No Arabic abstract
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time of the noise provides an additional dimension in phase space, a nontrivial probability current, and thus establishes a proper nonequilibrium regime. Furthermore, the finite noise correlation time allows for the study of stick-slip phenomena which show up as a singular component in the stationary probability density. Analytic insight can be provided by application of the unified coloured noise approximation, developed by Jung and Hanggi (Phys. Rev. A 35, 4464 (R) (1987)). The analysis of probability currents and a closer look at power spectral densities underpin the observed stick-slip transitions which are related with a critical value of the noise correlation time.
We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction decompositions on the one hand and on the backward Kolmogorov equation on the other. For the simple case containing only dry friction, a phase transition phenomenon in the spectrum is found which relates to the position of the exit point, and which affects the tail of the FPT distribution. For the model containing as well a driving force and viscous friction the impact of the corresponding stick-slip transition and of the transition to ballistic exit is evaluated quantitatively. The proposed model is one of the very few cases where FPT properties are accessible by analytical means.
The motion of an adiabatic piston under dry friction is investigated to clarify the roles of dry friction in non-equilibrium steady states. We clarify that dry friction can reverse the direction of the piston motion and causes a discontinuity or a cusp-like singularity for velocity distribution functions of the piston. We also show that the heat fluctuation relation is modified under dry friction.
We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange their momenta. In a recent paper, [S Lepri et al. J. Phys. A: Math. Theor. 42 (2009) 025001], we have studied the stationary state of this system with fixed boundary conditions, finding analytical exact expressions for the temperature profile and the heat current in the thermodynamic (continuum) limit. In this paper we extend the analysis to the evolution of the covariance matrix and to generic boundary conditions. Our main purpose is to construct a hydrodynamic description of the relaxation to the stationary state, starting from the exact equations governing the evolution of the correlation matrix. We identify and adiabatically eliminate the fast variables, arriving at a continuity equation for the temperature profile T(y,t), complemented by an ordinary equation that accounts for the evolution in the bulk. Altogether, we find that the evolution of T(y,t) is the result of fractional diffusion.
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for nonnegative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behaviour in the asymptotic long time limit.
It is explained how field-theoretic methods and the dynamic renormalisation group (RG) can be applied to study the universal scaling properties of systems that either undergo a continuous phase transition or display generic scale invariance, both near and far from thermal equilibrium. Part 1 introduces the response functional field theory representation of (nonlinear) Langevin equations. The RG is employed to compute the scaling exponents for several universality classes governing the critical dynamics near second-order phase transitions in equilibrium. The effects of reversible mode-coupling terms, quenching from random initial conditions to the critical point, and violating the detailed balance constraints are briefly discussed. It is shown how the same formalism can be applied to nonequilibrium systems such as driven diffusive lattice gases. Part 2 describes how the master equation for stochastic particle reaction processes can be mapped onto a field theory action. The RG is then used to analyse simple diffusion-limited annihilation reactions as well as generic continuous transitions from active to inactive, absorbing states, which are characterised by the power laws of (critical) directed percolation. Certain other important universality classes are mentioned, and some open issues are listed.