We consider a network of N noisy bistable elements with global time-delayed couplings. In a two-state description, where elements are represented by Ising spins, the collective dynamics is described by an infinite hierarchy of coupled master equations which was solved at the mean-field level in the thermodynamic limit. For a finite number of elements, an analytical description was deemed so far intractable and numerical studies seemed to be necessary. In this paper we consider the case of two interacting elements and show that a partial analytical description of the stationary state is possible if the stochastic process is time-symmetric. This requires some relationship between the transition rates to be satisfied.
We study theoretically a bistable systems with time-delayed feedback driven by weak periodic force. The effective potential function and the steady-state probability density are derived. The delay time and the strength of its feedback can change the shapes of the potential wells. In the adiabatic approximation, the signal-to-noise ratio (SNR) of the system with a weak periodic force is obtained. The time-delayed feedback modulates the magnitude of SNR by changing the shape of the potential and the effective strength of signal. The maximum of SNR decreases with increasing the feedback intensity…
The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates multi-stability. That is, for a strong enough positive feedback it exhibits a non-zero stationary mean field and a variety of stable oscillatory mean field states are accessible for positive and negative feedback. The regularity of the oscillatory states is maximal for a certain noise level, i.e., the system demonstrates coherence resonance. While away from…
The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a dichotomous model. We find that for a strong enough positive feedback the system undergoes a phase transition and adopts a non-zero stationary mean field. A variety of coexisting oscillatory mean field states are found for positive and negative couplings. The magnitude of the oscillatory states is maximal for a certain noise temperature, i.e., the system demonstra…
The dissipative dynamics of a quantum bistable system coupled to a Ohmic heat bath is investigated beyond the spin-boson approximation. Within the path-integral approach to quantum dissipation, we propose an approximation scheme which exploits the separation of time scales between intra- and interwell (tunneling) dynamics. The resulting generalized master equation for the populations in a space localized basis enables us to investigate a wide range of temperatures and system-environment coupling strengths. A phase diagram in the coupling-temperature space is provided to give a comprehensive ac…
A stochastic system where bistability is caused by noise has been recently investigated by Biancalani et al. (PRL 112:038101, 2014). They have computed the mean switching time for such a system using a continuous Fokker-Planck equation derived from the Taylor expansion of the Master equation to estimate the parameter of such a system from experiment. In this article, we provide the exact solution for the full discrete system without resorting to continuous approximation and obtain the expression for the mean switching time. We further extend this investigation by solving exactly the Master equ…
Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with transition rates depending on the earlier state of the system. In this two-state approximation, we found analytical formulae for the autocorrelation function, the power spectrum, and the linear response to a periodic perturbation. They show very good agreement with direct numerical simulations of the original Langevin equation. The power spectrum has a pronounced…
The thermodynamics of stochastic non-Markovian systems is still widely unexplored. We present an analytical approach for the net steady-state heat flux in nonlinear overdamped systems subject to a continuous feedback force with a discrete time delay. We show that the feedback inevitably leads to a finite heat flow even for vanishingly small delay times. Application to an exemplary (bistable) system reveals that the feedback induces heating as well as cooling regimes and leads to a maximum of the medium entropy production at coherence resonance conditions.
Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian approximation as well as (2) a dichotomous model. The system demonstrates ordering phase transitions and multi-stability. That is, for a strong enough feedback it exhibits nontrivial stationary states and oscillatory states whose frequencies depend only on the mean of the time delay distribution function. Other observed dynamical phenomena include coherence resonance a…
We study a dynamical phase transition in optical bistable systems subject to a time-periodic driving field. The phase transition occurs in the structure of limit cycle as a function of the frequency of the driving field. In the thermodynamic limit, a single limit cycle is divided into two separated limit cycles at the transition point. In finite-size systems, however, there is always a single limit cycle due to the quantum tunneling effect. We use a Floquet dissipative map, which is a time-evolution operator over one period in a dynamics given by a quantum master equation, and discuss the deca…
Experimental evidence of an absorbing phase transition, so far associated with spatio-temporal dynamics is provided in a purely temporal optical system. A bistable semiconductor laser, with long-delayed opto-electronic feedback and multiplicative noise shows the peculiar features of a critical phenomenon belonging to the directed percolation universality class. The numerical study of a simple, effective model provides accurate estimates of the transition critical exponents, in agreement with both theory and our experiment. This result pushes forward an hard equivalence of non-trivial stochasti…
For stochastic systems with discrete time delay, the Fokker-Planck equation (FPE) of the one-time probability density function (PDF) does not provide a complete, self-contained probabilistic description. It explicitly involves the two-time PDF, and represents, in fact, only the first member of an infinite hierarchy. We here introduce a new approach to obtain a Fokker-Planck description by using a Markovian embedding technique and a subsequent limiting procedure. On this way, we find a closed, complete FPE in an infinite-dimensional space, from which one can derive a hierarchy of FPEs. While th…
We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. W…
We implement continued-fraction techniques to solve exactly quantum master equations for a spin with arbitrary S coupled to a (bosonic) thermal bath. The full spin density matrix is obtained, so that along with relaxation and thermoactivation, coherent dynamics is included (precession, tunnel, etc.). The method is applied to study isotropic spins and spins in a bistable anisotropy potential (superparamagnets). We present examples of static response, the dynamical susceptibility including the contribution of the different relaxation modes, and of spin resonance in transverse fields.
We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained differ from others intuitively proposed and that oscillatory behavior is not possible in this system. We discuss the calculation of correlation functions in stochastic systems with delay, stressing the differences with Markovian processes. The exact results allow to clarify the interplay between stochasticity and delay.
We analyse the stochastic dynamics of a bistable system under the influence of time-delayed feedback. Assuming an asymmetric potential, we show the existence of a regime in which the systems dynamic displays excitability by calculating the relevant residence time distributions and correlation times. Experimentally we then observe this behaviour in the polarization dynamics of a vertical cavity surface emitting laser with opto-electronic feedback. Extending these observations to two-dimensional systems with dispersive coupling we finally show numerically that delay induced excitability can lead…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical generating functional describing the probability measure over all possible paths of the dynamics. We derive general expressions for the chemical Langevin equation for a broad class of non-Markovian systems with distributed delay. Exemplars of a model of gene regulation with delayed auto-inhibition and a model of epidemic spread with delayed recovery provide evi…
We study anticipated synchronization in two complex Ginzburg-Landau systems coupled in a master-slave configuration. Master and slave systems are ruled by the same autonomous function, but the slave system receives the injection from the master and is subject to a negative delayed self-feedback loop. We give evidence that the magnitude of the largest anticipation time depends on the dynamical regime where the system operates (defect turbulence, phase turbulence or bichaos) and scales with the linear autocorrelation time of the system. Moreover, we find that the largest anticipation times are o…
A network of noisy bistable elements with global time-delayed couplings is considered. A dichotomous mean field model has recently been developed describing the collective dynamics in such systems with uniform time delays near the bifurcation points. Here the theory is extended and applied to systems with nonuniform time delays. For strong enough couplings the systems exhibit delay-independent stationary states and delay-dependent oscillatory states. We find that the regions of oscillatory states in the parameter space are reduced with increasing width of the time delay distribution function; …
Chemical reaction networks offer a natural nonlinear generalisation of linear Markov jump processes on a finite state-space. In this paper, we analyse the dynamical large deviations of such models, starting from their microscopic version, the chemical master equation. By taking a large-volume limit, we show that those systems can be described by a path integral formalism over a Lagrangian functional of concentrations and chemical fluxes. This Lagrangian is dual to a Hamiltonian, whose trajectories correspond to the most likely evolution of the system given its boundary conditions. The same can…
An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for calculation of FPT in one-step processes (Van Kampen 2007) to include multistep processes where jumps are not restricted to adjacent sites. In addition, a Fokker-Planck equation (FPE) was derived from the multistep ME, assuming the continuity of the state variable. The developed approach and an FPE based approach (Gardiner 2004) were used to find the mean fi…
