Nonequilibrium distribution at finite noise intensity

Andriy Bandrivskyy; Stefano Beri; Dmitry G Luchinsky

doi:10.1117/12.488981

7 May 2003 Nonequilibrium distribution at finite noise intensity

Andriy Bandrivskyy, Stefano Beri, Dmitry G Luchinsky

Proceedings Volume 5114, Noise in Complex Systems and Stochastic Dynamics; (2003) https://doi.org/10.1117/12.488981
Event: SPIE's First International Symposium on Fluctuations and Noise, 2003, Santa Fe, New Mexico, United States

Abstract

The non-equilibrium distribution in dissipative dynamical systems with unstable limit cycle is analyzed in the next-to-leading order of the small-noise approximation of the Fokker-Planck equation. The noise-induced variations of the non-equilibrium distribution are described in terms of topological changes in the pattern of optimal paths. It is predicted that singularities in the pattern of optimal paths are shifted and cross the basin boundary in the presence of finite noise. As a result the probability distribution oscillates at the basin boundary. Theoretical predictions are in good agreement with the results of numerical solution of the Fokker-Planck equation and Monte Carlo simulations.

Citation Download Citation

Andriy Bandrivskyy, Stefano Beri, and Dmitry G Luchinsky "Nonequilibrium distribution at finite noise intensity", Proc. SPIE 5114, Noise in Complex Systems and Stochastic Dynamics, (7 May 2003); https://doi.org/10.1117/12.488981

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