We study the long-time dynamics in non-Markovian single-population stochastic models, where one or more reactions are modelled as a stochastic process with a fat-tailed non-exponential distribution of waiting times, mimicking long-term memory. We focus on three prototypical examples: genetic switching, population establishment and population extinction, all with non-exponential production rates. The system is studied in two regimes. In the first, the distribution of waiting times has a finite mean. Here, the system approaches a (quasi)stationary steady state at long times, and we develop a general WKB approach for these non-Markovian systems. We derive explicit results for the mean population size and mean escape time from the metastable state of the stochastic dynamics. In this realm, we reveal that for sufficiently strong memory, a memory-induced (meta)stable state can emerge in the system. In the second regime, the waiting time distribution is assumed to have an infinite mean. Here, for bistable systems we find two distinct scaling regimes, separated by an exponentially long time which may strongly depend on the initial conditions of the system.
Based on a simple microscopic model where the bath is in a non-equilibrium state we study the escape from a metastable state in the over-damped limit. Making use of Fokker-Planck-Smoluchowski description we derive the time dependent escape rate in the non-stationary regime in closed analytical form which brings on to fore a strong non-exponential kinetic of the system mode.
Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we solve numerically for a model case. We discuss two approximations of the MFPT, one of which works remarkably well over a wide range of loading rates, while the second is easy to calculate and can provide a valuable first estimate.
We compare the thermal escape rates of a Brownian particle, initially trapped into one of the two wells of an asymmetric double-well potential, for thermal Markovian and non-Markovian noise. The Markovian treatment of this problem goes originally back to the studies of Kramers in 1940 and is therefore often referred to as "Kramers's escape rate problem". We solve the generalized Langevin equation for the trajectories of the particles numerically and analytically for both limiting cases, Markovian and non-Markovian thermal noise. We compute the escape rate and work out the fundamental differenc…
We propose generalization of escape rate from a metastable state for externally driven correlated noise processes in one dimension. In addition to the internal non-Markovian thermal fluctuations, the external correlated noise processes we consider are Gaussian, stationary in nature and are of Ornstein-Uhlenbeck type. Based on a Fokker-Planck description of the effective noise processes with finite memory we derive the generalized escape rate from a metastable state in the moderate to large damping limit and investigate the effect of degree of correlation on the resulting rate. Comparison of th…
Based on a system-reservoir model, where the reservoir is driven by an external stationary, Gaussian noise with arbitrary decaying correlation function, we study the escape rate from a metastable state in the energy diffusion regime. For the open system we derive the Fokker-Planck equation in the energy space and subsequently calculate the generalized non-Markovian escape rate from a metastable well in the energy diffusion domain. By considering the dynamics in a model cubic potential we show that the results obtained from numerical simulation are in good agreement with the theoretical predict…
We provide a complete solution of the problems of the probability distribution and the escape rate in Poisson-noise driven systems. It includes both the exponents and the prefactors. The analysis refers to an overdamped particle in a potential well. The results apply for an arbitrary average rate of noise pulses, from slow pulse rates, where the noise acts on the system as strongly non-Gaussian, to high pulse rates, where the noise acts as effectively Gaussian.
A correlation between two noise processes driving the thermally activated particles in a symmetric triple well potential, may cause a symmetry breaking and a difference in relative stability of the two side wells with respect to the middle one. This leads to an asymmetric localization of population and splitting of Kramers' rate of escape from the middle well, ensuring a preferential distribution of the products in the course of a parallel reaction.
We study thermal instability and formation of local hot spots in a driven nonlinear NbN superconducting microwave resonator. White noise injected into the resonator results in transitions between the metastable states via a process consisting of two stages. In the first stage, the input noise entering the system induces fluctuations in the resonator mode. While, in the second one, these mode fluctuations result in phase transitions of the hot spot due to induced temperature fluctuations. The associated noise-activated escape rate is calculated theoretically, and also measured experimentally by…
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating metastable potential we obtain the mean first-passage time (MFPT) as a function of the potential parameters, the noise intensity and the mean rate of switchings of the dichotomous noise. We find noise enhanced stability (NES) phenomenon in the system investigated and the parameter region of the fluctuating potential where the effect can be observed. For the…
Majorana bosons, that is, tight bosonic analogs of the Majorana fermionic quasiparticles of condensed matter physics, are forbidden for gapped free bosonic matter within a standard Hamiltonian scenario. We show how the interplay between dynamical metastability and nontrivial bulk topology makes their emergence possible in noninteracting bosonic chains undergoing Markovian dissipation. This leads to a distinctive form of topological metastability, whereby a conserved Majorana boson localized on one edge is paired, in general, with a symmetry generator localized on the opposite edge. We argue th…
We develop a quantum Smoluchowski equation in terms of a true probability distribution function to describe quantum Brownian motion in configuration space in large friction limit at arbitrary temperature and derive the rate of barrier crossing and tunneling within an unified scheme. The present treatment is independent of path integral formalism and is based on canonical quantization procedure.
