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At least 109 records · Page 6Linked to original sources
PubMed1999

Nonequilibrium critical behavior in unidirectionally coupled stochastic processes.

Phase transitions from an active into an absorbing, inactive state are generically described by the critical exponents of directed percolation (DP), with upper critical dimension d(c)=4. In the framework of single-species reaction-diffusion systems, this universality class is realized by the combined processes A-->A+A, A+A-->A, and A-->0. We study a hierarchy of such DP processes for particle species A,B,..., unidirectionally coupled via the reactions A-->B, ...(with rates mu(AB),...). When the DP critical points at all levels coincide, multicritical behavior emerges, with density exponents beta(i) which are markedly reduced at each hierarchy level i> or =2. This scenario can be understood on the basis of the mean-field rate equations, which yield beta(i)=1/2(i-1) at the multicritical point. Using field-theoretic renormalization-group techniques in d=4-epsilon dimensions, we identify a new crossover exponent phi, and compute phi=1+O(epsilon(2)) in the multicritical regime (for small mu(AB)) of the second hierarchy level. In the active phase, we calculate the fluctuation correction to the density exponent on the second hierarchy level, beta(2)=1/2-epsilon/8+O(epsilon(2)). Outside the multicritical region, we discuss the crossover to ordinary DP behavior, with the density exponent beta(1)=1-epsilon/6+O(epsilon(2)). Monte Carlo simulations are then employed to confirm the crossover scenario, and to determine the values for the new scaling exponents in dimensions d< or =3, including the critical initial slip exponent. Our theory is connected to specific classes of growth processes and to certain cellular automata, and the above ideas are also applied to unidirectionally coupled pair annihilation processes. We also discuss some technical as well as conceptual problems of the loop expansion, and suggest some possible interpretations of these difficulties.

Journal Article↗
PubMed2001

Noise properties of stochastic processes and entropy production.

Based on a Fokker-Planck description of external Ornstein-Uhlenbeck noise and cross-correlated noise processes driving a dynamical system we examine the interplay of the properties of noise processes and the dissipative characteristic of the dynamical system in the steady state entropy production and flux. Our analysis is illustrated with appropriate examples.

Journal Article↗
PubMed2001

Stochastic processes with finite correlation time: modeling and application to the generalized Langevin equation.

The kangaroo process (KP) is characterized by various forms of covariance and can serve as a useful model of random noises. We discuss properties of that process for the exponential, stretched exponential, and algebraic (power-law) covariances. Then we apply the KP as a model of noise in the generalized Langevin equation and simulate solutions by a Monte Carlo method. Some results appear to be incompatible with requirements of the fluctuation-dissipation theorem because probability distributions change when the process is inserted into the equation. We demonstrate how one can construct a model of noise free of that difficulty. This form of the KP is especially suitable for physical applications.

Journal Article↗
PubMed2002

Quantification of heart rate variability by discrete nonstationary non-Markov stochastic processes.

We develop the statistical theory of discrete nonstationary non-Markov random processes in complex systems. The objective of this paper is to find the chain of finite-difference non-Markov kinetic equations for time correlation functions (TCF) in terms of nonstationary effects. The developed theory starts from careful analysis of time correlation through nonstationary dynamics of vectors of initial and final states and nonstationary normalized TCF. Using the projection operators technique we find the chain of finite-difference non-Markov kinetic equations for discrete nonstationary TCF and for the set of nonstationary discrete memory functions (MF's). The last one contains supplementary information about nonstationary properties of the complex system on the whole. Another relevant result of our theory is the construction of the set of dynamic parameters of nonstationarity, which contains some information of the nonstationarity effects. The full set of dynamic, spectral and kinetic parameters, and kinetic functions (TCF, short MF's statistical spectra of non-Markovity parameter, and statistical spectra of nonstationarity parameter) has made it possible to acquire the in-depth information about discreteness, non-Markov effects, long-range memory, and nonstationarity of the underlying processes. The developed theory is applied to analyze the long-time (Holter) series of RR intervals of human ECG's. We had two groups of patients: the healthy ones and the patients after myocardial infarction. In both groups we observed effects of fractality, standard and restricted self-organized criticality, and also a certain specific arrangement of spectral lines. The received results demonstrate that the power spectra of all orders (n=1,2, ...) MF m(n)(t) exhibit the neatly expressed fractal features. We have found out that the full sets of non-Markov, discrete and nonstationary parameters can serve as reliable and powerful means of diagnosis of the cardiovascular system states and can be used to distinguish healthy data from pathologic data.

Adolescent↗
PubMed2002

Upper bound for the time derivative of entropy for nonequilibrium stochastic processes.

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical systems in presence and absence of external forces, reveals some interesting extremal nature of the upper bound.

Journal Article↗
PubMed2002

Nonequilibrium stochastic processes: time dependence of entropy flux and entropy production.

Based on the Fokker-Planck and the entropy balance equations we have studied the relaxation of a dissipative dynamical system driven by external Ornstein-Uhlenbeck noise processes in the absence and presence of nonequilibrium constraint in terms of the thermodynamically inspired quantities such as entropy flux and entropy production. The interplay of nonequilibrium constraint, dissipation, and noise reveals some interesting extremal nature in the time dependence of entropy flux and entropy production.

Journal Article↗