Noise-Induced Transitions


Book Description

The study of phase transitions is among the most fascinating fields in physics. Originally limited to transition phenomena in equilibrium systems, this field has outgrown its classical confines during the last two decades. The behavior of far from equilibrium systems has received more and more attention and has been an extremely active and productive subject of research for physicists, chemists and biologists. Their studies have brought about a more unified vision of the laws which govern self-organization processes of physico-chemical and biological sys tems. A major achievement has been the extension of the notion of phase transi tion to instabilities which occur only in open nonlinear systems. The notion of phase transition has been proven fruitful in apphcation to nonequilibrium ins- bihties known for about eight decades, like certain hydrodynamic instabilities, as well as in the case of the more recently discovered instabilities in quantum optical systems such as the laser, in chemical systems such as the Belousov-Zhabotinskii reaction and in biological systems. Even outside the realm of natural sciences, this notion is now used in economics and sociology. In this monograph we show that the notion of phase transition can be extend ed even further. It apphes also to a new class of transition phenomena which occur only in nonequilibrium systems subjected to a randomly fluctuating en vironment.




Nonlinear Dynamics of Structures, Systems and Devices


Book Description

This first of three volumes from the inaugural NODYCON, held at the University of Rome, in February of 2019, presents papers devoted to Nonlinear Dynamics of Structures, Systems and Devices. The collection features both well-established streams of research as well as novel areas and emerging fields of investigation. Topics in Volume I include multi-scale dynamics: coexistence of multiple time/space scales, large system dynamics; dynamics of structures/industrial machines/equipment/facilities (e.g., cable transportation systems, suspension bridges, cranes, vehicles); nonlinear interactions: parametric vibrations with single/multi-frequency excitations, multiple external and autoparametric resonances in multi-dof systems; nonlinear system identification: parametric/nonparametric identification, data-driven identification; experimental dynamics: benchmark experiments, experimental methods, instrumentation techniques, measurements in harsh environments, experimental validation of nonlinear models; wave propagation, solitons, kinks, breathers; solution methods for pdes: Lie groups, Hirota’s method, perturbation methods, etc; nonlinear waves in media (granular materials, porous materials, materials with memory); composite structures: multi-layer, functionally graded, thermal loading; fluid/structure interaction; nonsmooth and retarded dynamics: systems with impacts, free play, stick-slip, friction hysteresis; nonlinear systems with time and/or space delays; stability of delay differential equations, differential-algebraic equations; space/time reduced-order modeling: enhanced discretization methods, center manifold reduction, nonlinear normal modes, normal forms; fractional-order systems; computational techniques: efficient algorithms, use of symbolic manipulators, integration of symbolic manipulation and numerical methods, use of parallel processors; and multibody dynamics: rigid and flexible multibody system dynamics, impact and contact mechanics, tire modeling, railroad vehicle dynamics, computational multibody dynamics.




Non-Equilibrium Dynamics in Chemical Systems


Book Description

Markedly apart from elementary particle physics, another current has been building up and cont i nuous ly growi ng within contemporary phys i cs for severa 1 decades, and even expanding into many other disciplines, especially chemistry, biology and, quite recently, economics. Several reasons account for this: presumably the most impor tant one lies in the fact that, whatever the specific problem, model or material concerned, the same basic mathematical features are always involved. In this way, a general phenomenology has emerged which, unlike thermodynamics, is no longer depen dent upon the details or specifics: what largely prevails is the nonlinear charac ter of the underlying dynamics. Perhaps we are witnessing the emergence of a "non linear physics"--In a way similar to the birth of "quantum physics" in the twen ties - a physics which deals with the general behaviour of systems, whatever they are or may be. Over the past fifteen years, chemical systems evolving sufficiently far from equilibrium have proved to be particularly well fitted to experimental research on nonlinear behaviour: oscillation, multistability, birhythmicity, chaotic evolution, spatial self-organization and hysteresis are displayed by chemical reactions whose number is growing each year. In this volume are collected the lectures, communica tions and posters (abstracts) presented at an international meeting entitled: "Non-Equilibrium Dynamics in Chemical Systems", held in Bordeaux (France), Septem ber 3 rd-lth, 1984.




Noise-Induced Phenomena in the Environmental Sciences


Book Description

Randomness is ubiquitous in nature. Random drivers are generally considered a source of disorder in environmental systems. However, the interaction between noise and nonlinear dynamics may lead to the emergence of a number of ordered behaviors (in time and space) that would not exist in the absence of noise. This counterintuitive effect of randomness may play a crucial role in environmental processes. For example, seemingly "random" background events in the atmosphere can grow into larger instabilities that have great effects on weather patterns. This book presents the basics of the theory of stochastic calculus and its application to the study of noise-induced phenomena in environmental systems. It will be an invaluable reference text for ecologists, geoscientists, and environmental engineers interested in the study of stochastic environmental dynamics.




