points exist in three dimensions, corresponding to bicritical and tetracritical behavior induced by the…

Stochastic Bloch equations which model the fluorescence of two level molecules and atoms, NMR experiments and Josephson junctions are investigated to illustrate the profound effect of multiplicative noise on the critical frequency of a…

Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…

There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda…

Stochastic dynamics of a nonconserved scalar order parameter near its critical point, subject to random stirring and mixing, is studied using the field theoretic renormalization group. The stirring and mixing are modelled by a random…

We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…

Second-order phase transitions in a non-equilibrium liquid-gas model with reversible mode couplings, i.e., model H for binary-fluid critical dynamics, are studied using dynamic field theory and the renormalization group. The system is…

We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…

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…

We describe numerical simulations of the stochastic diffusion equation with a conserved charge. We focus on the dynamics in the vicinity of a critical point in the Ising universality class. The model we consider is expected to describe the…

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

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 investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…