Issue |
EPL
Volume 84, Number 3, November 2008
|
|
---|---|---|
Article Number | 34003 | |
Number of page(s) | 6 | |
Section | Electromagnetism, Optics, Acoustics, Heat Transfer, Classical Mechanics, and Fluid Dynamics | |
DOI | https://doi.org/10.1209/0295-5075/84/34003 | |
Published online | 28 October 2008 |
Additive noise may change the stability of nonlinear systems
INRIA CR Nancy - Grand Est, CS20101 - 54603 Villers-les-Nancy Cedex, France, EU
Corresponding author: axel.hutt@loria.fr
Received:
23
May
2008
Accepted:
24
September
2008
The present work studies the effect of additive noise on two high-dimensional systems. The first system under study is two-dimensional, evolves close to the deterministic stability threshold and exhibits an additive noise-induced shift of the control parameter when driving one variable by uncorrelated Gaussian noise. After a detailed analytical and numerical study of this effect, the work further focusses on the extended Swift-Hohenberg equation subjected to global noise, i.e. noise constant in space and uncorrelated in time. This spatial system generalizes the two-dimensional system and thus reveals phase transitions induced by additive global noise. Numerical studies confirm this effect. Further closer investigations reveal that the occurence of the noise-induced shift is subjected to the model nonlinearity and the shifts sign depends on the sign of the nonlinearity prefactors.
PACS: 47.54.-r – Pattern selection; pattern formation / 02.50.Ey – Stochastic processes / 05.40.-a – Fluctuation phenomena, random processes, noise, and Brownian motion
© EPLA, 2008
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