arXiv subjects

Kirone Mallick

Publications and source records attributed to Kirone Mallick.

71 records · Page 4Linked to original sources

arXiv2008

Supersymmetry and Nonequilibrium Work Relations

We give a field-theoretic proof of the nonequilibrium work relations for a space dependent field with stochastic dynamics. The path integral representation and its symmetries allow us to derive Jarzynski's equality. In addition, we derive a set of exact identities that generalize the fluctuation-dissipation relations to far-from equilibrium situations. These identities are prone to experimental verification. Furthermore, we show that supersymmetry invariance of the Langevin equation, which is broken when the external potential is time-dependent, is partially restored by adding to the action a term which is precisely Jarzynski's work. Jarzynski's equality can also be deduced from this supersymmetry

cond-mat.stat-mech↗

arXiv2007

Anomalous diffusion in a random nonlinear oscillator due to high frequencies of the noise

We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical observables, such as the amplitude, the velocity and the energy of the oscillator grow as power-laws with time. We calculate the associated scaling exponents and we show that their values depend on the asymptotic behaviour of the external potential and on the high frequencies of the noise. Our results are generalized to include dissipative effects and additive noise.

nlin.CD↗

arXiv2007

Noise-induced bifurcations, Multiscaling and On-Off intermittency

We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a global attractor but can also have a constructive role by stabilizing an unstable fixed point. The random oscillator displays a rich phenomenology but remains elementary enough to allow for exact calculations: this system is thus a useful paradigm for the study of noise-induced bifurcations and is an ideal testing ground for various mathematical techniques. We show that the phase is determined by the sign of the Lyapunov exponent (which can be calculated non-perturbatively for white noise), and we derive the full phase diagram of the system. We also investigate the effect of time-correlations of the noise on the phase diagram and show that a smooth random perturbation is less efficient than white noise. We study the critical behaviour near the transition and explain why noise-induced transitions often exhibit intermittency and multiscaling: these effects do not depend on the amplitude of the noise but rather on its power spectrum. By increasing or filtering out the low frequencies of the noise, intermittency and multiscaling can be enhanced or eliminated.

nlin.CD↗

arXiv2007

Effects of the low frequencies of noise on On-Off intermittency

A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the noise. Our study is based on the calculation of the Probability Density Function (PDF) of the unstable variable. We derive analytical results for some particular types of noises and interpret them in the framework of on-off intermittency. Besides, we perform a cumulant expansion for a random noise with arbitrary power spectrum density and show that the intermittent regime is controlled by the ratio between the departure from the threshold and the value of the PSD of the noise at zero frequency. Our results are in agreement with numerical simulations performed with two types of random perturbations: colored Gaussian noise and deterministic fluctuations of a chaotic variable. Extensions of this study to another, more complex, system are presented and the underlying mechanisms are discussed.

cond-mat.stat-mech↗

arXiv2007

Molecular Spiders in One Dimension

Molecular spiders are synthetic bio-molecular systems which have "legs" made of short single-stranded segments of DNA. Spiders move on a surface covered with single-stranded DNA segments complementary to legs. Different mappings are established between various models of spiders and simple exclusion processes. For spiders with simple gait and varying number of legs we compute the diffusion coefficient; when the hopping is biased we also compute their velocity.

cond-mat.stat-mech↗

arXiv2006

Low frequency noise controls on-off intermittency of bifurcating systems

A bifurcating system subject to multiplicative noise can display on-off intermittency. Using a canonical example, we investigate the extreme sensitivity of the intermittent behavior to the nature of the noise. Through a perturbative expansion and numerical studies of the probability density function of the unstable mode, we show that intermittency is controlled by the ratio between the departure from onset and the value of the noise spectrum at zero frequency. Reducing the noise spectrum at zero frequency shrinks the intermittency regime drastically. This effect also modifies the distribution of the duration that the system spends in the off phase. Mechanisms and applications to more complex bifurcating systems are discussed.

cond-mat.stat-mech↗

arXiv2006

Phase diagram of the random frequency oscillator: The case of Ornstein-Uhlenbeck noise

We study the stability of a stochastic oscillator whose frequency is a random process with finite time memory represented by an Ornstein-Uhlenbeck noise. This system undergoes a noise-induced bifurcation when the amplitude of the noise grows. The critical curve, that separates the absorbing phase from an extended non-equilibrium steady state, corresponds to the vanishing of the Lyapunov exponent that measures the asymptotic logarithmic growth rate of the energy. We derive various expressions for this Lyapunov exponent by using different approximation schemes. This allows us to determine quantitatively the phase diagram of the random parametric oscillator.

cond-mat.stat-mech↗

arXiv2005

Stability of a nonlinear oscillator with random damping

A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be predicted from the analysis of the moments of the linearized equation. In the case of a white noise, an exact formula for the Lyapunov exponent of the system is derived. We then calculate the critical damping for which the {\em nonlinear} system becomes unstable. We also characterize the intermittent structure of the bifurcated state above threshold and address the effect of temporal correlations of the noise by considering an Ornstein-Uhlenbeck noise.