We study the noise-driven escape of active Brownian particles (ABPs) and run-and-tumble particles (RTPs) from confining potentials. In the small noise limit, we provide an exact expression for the escape rate in term of a variational problem in any dimension. For RTPs in one dimension, we obtain an explicit solution, including the first sub-leading correction. In two dimensions we solve the escape from a quadratic well for both RTPs and ABPs. In contrast to the equilibrium problem we find that the escape rate depends explicitly on the full shape of the potential barrier, and not only on its he…
We present a study of the escape time from a metastable state in the presence of colored noise, generated by Ornstein-Uhlenbeck process. We analyze the role of the correlated noise and of unstable initial conditions of an overdamped Brownian particle on the enhancement of the average escape time as a function of the noise intensity. We observe the noise enhanced stability (NES) effect for all the initial unstable states and for all values of the correlation time $τ_c$ investigated. We can distinguish two dynamical regimes characterized by: (a) a weak correlated noise and (b) a strong correlate…
Non-Gaussian noise influences many complex out-of-equilibrium systems on a wide range of scales such as quantum devices, active and living matter, and financial markets. Despite the ubiquitous nature of non-Gaussian noise, its effect on activated transitions between metastable states has so far not been understood in generality, notwithstanding prior work focusing on specific noise types and scaling regimes. Here, we present a unified framework for a general class of non-Gaussian noise, which we take as any finite-intensity noise with independent and stationary increments. Our framework identi…
We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with multiplicative noise processes, we have investigated the Kramers' theory for activated rate processes in a nonequilibrium open system (one-dimensional in nature) driven by two external cross-correlated noise processes which are Gaussian, stationary and delta correlated. Based on the Fokker-Planck description in phase space, we then derive the escape rate from…
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system, capturing the color of the noise by effective and time-dependent boundary conditions. We apply the formalism to a model of the excitability of neuronal membranes, the leaky integrate-and-fire neuron model, revealing an analytical expression for the linear response of the system valid up to moderate frequencies. The closed form analytical expression enables the cha…
Normally, quantum fluctuations enhance the escape from metastable states in the presence of dissipation. Here we show that dissipation can enhance the stability of a quantum metastable system, consisting of a particle moving in a strongly asymmetric double well potential, interacting with a thermal bath. We find that the escape time from the metastable state has a nonmonotonic behavior versus the system-bath coupling and the temperature, producing a stabilizing effect.
