0000000000074548
AUTHOR
Alexander A. Dubkov
Time characteristics of Lévy flights in a steep potential well
Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.
Dynamics of two competing species in the presence of Lévy noise sources
We consider a Lotka-Volterra system of two competing species subject to multiplicative alpha-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive alpha-stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasi-periodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analysing the role of the Lévy noise sources.
Diffusion in Flashing Periodic Potentials
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time problem. We derive general equations to calculate the effective diffusion coefficient of Brownian particles moving in arbitrary supersymmetric potential modulated: (i) by external white Gaussian noise and (ii) by Markovian dichotomous noise. For both cases the exact expressions for the effective diffusion coefficient are derived. We obtain acceleration of diffusion in comparison with the free diffusion case for fast fluctuating potentials with arbitrary profil…
Spike train statistics for consonant and dissonant musical accords in a simple auditory sensory model
The phenomena of dissonance and consonance in a simple auditory sensory model composed of three neurons are considered. Two of them, here so-called sensory neurons, are driven by noise and subthreshold periodic signals with different ratio of frequencies, and its outputs plus noise are applied synaptically to a third neuron, so-called interneuron. We present a theoretical analysis with a probabilistic approach to investigate the interspike intervals statistics of the spike train generated by the interneuron. We find that tones with frequency ratios that are considered consonant by musicians produce at the third neuron inter-firing intervals statistics densities that are very distinctive fro…
On quantumness in multi-parameter quantum estimation
In this article we derive a measure of quantumness in quantum multi-parameter estimation problems. We can show that the ratio between the mean Uhlmann Curvature and the Fisher Information provides a figure of merit which estimates the amount of incompatibility arising from the quantum nature of the underlying physical system. This ratio accounts for the discrepancy between the attainable precision in the simultaneous estimation of multiple parameters and the precision predicted by the Cram\'er-Rao bound. As a testbed for this concept, we consider a quantum many-body system in thermal equilibrium, and explore the quantum compatibility of the model across its phase diagram.
Stochastic model of memristor based on the length of conductive region
Abstract We propose a stochastic model of a voltage controlled bipolar memristive system, which includes the properties of widely used dynamic SPICE models and takes into account the fluctuations inherent in memristors. The proposed model is described by rather simple equations of Brownian diffusion, does not require significant computational resources for numerical modeling, and allows obtaining the exact analytical solutions in some cases. The noise-induced transient bimodality phenomenon, arising under resistive switching, was revealed and investigated theoretically and experimentally in a memristive system, by finding a quite good qualitatively agreement between theory and experiment. B…
LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of self-similarity converts the infinitely divisible characteristic function of the L\'{e}vy process into a stable characteristic function of the L\'{e}vy motion. The L\'{e}vy motion generalizes the Brownian motion on the base of the $\alpha$-stable distributions theory and fractional order derivatives. The further development of the idea lies on the generalization of the Langevin equation with a non-Gaussian white noise source and the use of functional approach. Th…
Field- and irradiation-induced phenomena in memristive nanomaterials
The breakthrough in electronics and information technology is anticipated by the development of emerging memory and logic devices, artificial neural networks and brain-inspired systems on the basis of memristive nano-materials represented, in a particular case, by a simple 'metal-insulator-metal' (MIM) thin-film structure. The present article is focused on the comparative analysis of MIM devices based on oxides with dominating ionic (ZrOx, HfOx) and covalent (SiOx, GeOx) bonding of various composition and geometry deposited by magnetron sputtering. The studied memristive devices demonstrate reproducible change in their resistance (resistive switching - RS) originated from the formation and …
New trends in nonequilibrium statistical mechanics: classical and quantum systems
The main aim of this special issue is to report recent advances and new trends in nonequilibrium statistical mechanics of classical and quantum systems, from both theoretical and experimental points of view, within an interdisciplinary context. In particular, the nonlinear relaxation processes in the dynamics of out-of-equilibrium systems and the role of the metastability and environmental noise will be overviewed. Three main areas of nonequilibrium statistical mechanics will be covered: slow relaxation phenomena and dissipative dynamics; long-range interactions and classical systems; quantum systems. New trends such as quantum thermodynamics and novel types of quantum phase transitions occ…
Statistics of residence time for Lévy flights in unstable parabolic potentials
We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.
