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Register a new userSmall and Finite Inertia in Stochastic Systems: Moment and Cumulant Formalisms
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We analyze two approaches to elimination of a fast variable (velocity) in stochastic systems: moment and cumulant formalisms. With these approaches, we obtain the corresponding Smoluchovski-type equations, which contain only the coordinate/phase variable. The adiabatic elimination of velocity in terms of cumulants and moments requires the first three elements. However, for the case of small inertia, the corrected Smoluchowski equation in terms of moments requires five elements, while in terms of cumulants the same first three elements are sufficient. Compared to the method based on the expansion of the velocity distribution in Hermite functions, the considered approaches have comparable efficiency, but do not require individual mathematical preparation for the case of active Brownian particles, where one has to construct a new basis of eigenfunctions instead of the Hermite ones.
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We analyse four approaches to elimination of a fast variable, which are applicable to systems like passive Brownian particles: (i) moment formalism, (ii) corresponding cumulant formalism, (iii) Hermite function basis, (iv) formal `cumulants for the Hermit function basis. The accuracy and its strong order are assessed. The applicability and performance of two first approaches are also demonstrated for active Brownian particles.
We relate the frequency of the scissors mode to the moment of inertia of a trapped Bose gas at finite temperature in a semi-classical approximation. We apply these theoretical results to the data obtained in our previous study of the properties of the scissors mode of a trapped Bose-Einstein condensate of $^{87}$Rb atoms as a function of the temperature. The frequency shifts that we measured show quenching of the moment of inertia of the Bose gas at temperatures below the transition temperature - the system has a lower moment of inertia that of a rigid body with the same mass distribution, because of superfluidity.
The Binder cumulant (BC) has been widely used for locating the phase transition point accurately in systems with thermal noise. In systems with quenched disorder, the BC may show subtle finite-size effects due to large sample-to-sample fluctuations. We study the globally coupled Kuramoto model of interacting limit-cycle oscillators with random natural frequencies and find an anomalous dip in the BC near the transition. We show that the dip is related to non-self-averageness of the order parameter at the transition. Alternative definitions of the BC, which do not show any anomalous behavior regardless of the existence of non-self-averageness, are proposed.
Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often need to be refined via calculation of a prefactor. Here it is shown how to perform these computations in practice. Specifically, sharp asymptotic estimates are derived for expectations, probabilities, and mean first passage times in a form that is geared towards numerical purposes: they require solving well-posed matrix Riccati equations involving the minimizer of the Freidlin-Wentzell action as input, either forward or backward in time with appropriate initial or final conditions tailored to the estimate at hand. The usefulness of our approach is illustrated on several examples. In particular, invariant measure probabilities and mean first passage times are calculated in models involving stochastic partial differential equations of reaction-advection-diffusion type.
We study a numerical instability of direct simulations with truncated equation chains for the circular cumulant representation and two approaches to its suppression. The approaches are tested for a chimera-bearing hierarchical population of coupled oscillators. The stabilization techniques can be efficiently applied without significant effect on the natural system dynamics within a finite vicinity of the Ott-Antonsen manifold for direct numerical simulations with up to 20 cumulants; with increasing deviation from the Ott-Antonsen manifold the stabilization becomes more problematic.
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