We consider escape from a metastable state of a nonlinear oscillator driven close to triple its eigenfrequency. The oscillator can have three stable states of period-3 vibrations and a zero-amplitude state. Because of the symmetry of period-tripling, the zero-amplitude state remains stable as the driving increases. However, it becomes shallow in the sense that the rate of escape from this state exponentially increases, while the system still lacks detailed balance. We find the escape rate and show how it scales with the parameters of the oscillator and the driving. The results facilitate using…
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a scaling relation between the spatial and temporal correlation lengths. In this regime, a Fokker-Planck equation is derived by expanding the trajectory around the systematic motion and the non-Markovian nature amounts to the systematic reduction of the potential. For a system with the potential barrier, this fact leads to the renormalization of both the barr…
In this article we address the problem of quantum tunneling of a non-Markovian Brownian particle away from thermal equilibrium. We calculate the Kramers escape rate at low temperature (including the zero temperature case) in the Smoluchowski limit (strong friction regime). Our main findings are: (i) our quantum escape rate is valid far from the thermal equilibrium and is non-Markovian, but it becomes Markovian as the correlation time vanishes; (ii) at thermodynamic equilibrium we obtain a non-Markovian quantum rate that predicts a superfluidity phenomenon in the Markovian limit at low and zero…
Resonant activation is an effect of a noise-induced escape over a modulated potential barrier. The modulation of a energy landscape facilitates the escape kinetics and makes it optimal as measured by the mean first passage time. A canonical example of resonant activation is a Brownian particle moving in a time-dependent potential under action of Gaussian white noise. Resonant activation is observed not only in typical Markovian-Gaussian systems but also in far from equilibrium and far from Markovianity regimes. We demonstrate that using an alternative to the mean first passage time, robust mea…
Based on the dynamical quantization method we derive a quantum phase-space non-Markovian Smoluchowski equation describing the non-inertial Brownian motion of a harmonic oscillator immersed in a generic environment. In the long-time regime we investigate the tunneling phenomenon by evaluating the quantum Kramers escape rate of a Brownian particle over a potential barrier. As far as a quantum thermal reservoir is concerned, it is found that our steady quantum Kramers rate may depend upon no friction constant in the strong friction domain. This preposterous feature may suggest the existence of no…
Noise-induced escape from a metastable state of a dynamical system is studied close to a saddle-node bifurcation point, but in the region where the system remains underdamped. The activation energy of escape scales as a power of the distance to the bifurcation point. We find two types of scaling and the corresponding critical exponents.
We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing boundary conditions. The approach uses two boundary layers flanking an interior region; most of the probability is concentrated within the boundary layer near the metastable point of the potential and particles transit the interior region before exiting the domain through the other boundary layer, which is near the unstable maximal point of the potential. The d…
We analyze the behavior of a Brownian particle moving in a double-well potential. The escape probability of this particle over the potential barrier from a metastable state toward another state is known as the Kramers problem. In this work we generalize Kramers' rate theory to the case of an environment always out of thermodynamic equilibrium reckoning with non-Markovian effects.
We show that an appropriately defined fluctuation-dissipation theorem, connecting generalized susceptibilities and time correlation functions, is valid for times shorter than the nucleation time of the metastable state of Markovian systems satisfying detailed balance. This is done by assuming that such systems can be described by a superposition of the ground and first excited states of the master equation. We corroborate our results numerically for the metastable states of a two-dimensional Ising model.
We compute annihilation rates of metastable magnetic skyrmions using a form of Langer's theory in the intermediate-to-high damping (IHD) regime. For a Néel skyrmion, a Bloch skyrmion, and an antiskyrmion, we look at two possible paths to annihilation: collapse and escape through a boundary. We also study the effects of a curved vs. a flat boundary, a second skyrmion and a non-magnetic defect. We find that the skyrmion's internal modes play a dominant role in the thermally activated transitions compared to the spin-wave excitations and that the relative contribution of internal modes depends on…
The rate of noise-induced escape from a metastable state of a periodically modulated overdamped system is found for an arbitrary modulation amplitude $A$. The instantaneous escape rate displays peaks that vary with the modulation from Gaussian to strongly asymmetric. The prefactor $ν$ in the period-averaged escape rate depends on $A$ nonmonotonically. Near the bifurcation amplitude $A_c$ it scales as $ν\propto (A_c-A)^ζ$. We identify three scaling regimes, with $ζ= 1/4, -1$, and 1/2.
We review the problem of the noise activated escape from a metastable state in the presence of non-Gaussian noise, and present connections between various theoretical approaches. We also respond to criticism of our work by Tomáš Novotný [arXiv:0807.0387] concerning the weak damping limit. The discrepancy between our results is linked to uncontrolled approximations made by Novotný.
We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are evaluated explicitly for the situation of a sinusoidally driven, damped particle with inertia moving in a metastable, piecewise parabolic potential. A comparison with data from Monte-Carlo simulations yields a very good agreement with our analytic results over a wide parameter range.
We report a direct experimental observation and provide a theory of the distribution of trajectories along which a fluctuating system moves over a potential barrier in escape from a metastable state. The experimental results are obtained for a semiconductor laser with optical feedback. The distribution of paths displays a distinct peak, which shows how the escaping system is most likely to move. We argue that the specific features of this distribution may give an insight into the nature of dropout events in lasers.