nlin.CD↗

arXiv2005

Nonlinear oscillator with parametric colored noise: some analytical results

The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as compared to the energy. Thus, an effective stochastic dynamics for the energy can be derived if the angular variable is averaged out. However, the standard elimination procedure, performed earlier for a Gaussian white noise, fails when the noise is colored because of correlations between the noise and the fast angular variable. We develop here a specific averaging scheme that retains these correlations. This allows us to calculate the probability distribution function (P.D.F.) of the system and to derive the behavior of physical observables in the long time limit.

cond-mat.stat-mech↗

arXiv2004

Anharmonic oscillator driven by additive Ornstein-Uhlenbeck noise

We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or to a quasi-white noise (i.e., a noise with vanishingly small correlation time). Here, in contrast, we study the small dissipation case (we retain the inertial term) and consider a noise with finite correlation time. Our analysis is non perturbative and based on a recursive adiabatic elimination scheme: a reduced effective Langevin dynamics for the slow action variable is obtained after averaging out the fast angular variable. In the conservative case, we show that the physical observables grow algebraically with time and calculate the associated anomalous scaling exponents and generalized diffusion constants. In the case of small dissipation, we derive an analytic expression of the stationary Probability Distribution Function (P.D.F.) which differs from the canonical Boltzmann-Gibbs distribution. Our results are in excellent agreement with numerical simulations.

cond-mat.stat-mech↗

arXiv2004

On the stochastic pendulum with Ornstein-Uhlenbeck noise

We study a frictionless pendulum subject to multiplicative random noise. Because of destructive interference between the angular displacement of the system and the noise term, the energy fluctuations are reduced when the noise has a non-zero correlation time. We derive the long time behavior of the pendulum in the case of Ornstein-Uhlenbeck noise by a recursive adiabatic elimination procedure. An analytical expression for the asymptotic probability distribution function of the energy is obtained and the results agree with numerical simulations. Lastly, we compare our method to other approximation schemes.

cond-mat.stat-mech↗

arXiv2004

Noise-induced reentrant transition of the stochastic Duffing oscillator

We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show that the system undergoes a noise-induced reentrant transition in a given range of parameters. The fixed point is stabilised when the amplitude of the noise belongs to a well-defined interval. Noisy oscillations are found outside that range, i.e., for both weaker and stronger noise.

cond-mat.stat-mech↗

arXiv2003

Stability analysis of a noise-induced Hopf bifurcation

We study analytically and numerically the noise-induced transition between an absorbing and an oscillatory state in a Duffing oscillator subject to multiplicative, Gaussian white noise. We show in a non-perturbative manner that a stochastic bifurcation occurs when the Lyapunov exponent of the linearised system becomes positive. We deduce from a simple formula for the Lyapunov exponent the phase diagram of the stochastic Duffing oscillator. The behaviour of physical observables, such as the oscillator's mean energy, is studied both close to and far from the bifurcation.

cond-mat.stat-mech↗

arXiv2003

Effects of parametric noise on a nonlinear oscillator

We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow algebraically with time before the dissipative time scale is reached, and calculate the associated anomalous diffusion exponents. In the case of colored noise, with a nonzero but arbitrarily small correlation time, the characteristic exponents are modified. We determine their values thanks to a self-consistent Ansatz.

cond-mat.stat-mech↗

arXiv2002

Anomalous diffusion in nonlinear oscillators with multiplicative noise

The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy, root-mean-square position and velocity, grow algebraically with time. The scaling exponents and associated generalized diffusion constants are calculated when the oscillator's potential energy grows as a power of its position. Correlated noise yields anomalous diffusion exponents equal to half the value found for white noise.

cond-mat.stat-mech↗

arXiv2001

Giant vortices in the Ginzburg-Landau description of superconductivity

Recent experiments on mesoscopic samples and theoretical considerations lead us to analyze multiply charged ($n>1$) vortex solutions of the Ginzburg-Landau equations for arbitrary values of the Landau-Ginzburg parameter $κ$. For $n\gg 1$, they have a simple structure and a free energy ${\cal F}\sim n$. In order to relate this behaviour to the classic Abrikosov result ${\cal F}\sim n^2$ when $κ\to +\infty$, we consider the limit where both $n\gg 1$ and $κ\gg1$, and obtain a scaling function of the variable $κ/n$ that describes the cross-over between these two behaviours of ${\cal F}$. It is then shown that a small-n expansion can also be performed and the first two terms of this expansion are calculated. Finally, large and small n expansions are given for recently computed phenomenological exponents characterizing the free energy growth with $κ$ of a giant vortex.

cond-mat.supr-con↗

arXiv1997

Finite Dimensional Representations of the Quadratic Algebra: Applications to the Exclusion Process

We study the one dimensional partially asymmetric simple exclusion process (ASEP) with open boundaries, that describes a system of hard-core particles hopping stochastically on a chain coupled to reservoirs at both ends. Derrida, Evans, Hakim and Pasquier [J. Phys. A 26, 1493 (1993)] have shown that the stationary probability distribution of this model can be represented as a trace on a quadratic algebra, closely related to the deformed oscillator-algebra. We construct all finite dimensional irreducible representations of this algebra. This enables us to compute the stationary bulk density as well as all correlation lengths for the ASEP on a set of special curves of the phase diagram.

cond-mat.stat-mech↗