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Register a new userExact Moment Scaling from Multiplicative Noise
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For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We allow for a non trivial time dependence of the microscopic dynamics and we analytically characterize the process evolution, possibly towards a stationary state, and the direct relationship existing between the drift and diffusion coefficients and the time scaling of the moments.
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A simple one-dimensional microscopic model of the depinning transition of an interface from an attractive hard wall is introduced and investigated. Upon varying a control parameter, the critical behaviour observed along the transition line changes from a directed-percolation to a multiplicative-noise type. Numerical simulations allow for a quantitative study of the multicritical point separating the two regions, Mean-field arguments and the mapping on a yet simpler model provide some further insight on the overall scenario.
We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic dynamics of a magnetic moment. In particular, we focus on the non-equilibrium transfer of angular momentum to the magnetization from a spin-polarised current of electrons, a technique which is widely used in the context of spintronics to manipulate magnetic moments. We unveil two hidden dynamical symmetries of the generating functionals of these Markovian multiplicative white-noise processes. One symmetry only holds in equilibrium and we use it to prove generic relations such as the fluctuation-dissipation theorems. Out of equilibrium, we take profit of the symmetry-breaking terms to prove fluctuation theorems. The other symmetry yields strong dynamical relations between correlation and response functions which can notably simplify the numerical analysis of these problems. Our construction allows us to clarify some misconceptions on multiplicative white-noise stochastic processes that can be found in the literature. In particular, we show that a first-order differential equation with multiplicative white noise can be transformed into an additive-noise equation, but that the latter keeps a non-trivial memory of the discretisation prescription used to define the former.
We study pattern formation processes in anisotropic system governed by the Kuramoto-Sivashinsky equation with multiplicative noise as a generalization of the Bradley-Harper model for ripple formation induced by ion bombardment. For both linear and nonlinear systems we study noise induced effects at ripple formation and discuss scaling behavior of the surface growth and roughness characteristics. It was found that the secondary parameters of the ion beam (beam profile and variations of an incidence angle) can crucially change the topology of patterns and the corresponding dynamics.
We demonstrate the application of the circular cumulant approach for thermodynamically large populations of phase elements, where the Ott-Antonsen properties are violated by a multiplicative intrinsic noise. The infinite cumulant equation chain is derived for the case of a sinusoidal sensitivity of the phase to noise. For inhomogeneous populations, a Lorentzian distribution of natural frequencies is adopted. Two-cumulant model reductions, which serve as a generalization of the Ott-Antonsen ansatz, are reported. The accuracy of these model reductions and the macroscopic collective dynamics of the system are explored for the case of a Kuramototype global coupling. The Ott-Antonsen ansatz and the Gaussian approximation are found to be not uniformly accurate for non-high frequencies.
The surface width scaling of Eden A clusters grown from a single aggregate site on the square lattice is investigated as a function of the noise reduction parameter. A two-exponent scaling ansatz is introduced and used to fit the results from simulations covering the range from fully stochastic to the zero-noise limit.
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