Noise in Spatially Extended Systems


Book Description

Intended for graduates and researchers in physics, chemistry, biology, and applied mathematics, this book provides an up-to-date introduction to current research in fluctuations in spatially extended systems. It covers the theory of stochastic partial differential equations and gives an overview of the effects of external noise on dynamical systems with spatial degrees of freedom. Starting with a general introduction to noise-induced phenomena in dynamical systems, the text moves on to an extensive discussion of analytical and numerical tools needed to gain information from stochastic partial differential equations. It then turns to particular problems described by stochastic PDEs, covering a wide part of the rich phenomenology of spatially extended systems, such as nonequilibrium phase transitions, domain growth, pattern formation, and front propagation. The only prerequisite is a minimal background knowledge of the Langevin and Fokker-Planck equations.




Modeling Phase Transitions in the Brain


Book Description

Foreword by Walter J. Freeman. The induction of unconsciousness using anesthetic agents demonstrates that the cerebral cortex can operate in two very different behavioral modes: alert and responsive vs. unaware and quiescent. But the states of wakefulness and sleep are not single-neuron properties---they emerge as bulk properties of cooperating populations of neurons, with the switchover between states being similar to the physical change of phase observed when water freezes or ice melts. Some brain-state transitions, such as sleep cycling, anesthetic induction, epileptic seizure, are obvious and detected readily with a few EEG electrodes; others, such as the emergence of gamma rhythms during cognition, or the ultra-slow BOLD rhythms of relaxed free-association, are much more subtle. The unifying theme of this book is the notion that all of these bulk changes in brain behavior can be treated as phase transitions between distinct brain states. Modeling Phase Transitions in the Brain contains chapter contributions from leading researchers who apply state-space methods, network models, and biophysically-motivated continuum approaches to investigate a range of neuroscientifically relevant problems that include analysis of nonstationary EEG time-series; network topologies that limit epileptic spreading; saddle--node bifurcations for anesthesia, sleep-cycling, and the wake--sleep switch; prediction of dynamical and noise-induced spatiotemporal instabilities underlying BOLD, alpha-, and gamma-band Hopf oscillations, gap-junction-moderated Turing structures, and Hopf-Turing interactions leading to cortical waves.




Noise-Induced Phenomena in Slow-Fast Dynamical Systems


Book Description

Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and other fields. This book examines and provides systems for practitioners to use, and provides a number of case studies to show how they can work in practice.




Chaotic Transitions in Deterministic and Stochastic Dynamical Systems


Book Description

The classical Melnikov method provides information on the behavior of deterministic planar systems that may exhibit transitions, i.e. escapes from and captures into preferred regions of phase space. This book develops a unified treatment of deterministic and stochastic systems that extends the applicability of the Melnikov method to physically realizable stochastic planar systems with additive, state-dependent, white, colored, or dichotomous noise. The extended Melnikov method yields the novel result that motions with transitions are chaotic regardless of whether the excitation is deterministic or stochastic. It explains the role in the occurrence of transitions of the characteristics of the system and its deterministic or stochastic excitation, and is a powerful modeling and identification tool. The book is designed primarily for readers interested in applications. The level of preparation required corresponds to the equivalent of a first-year graduate course in applied mathematics. No previous exposure to dynamical systems theory or the theory of stochastic processes is required. The theoretical prerequisites and developments are presented in the first part of the book. The second part of the book is devoted to applications, ranging from physics to mechanical engineering, naval architecture, oceanography, nonlinear control, stochastic resonance, and neurophysiology.




Noise-Induced Phenomena in the Environmental Sciences


Book Description

Randomness is ubiquitous in nature. Random drivers are generally considered a source of disorder in environmental systems. However, the interaction between noise and nonlinear dynamics may lead to the emergence of a number of ordered behaviors (in time and space) that would not exist in the absence of noise. This counterintuitive effect of randomness may play a crucial role in environmental processes. For example, seemingly 'random' background events in the atmosphere can grow into larger instabilities that have great effects on weather patterns. This book presents the basics of the theory of stochastic calculus and its application to the study of noise-induced phenomena in environmental systems. It will be an invaluable reference text for ecologists, geoscientists and environmental engineers interested in the study of stochastic environmental dynamics.




Stochastic Processes in Physics, Chemistry, and Biology


Book Description

The theory of stochastic processes originally grew out of efforts to describe Brownian motion quantitatively. Today it provides a huge arsenal of methods suitable for analyzing the influence of noise on a wide range of systems. The credit for acquiring all the deep insights and powerful methods is due ma- ly to a handful of physicists and mathematicians: Einstein, Smoluchowski, Langevin, Wiener, Stratonovich, etc. Hence it is no surprise that until - cently the bulk of basic and applied stochastic research was devoted to purely mathematical and physical questions. However, in the last decade we have witnessed an enormous growth of results achieved in other sciences - especially chemistry and biology - based on applying methods of stochastic processes. One reason for this stochastics boom may be that the realization that noise plays a constructive rather than the expected deteriorating role has spread to communities beyond physics. Besides their aesthetic appeal these noise-induced, noise-supported or noise-enhanced effects sometimes offer an explanation for so far open pr- lems (information transmission in the nervous system and information p- cessing in the brain, processes at the cell level, enzymatic reactions, etc.). They may also pave the way to novel technological applications (noise-- hanced reaction rates, noise-induced transport and separation on the na- scale, etc.). Key words to be mentioned in this context are stochastic r- onance, Brownian motors or ratchets, and noise-supported phenomena in excitable systems.