Escape from a metastable state with fluctuating barrier
Abstract We investigate the escape of a Brownian particle from fluctuating metastable states. We find the conditions for the noise enhanced stability (NES) effect for periodical driving force. We obtain general equations useful to calculate the average escape time for randomly switching potential profiles. For piece-wise linear potential profile we reveal the noise enhanced stability (NES) effect, when the height of “reverse” potential barrier of metastable state is comparatively small. We obtain analytically the condition for the NES phenomenon and the average escape time as a function of parameters, which characterize the potential and the driving dichotomous noise.
Haldane Model at finite temperature
We consider the Haldane model, a 2D topological insulator whose phase is defined by the Chern number. We study its phases as temperature varies by means of the Uhlmann number, a finite temperature generalization of the Chern number. Because of the relation between the Uhlmann number and the dynamical transverse conductivity of the system, we evaluate also the conductivity of the model. This analysis does not show any sign of a phase transition induced by the temperature, nonetheless it gives a better understanding of the fate of the topological phase with the increase of the temperature, and it provides another example of the usefulness of the Uhlmann number as a novel tool to study topolog…
Escape Times in Fluctuating Metastable Potential and Acceleration of Diffusion in Periodic Fluctuating Potentials
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating metastable potential we obtain the mean first-passage time (MFPT) as a function of the potential parameters, the noise intensity and the mean rate of switchings of the dichotomous noise. We find noise enhanced stability (NES) phenomenon in the system investigated and the parameter region of the fluctuating potential where the effect can be observed. For the diffusion of the overdamped Brownian particle in a fast fluctuating symmetric periodic potential w…
The problem of analytical calculation of barrier crossing characteristics for Levy flights
By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.
Diffusion Acceleration in Randomly Switching Sawtooth Potential
We investigate an overdamped Brownian motion in symmetric sawtooth periodic potential switched by Markovian dichotomous noise between two configurations. The two configurations differ each other by a translation of half of period. The calculation of the effective diffusion coefficient is reduced to the mean first‐passage time problem, and we obtain the exact expression valid for arbitrary mean rate of switchings and arbitrary intensity of white Gaussian noise. We find the area at parameters plane where acceleration of diffusion in comparison with the free diffusion case takes place.
The bistable potential: An archetype for classical and quantum systems
In this work we analyze the transient dynamics of three different classical and quantum systems. First, we consider a classical Brownian particle moving in an asymmetric bistable potential, subject to a multiplicative and additive noise source. We investigate the role of these two noise sources on the life time of the metastable state. A nonmonotonic behavior of the lifetime as a function of both additive and multiplicative noise intensities is found, revealing the phenomenon of noise enhanced stability. Afterward, by using a LotkaVolterra model, the dynamics of two competing species in the presence of Lévy noise sources is analyzed. Quasiperiodic oscillations and stochastic resonance pheno…
Noise stabilization effects in models of interdisciplinary physics
Metastability is a generic feature of many nonlinear systems, and the problem of the lifetime of metastable states involves fundamental aspects of nonequilibrium statistical mechanics. The investigation of noise-induced phenomena in far from equilibrium systems is one of the approaches used to understand the behaviour of physical and biological complex systems. The enhancement of the lifetime of metastable states through the noise enhanced stability effect and the role played by the resonant activation phenomenon will be discussed in models of interdisciplinary physics: (i) polymer translocation dynamics; (ii) transient regime of FitzHugh-Nagumo model; (iii) market stability in a nonlinear …
Two competing species in super-diffusive dynamical regimes
The dynamics of two competing species within the framework of the generalized Lotka-Volterra equations, in the presence of multiplicative alpha-stable Lévy noise sources and a random time dependent interaction parameter, is studied. The species dynamics is characterized by two different dynamical regimes, exclusion of one species and coexistence of both, depending on the values of the interaction parameter, which obeys a Langevin equation with a periodically fluctuating bistable potential and an additive alpha-stable Lévy noise. The stochastic resonance phenomenon is analyzed for noise sources asymmetrically distributed. Finally, the effects of statistical dependence between multiplicative …
Acceleration of diffusion in randomly switching potential with supersymmetry
We investigate the overdamped Brownian motion in a supersymmetric periodic potential switched by Markovian dichotomous noise between two configurations. The two configurations differ from each other by a shift of one-half period. The calculation of the effective diffusion coefficient is reduced to the mean first passage time problem. We derive general equations to calculate the effective diffusion coefficient of Brownian particles moving in arbitrary supersymmetric potential. For the sawtooth potential, we obtain the exact expression for the effective diffusion coefficient, which is valid for the arbitrary mean rate of potential switchings and arbitrary intensity of white Gaussian noise. We…
Spectral characteristics of steady-state Lévy flights in confinement potential profiles
The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.