The diffusive non-Markovian motion over a single-well potential barrier in the presence of a weak sinusoidal time-modulation is studied. We found non-monotonic dependence of the mean escape time from the barrier on a frequency of the periodic modulation that is character to the stochastic resonance phenomenon. The resonant acceleration of diffusion over the barrier occurs at the frequency inversely proportional to the mean first-passage time for the motion in the absence of the time-modulation.
We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition and on the memory parameter $p$. At a critical value $p_c^{(1)}=1/2$ where memory effects vanish there is a transition from a weakly localized regime (where the walker returns to its starting point) to an escape regime. Inside the escape regime there is a second critical value where the random walk becomes superdiffusive. The probability distribution is shown…
Ergodicity-breaking and slow relaxation are intriguing aspects of nonequilibrium dynamics both in classical and in quantum settings. These phenomena are typically associated with phase transitions, e.g. the emergence of metastable regimes near a first-order transition or scaling dynamics in the vicinity of critical points. Despite being of fundamental interest the associated divergent time scales are a hindrance when trying to explore steady-state properties. Here we show that the relaxation dynamics of Markovian open quantum systems can be accelerated exponentially by devising an optimal unit…
Momentum-space representation renders an interesting perspective to theory of large fluctuations in populations undergoing Markovian stochastic gain-loss processes. This representation is obtained when the master equation for the probability distribution of the population size is transformed into an evolution equation for the probability generating function. Spectral decomposition then brings about an eigenvalue problem for a non-Hermitian linear differential operator. The ground-state eigenmode encodes the stationary distribution of the population size. For long-lived metastable populations w…
We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of the mean first passage time through a potential barrier and on the behavior of the mean growth rate coefficient as a function of the noise intensity. We observe the noise enhanced stability effect for all the initial unstable states used, and for all values of the correlation time $τ_c$ investigated. We can distinguish two dynamical regimes characterized by we…
We present a study of the noise driven escape of an overdamped Brownian particle moving in a cubic potential profile with a metastable state. We analyze the role of the initial conditions of the particle on the enhancement of the average escape time as a function of the noise intensity for fixed and fluctuating potentials. We observe the noise enhanced stability effect for all the initial unstable states investigated. For a fixed potential we find a peculiar initial condition $x_c$ which separates the set of the initial unstable states in two regions: those which give rise to divergences from …
The rate of metastable decay in nonequilibrium systems is expected to display scaling behavior: i.e., the logarithm of the decay rate should scale as a power of the distance to a bifurcation point where the metastable state disappears. Recently such behavior was observed and some of the earlier predicted exponents were found in experiments on several types of systems described by a model of a modulated oscillator. Here we establish the range where different scaling behavior is displayed and show how the crossover between different types of scaling occurs. The analysis is done for a nonlinear o…
We experimentally investigate the escape from a metastable state over a fluctuating barrier of a physical system. The system is switching between two states under electronic control of a dichotomous noise. We measure the escape time and its probability density function as a function of the correlation rate of the dichotomous noise in a frequency interval spanning more than 4 frequency decades. We observe resonant activation, namely a minimum of the average escape time as a function of the correlation rate. We detect two regimes in the study of the shape of the escape time probability distribut…
Rare transitions between long-lived metastable states underlie a great variety of physical, chemical and biological processes. Our quantitative understanding of reactive mechanisms has been driven forward by the insights of transition state theory. In particular, the dynamic framework developed by Kramers marks an outstanding milestone for the field. Its predictions, however, do not apply to systems driven by non-conservative forces or correlated noise histories. An important class of such systems are active particles, prominent in both biology and nanotechnology. Here, we trap a silica nanopa…
School of Chemistry, Tel Aviv University（特拉维夫大学化学学院）；The Institute of Mathematical Sciences（数学科学研究所）；Homi Bhabha National Institute（霍米·巴巴国家研究所）；University of Haifa（海法大学）
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and multiplicative noise and construct the corresponding Fokker-Planck equation, valid for short correlation time, with space dependent diffusion coefficient to study the escape rate from a metastable state in the moderate to large damping regime. By considering the dynamics in a model cubic potential we analyze the result numerically which are in good agreemen…
We evaluate the steady-state distribution and escape rate for an Active Ornstein-Uhlenbeck Particle (AOUP) using methods from the theory of large deviations. The calculation is carried out both for small and large memory times of the active force in one-dimension. We compare our results to those obtained in the literature about colored noise processes, and we emphasize their relevance for the field of active matter. In particular, we stress that contrary to equilibrium particles, the invariant measure of such an active particle is a non-local function of the potential. This fact has many inter…
We study the extreme long-time behavior of the metastable phase of the three-dimensional Ising model with Glauber dynamics in an applied magnetic field and at a temperature below the critical temperature. For these simulations we use the advanced simulation method of projective dynamics. The algorithm is described in detail, together with its application to the escape from the metastable state. Our results for the field dependence of the metastable lifetime are in good agreement with theoretical expectations and span more than fifty decades in time.
