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 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 nano-pattern formation in a stochastic model for adsorption-desorption processes with interacting adsorbate and hyperbolic transport caused by memory effects. It is shown that at early stages the system manifests pattern selection processes. Stationary stable patterns of nano-size are analyzed. It was found that multiplicative noise satisfying fluctuation-dissipation relation can induce re-entrant pattern formation related to non-equilibrium transitions. According to obtained Fokker-Planck equation kinetics of island sizes in a quasi-stationary limit is discussed. Analytical results are compared with computer simulations.
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.
We extend the phase field crystal method for nonequilibrium patterning to stochastic systems with external source where transient dynamics is essential. It was shown that at short time scales the system manifests pattern selection processes. These processes are studied by means of the structure function dynamics analysis. Nonequilibrium pattern-forming transitions are analyzed by means of numerical simulations.
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.