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Random dynamical systems (RDS) evolve by a dynamical rule chosen independently with a certain probability, from a given set of deterministic rules. These dynamical systems in an interval reach a steady state with a unique well-defined probability density only under certain conditions, namely Pelikans criterion. We investigate and characterize the steady state of a bounded RDS when Pelikans criterion breaks down. In this regime, the system is attracted to a common fixed point (CFP) of all the maps, which is attractive for at least one of the constituent mapping functions. If there are many such fixed points, the initial density is shared among the CFPs; we provide a mapping of this problem with the well known hitting problem of random walks and find the relative weights at different CFPs. The weights depend upon the initial distribution.
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Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of these fluctuations. The properties of the fluctuations which are unconstrained by the fluctuation theorem are investigated and related to the model parameters. The irreversibility of trajectory segments, which satisfies a fluctuation theorem, is used as a measure of nonequilibrium fluctuations. The moments of the irreversibility probability density function (pdf) are found and the pdf is seen to be non-Gaussian. The average irreversibility goes to zero for short and long trajectory segments and has a maximum for some finite segment length, which defines a characteristic timescale of the fluctuations. The initial average irreversibility growth rate is equal to the average entropy production and is related to noise-amplification. For systems with a separation of deterministic timescales, modes with timescales much shorter than the trajectory timespan and whose noise amplitudes are not asymptotically large, do not, to first order, contribute to the irreversibility statistics, providing a potential basis for dimensional reduction.
We study the steady state of the abelian sandpile models with stochastic toppling rules. The particle addition operators commute with each other, but in general these operators need not be diagonalizable. We use their abelian algebra to determine their eigenvalues, and the Jordan block structure. These are then used to determine the probability of different configurations in the steady state. We illustrate this procedure by explicitly determining the numerically exact steady state for a one dimensional example, for systems of size $le12$, and also study the density profile in the steady state.
We show that short-range correlations have a dramatic impact on the steady-state phase diagram of quantum driven-dissipative systems. This effect, never observed in equilibrium, follows from the fact that ordering in the steady state is of dynamical origin, and is established only at very long times, whereas in thermodynamic equilibrium it arises from the properties of the (free) energy. To this end, by combining the cluster methods extensively used in equilibrium phase transitions to quantum trajectories and tensor-network techniques, we extend them to nonequilibrium phase transitions in dissipative many-body systems. We analyze in detail a model of spin-1=2 on a lattice interacting through an XYZ Hamiltonian, each of them coupled to an independent environment that induces incoherent spin flips. In the steady-state phase diagram derived from our cluster approach, the location of the phase boundaries and even its topology radically change, introducing reentrance of the paramagnetic phase as compared to the single-site mean field where correlations are neglected. Furthermore, a stability analysis of the cluster mean field indicates a susceptibility towards a possible incommensurate ordering, not present if short-range correlations are ignored.
We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric L{e}vy flights in an infinitely deep potential well. The fractional Fokker-Planck equation for L{e}vy flights is derived and solved analytically in the steady state. It is shown that L{e}vy flights are distributed according to the beta distribution, whose probability density becomes singular at the boundaries of the well. The origin of the preferred concentration of flying objects near the boundaries in nonequilibrium systems is clarified.
We report the results of our numerical simulation of classical-dissipative dynamics of a charged particle subjected to a non-markovian stochastic forcing. We find that the system develops a steady-state orbital magnetic moment in the presence of a static magnetic field. Very significantly, the sign of the orbital magnetic moment turns out to be {it paramagnetic} for our choice of parameters, varied over a wide range. This is shown specifically for the case of classical dynamics driven by a Kubo-Anderson type non-markovian noise. Natural spatial boundary condition was imposed through (1) a soft (harmonic) confining potential, and (2) a hard potential, approximating a reflecting wall. There was no noticeable qualitative difference. What appears to be crucial to the orbital magnetic effect noticed here is the non-markovian property of the driving noise chosen. Experimental realization of this effect on the laboratory scale, and its possible implications are briefly discussed. We would like to emphasize that the above steady-state classical orbital paramagnetic moment complements, rather than contradicts the Bohr-van Leeuwen (BvL) theorem on the absence of classical orbital diamagnetism in thermodynamic equilibrium.
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