The resemblance of an autocorrelation function to a power spectrum density for a spike train of an auditory model
In this work we develop an analytical approach for calculation of the all-order interspike interval density (AOISID), show its connection with the autocorrelation function, and try to explain the discovered resemblance of AOISID to the power spectrum of the same spike train.
Generalized Wiener Process and Kolmogorov's Equation for Diffusion induced by Non-Gaussian Noise Source
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for non-Gaussian white noise we derive directly from Langevin equation, with such a random source, the Kolmogorov's equation for Markovian non-Gaussian process. From this equation we obtain the Fokker-Planck equation for nonlinear system driven by white Gaussian noise, the Kolmogorov-Feller equation for discontinuous Markovian processes, and the fractional Fokker-Planck equation for anomalous diffusion. The stationary probability distributions for some simple cas…
Stochastic resonance in a metal-oxide memristive device
Abstract The stochastic resonance phenomenon has been studied experimentally and theoretically for a state-of-art metal-oxide memristive device based on yttria-stabilized zirconium dioxide and tantalum pentoxide, which exhibits bipolar filamentary resistive switching of anionic type. The effect of white Gaussian noise superimposed on the sub-threshold sinusoidal driving signal is analyzed through the time series statistics of the resistive switching parameters, the spectral response to a periodic perturbation and the signal-to-noise ratio at the output of the nonlinear system. The stabilized resistive switching and the increased memristance response are revealed in the observed regularities…
Noise-induced resistive switching in a memristor based on ZrO2(Y)/Ta2O5 stack
Resistive switching (RS) is studied in a memristor based on a ZrO2(Y)/Ta2O5 stack under a white Gaussian noise voltage signal. We have found that the memristor switches between the low resistance state and the high resistance state in a random telegraphic signal (RTS) mode. The effective potential profile of the memristor shows from two to three local minima and depends on the input noise parameters and the memristor operation. These observations indicate the multiplicative character of the noise on the dynamical behavior of the memristor, that is the noise perceived by the memristor depends on the state of the system and its electrical properties are influenced by the noise signal. The det…
Enhancement of stability in randomly switching potential with metastable state
The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer time than in the absence of white noise. The mean first passage time (MFPT) has a maximum at a finite value of white noise intensity. The analytical expression of MFPT in terms of the white noise intensity, the parameters of the potential barrier, and of the dichotomous noise is derived. The conditions for the NES phenomenon and the parameter region where the effect can be observed are obtained. The mean first passage time behaviours as a function of the mea…
Experimental investigations of local stochastic resistive switching in yttria stabilized zirconia film on a conductive substrate
We report on the results of the experimental investigations of the local resistive switching (RS) in the contact of a conductive atomic force microscope (CAFM) probe to a nanometer-thick yttria stabilized zirconia (YSZ) film on a conductive substrate under a Gaussian noise voltage applied between the probe and the substrate. The virtual memristor was found to switch randomly between the low resistance state and the high resistance state as a random telegraph signal (RTS). The potential profile of the virtual memristor calculated from its response to the Gaussian white noise shows two local minima, which is peculiar of a bistable nonlinear system.
