Chang Su Ryu

Reentrant transitions in globally coupled active rotators with multiplicative and additive noises

Abstract We study the nonequilibrium phenomena in globally coupled active rotators with multiplicative and additive noises. It is shown that at a critical value of the multiplicative noise intensity the system undergoes noise-induced transition from a one-cluster state to a two-cluster state. Additive noise suppresses the effect of the multiplicative noise on the system, increasing the critical value of the multiplicative noise intensity. The system shows a reentrant transition at intermediate additive noise intensity.

Nonequilibrium phenomena in a phase model subject to parametric fluctuations and thermal noise

Abstract Nonequilibrium phenomena are studied both analytically and numerically in a phase model subject to parametric fluctuations and thermal noise. When the thermal noise is absent, the stationary probability density is found analytically for a vanishing intrinsic frequency. We show that the system undergoes a noise-induced phase transition. The stationary current is also calculated to show the fluctuation induced resonant behavior. The fluctuating force in the phase model is also shown to bring about nonequilibrium phenomena.

Bifurcation of Locked States in Stochastic Systems

A stochastic system with a vanishing diffusion at deterministic fixed points is analytically studied. Above the critical noise intensity, the noise stabilizes the deterministic unstable fixed points. The system is locked at one of the deterministic stable or unstable fixed points with probabilities which depend on the noise intensity and an initial condition. An example is studied numerically showing the bifurcation of locked states.

THE FOKKER-PLANCK EQUATION FOR ARBITRARY NONLINEAR NOISE

Abstract We present the Fokker-Planck equation for arbitrary nonlinear noise terms. The white noise limit is taken as the zero correlation time limit of the Ornstein-Uhlenbeck process. The drift and diffusion coefficients of the Fokker-Planck equation are given by triple integrals of the fluctuations. We apply the Fokker-Planck equation to the active rotator model with a fluctuating potential barrier which depends nonlinearly on an additive noise. We show that the nonlinearity may be transformed into the correlation of linear noise terms.