Numerical method for solving stochastic differential equations with Poissonian white shot noise

Periodic potential can enormously boost free-particle transport induced by active fluctuations

Active fluctuations are detected in a growing number of systems due to self-propulsion mechanisms or collisions with an active environment. They drive the system far from equilibrium and can induce phenomena that are forbidden at equilibrium states by, e.g., fluctuation-dissipation relations and detailed balance symmetry. Understanding their role in living matter is emerging as a challenge for physics. Here we demonstrate a paradoxical effect in which a free-particle transport induced by active fluctuations can be boosted by many orders of magnitude when the particle is additionally subjected to a periodic potential. In contrast, within the realm of only thermal fluctuations, the velocity of a free particle exposed to a bias is reduced when the periodic potential is switched on. The presented mechanism is significant for understanding nonequilibrium environments such as living cells, where it can explain from a fundamental point of view why spatially periodic structures known as microtubules are necessary to generate impressively effective intracellular transport. Our findings can be readily corroborated experimentally, e.g., in a setup comprising a colloidal particle in an optically generated periodic potential.

Nonequilibrium Langevin dynamics: A demonstration study of shear flow fluctuations in a simple fluid

The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

Probability characteristics of nonlinear dynamical systems driven by δ-pulse noise

For a nonlinear dynamical system described by the first-order differential equation with Poisson white noise having exponentially distributed amplitudes of δ pulses, some exact results for the stationary probability density function are derived from the Kolmogorov-Feller equation using the inverse differential operator. Specifically, we examine the "effect of normalization" of non-Gaussian noise by a linear system and the steady-state probability density function of particle velocity in the medium with Coulomb friction. Next, the general formulas for the probability distribution of the system perturbed by a non-Poisson δ-pulse train are derived using an analysis of system trajectories between stimuli. As an example, overdamped particle motion in the bistable quadratic-cubic potential under the action of the periodic δ-pulse train is analyzed in detail. The probability density function and the mean value of the particle position together with average characteristics of the first switching time from one stable state to another are found in the framework of the fast relaxation approximation.

Control of decoherence with no control

A common philosophy in control theory is the control of disorder by order. Control of decoherence is no exception; strategies aimed at suppressing quantum decoherence adopt this point of view. Here we predict an anomalous phenomenon in open quantum systems-control of disorder by (even more) disorder. It is shown that suppression of decoherence can be achieved using the most disordered white noise field, specifically a white Poissonian noise field. This phenomenon seems to be another anomaly in quantum mechanics and may offer a new strategy in quantum control practices.

Numerical solution of stochastic differential equations with Poisson and Lévy white noise

A fixed time step method is developed for integrating stochastic differential equations (SDE's) with Poisson white noise (PWN) and Lévy white noise (LWN). The method for integrating SDE's with PWN has the same structure as that proposed by Kim [Phys. Rev. E 76, 011109 (2007)], but is established by using different arguments. The integration of SDE's with LWN is based on a representation of Lévy processes by sums of scaled Brownian motions and compound Poisson processes. It is shown that the numerical solutions of SDE's with PWN and LWN converge weakly to the exact solutions of these equations, so that they can be used to estimate not only marginal properties but also distributions of functionals of the exact solutions. Numerical examples are used to demonstrate the applications and the accuracy of the proposed integration algorithms.

Steady-state work fluctuations of a dragged particle under external and thermal noise

We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium steady state. PSN generalizes the usual Gaussian noise and can be considered to be a paradigm of external noise, where fluctuation and dissipation originate from physically independent mechanisms. We consider two scenarios: (i) the noise is given purely by PSN and (ii) in addition to PSN the particle is subject to white Gaussian noise. In both cases we derive exact expressions for the large deviation form of the work distribution, which are characterized by the time scales of the system. We show that the usual steady-state fluctuation theorem does not apply in our model and that in a certain parameter regime large negative work fluctuations are more likely to occur than the corresponding positive ones, though the average work is always positive.