Harmony perception and regularity of spike trains in a simple auditory model
A probabilistic approach for investigating the phenomena of dissonance and consonance in a simple auditory sensory model, composed by two sensory neurons and one interneuron, is presented. We calculated the interneuron’s firing statistics, that is the interspike interval statistics of the spike train at the output of the interneuron, for consonant and dissonant inputs in the presence of additional "noise", representing random signals from other, nearby neurons and from the environment. We find that blurry interspike interval distributions (ISIDs) characterize dissonant accords, while quite regular ISIDs characterize consonant accords. The informational entropy of the non-Markov spike train …
Regularity of Spike Trains and Harmony Perception in a Model of the Auditory System
Spike train regularity of the noisy neural auditory system model under the influence of two sinusoidal signals with different frequencies is investigated. For the increasing ratio m/n of the input signal frequencies (m, n are natural numbers) the linear growth of the regularity is found at the fixed difference (m - n). It is shown that the spike train regularity in the model is high for harmonious chords of input tones and low for dissonant ones.
Nonstationary distributions and relaxation times in a stochastic model of memristor
We propose a stochastic model for a memristive system by generalizing known approaches and experimental results. We validate our theoretical model by experiments carried out on a memristive device based on multilayer structure. In the framework of the proposed model we obtain the exact analytic expressions for stationary and nonstationary solutions. We analyze the equilibrium and non-equilibrium steady-state distributions of the internal state variable of the memristive system and study the influence of fluctuations on the resistive switching, including the relaxation time to the steady-state. The relaxation time shows a nonmonotonic dependence, with a minimum, on the intensity of the fluct…
New analytical approach to analyze the nonlinear regime of stochastic resonance
We propose some approximate methods to explore the nonlinear regime of the stochastic resonance phenomenon. These approximations correspond to different truncation schemes of cumulants. We compare the theoretical results for the signal power amplification, obtained by using ordinary cumulant truncation schemes, that is Gaussian and excess approximations, the modified two-state approximation with those obtained by numerical simulations of the Langevin equation describing the dynamics of the system.
Verhulst model with Lévy white noise excitation
The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Levy process we study the nonlinear relaxation of the population density for three cases of white non-Gaussian noise: (i) shot noise, (ii) noise with a probability density of increments expressed in terms of Gamma function, and (iii) Cauchy stable noise. We obtain exact results for the probability distribution of the population density in all cases, and for Cauchy stable noise the exact expression of the nonlinear relaxation time is derived. Moreover starting from an initial delta function distribution, we find a transition induc…
Stochastic acceleration in generalized squared Bessel processes
We analyze the time behavior of generalized squared Bessel processes, which are useful for modeling the relevant scales of stochastic acceleration problems. These nonstationary stochastic processes obey a Langevin equation with a non-Gaussian multiplicative noise. We obtain the long-time asymptotic behavior of the probability density function for non-Gaussian white and colored noise sources. We find that the functional form of the probability density functions is independent of the statistics of the noise source considered. Theoretical results are in good agreement with those obtained by numerical simulations of the Langevin equation with pulse noise sources.
Stability in a System subject to Noise with Regulated Periodicity
The stability of a simple dynamical system subject to multiplicative one-side pulse noise with hidden periodicity is investigated both analytically and numerically. The stability analysis is based on the exact result for the characteristic functional of the renewal pulse process. The influence of the memory effects on the stability condition is analyzed for two cases: (i) the dead-time-distorted poissonian process, and (ii) the renewal process with Pareto distribution. We show that, for fixed noise intensity, the system can be stable when the noise is characterized by high periodicity and unstable at low periodicity.
Noise Enhanced Stability in Fluctuating Metastable States
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average lifetime as a function of the potential parameters and the noise intensity. Our result is valid for arbitrary white noise intensity and for arbitrary fluctuation rate of the potential. We find noise enhanced stability phenomenon in the system investigated: the average lifetime of the metastable state is greater than the time obtained in the absence of additive white noise. We obtain the parameter region of the fluctuating potential where the effect can be o…