By generalising concepts from classical stochastic dynamics, we establish the basis for a theory of metastability in Markovian open quantum systems. Partial relaxation into long-lived metastable states - distinct from the asymptotic stationary state - is a manifestation of a separation of timescales due to a splitting in the spectrum of the generator of the dynamics. We show here how to exploit this spectral structure to obtain a low dimensional approximation to the dynamics in terms of motion in a manifold of metastable states constructed from the low-lying eigenmatrices of the generator. We …
Inferring intermediate states by leveraging the many-body Arrhenius law
The Institute of Mathematical Sciences（数学科学研究所）；Homi Bhabha National Institute（霍米·巴巴国立研究所）；University of Haifa at Oranim（奥拉尼姆海法大学）；University of Haifa（海法大学）
We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between successive iterates of the process can result in probability leaking out of the unit interval, despite the fact that the noise is multiplicative and vanishes at the boundaries. By including higher-order terms in the mesoscopic expansion, we are able to capture the non-Gaussian nature of the noise distribution near the boundaries, but this does not preclude …
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete Markovian process characterized by time dependent rates. Apart from the occupation probabilities, so-called specific probability densities and localizing functions can be associated to each metastable state. Together, these three sets of functions uniquely characterize the large time dynamics of the conditional probability density of the original process. Exact equa…
We study the barrier crossing of a particle driven by white symmetric Levy noise of index $α$ and intensity $DD for three different generic types of potentials: (a) a bistable potential; (b) a metastable potential; and (c) a truncated harmonic potential. For the low noise intensity regime we recover the previously proposed algebraic dependence on $D$ of the characteristic escape time, $T_{\mathrm{esc}}\simeq C(α)/D^{μ(α)}$, where $C(α)$ is a coefficient. It is shown that the exponent $μ(α)$ remains approximately constant, $μ\approx 1$ for $0<α<2$; at $α=2$ the power-law form of $T_{\mathrm{esc…
The purpose of this work is to propose a non-Markovian and nonlinear model of subdiffusive transport that involves adhesion affects the cells escape rates form position x, with chemotaxis. This leads the escape rates to be dependent on the particles density at the neighbours as well as the chemotactic gradient. We systematically derive subdiffusive fractional master equation, then we consider the diffusive limit of the fractional master equation. We finally solve the resulted fractional subdiffusive master equation stationery and analyse the role of adhesion in the resulted stationary density.
On the basis of the dynamical-quantization approach to open quantum systems, we can derive a non-Markovian Caldeira-Leggett quantum master equation as well as a non-Markovian quantum Smoluchowski equation in phase space. On the one hand, we solve our Caldeira-Leggett equation for the case of a quantum Brownian particle in a gravitational field. On the other hand, we solve our quantum Smoluchowski equation for a harmonic oscillator. In both physical situations we come up with the existence of a non-equilibrium thermal quantum force. Further, as a physical application of our quantum Smoluchowski…
We study the collective escape dynamics of a chain of coupled, weakly damped nonlinear oscillators from a metastable state over a barrier when driven by a thermal heat bath in combination with a weak, globally acting periodic perturbation. Optimal parameter choices are identified that lead to a drastic enhancement of escape rates as compared to a pure noise-assisted situation. We elucidate the speed-up of escape in the driven Langevin dynamics by showing that the time-periodic external field in combination with the thermal fluctuations triggers an instability mechanism of the stationary homoge…
This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of FP equations for the various $n$-time joint distribution functions. Here we present a novel approach to close the hierarchy at the one-time level based on a linearization of the deterministic forces in all members of the hierarchy starting from the second one. This leads to a closed equation for the one-time probability density in the steady state. Consideri…
