Phase transitions, sharp in the thermodynamic limit, get smeared in finite systems where macroscopic order-parameter fluctuations dominate. Achieving a coherent and complete theoretical description of these fluctuations is a central challenge. We develop a general framework to quantify these finite-size effects in synchronization transitions of generic stochastic, globally-coupled nonlinear oscillators. By applying a center-manifold reduction to the nonlinear stochastic PDE for the single-oscillator distribution in finite systems, we derive a mesoscopic description that yields the complete time evolution of the order parameter in the form of a Langevin equation. In particular, this equation provides the first closed-form steady-state distribution of the order parameter, fully capturing finite-size effects. Free from integrability constraints and the celebrated Ott-Antonsen ansatz, our theory shows excellent agreement with simulations across diverse coupling functions and frequency distributions, demonstrating broad applicability. Strikingly, it surpasses recent approaches near criticality and in the incoherent phase, where finite-size fluctuations are most pronounced.
We investigate a generalized Kuramoto phase-oscillator model with Hebb-like couplings that evolve according to a stochastic differential equation on various topologies. Numerical simulations show that even with identical oscillators, there is a regime in the nearest-neighbor coupling topologies and a complex network topology where oscillators move between an in phase and anti-phase state. Phase diagrams show the transition probabilities as a function of the noise strength and rate of evolution of network coupling. A minimal theoretical model allows us to understand these transitions.
We present the simplest discrete model to date that leads to synchronization of stochastic phase-coupled oscillators. In the mean field limit, the model exhibits a Hopf bifurcation and global oscillatory behavior as coupling crosses a critical value. When coupling between units is strictly local, the model undergoes a continuous phase transition which we characterize numerically using finite-size scaling analysis. In particular, the onset of global synchrony is marked by signatures of the XY universality class, including the appropriate classical exponents $β$ and $ν$, a lower critical dimensi…
Heat fluctuations of a harmonic oscillator in contact with a thermostat and driven out of equilibrium by an external deterministic force are studied experimentally and theoretically within the context of Fluctuation Theorems. We consider the case of a periodic forcing of the oscillator, and we calculate the analytic probability density function of heat fluctuations. The limit of large time is discussed and we show that heat fluctuations satisfy the conventional fluctuation theorem, even if a different fluctuation relation exists for this quantity. Experimental results are also given for a tran…
The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is modeled by a second order Langevin equation. Both the transient and stationary state fluctuation theorems hold and the finite time corrections are very different from those of a first order Langevin equation. The periodic forcing of the oscillator is also studied; it presents new and unexpected short time convergences. Analytical expressions are given in al…
The work fluctuations of a harmonic oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally. For the work both the transient and stationary state fluctuation theorems hold. The finite time corrections are very different from those of a first order Langevin equation. The heat and work fluctuations are studied when a periodic forcing is applied to the oscillator. The importance of the choice of the ''good work'' to compute the free energy from the Jarzinsky equality is discussed.
We study analytically the probability distribution of the heat released by an ensemble of harmonic oscillators to the thermal bath, in the nonequilibrium relaxation process following a temperature quench. We focus on the asymmetry properties of the heat distribution in the nonstationary dynamics, in order to study the forms taken by the Fluctuation Theorem as the number of degrees of freedom is varied. After analysing in great detail the cases of one and two oscillators, we consider the limit of a large number of oscillators, where the behavior of fluctuations is enriched by a condensation tra…
We study work fluctuation theorems for oscillators in non-Markovian heat baths. By calculating the work distribution function for a harmonic oscillator with motion described by the generalized Langevin equation, the Jarzynski equality (JE), transient fluctuation theorem (TFT), and Crooks' theorem (CT) are shown to be exact. In addition to this derivation, numerical simulations of anharmonic oscillators indicate that the validity of these nonequilibrium theorems do not depend on the memory of the bath. We find that the JE and the CT are valid under many oscillator potentials and driving forces …
The violation of symmetry between the time series of elongation and contraction rates of phase-space point spacings is studied to examine the chaos in perturbed harmonic oscillator systems. A transition from integrability to nonintegrability is quantitatively evaluated by introducing a correlation coefficient for the degree of symmetry violation. A feature of the correlation coefficient is discussed, suggesting a possible advantage over the Lyapunov exponent. The relationship between a fluctuation property based on symmetry violation and nonintegrability is also discussed.
We re-derive the Nyquist theorem and Callen-Welton fluctuation-dissipation theorem (FDT) as a consequence of detailed balance principle applied to a harmonic oscillator. The usage of electrical notions in the beginning makes the consideration understandable for every physicists. Perhaps it is the simplest derivation of these well-known theorems in statistical physics. The classical limit is understandable as a consequence of Waterston-Herapath equipartition theorem.
We explore fluctuation relations in a periodically driven micromechanical torsional oscillator. In the linear regime where the modulation is weak, we verify that the ratio of the work variance to the mean work is constant, consistent with conventional fluctuation theorems. We then increase the amplitude of the periodic drive so that the response becomes nonlinear and two nonequilibrium oscillation states coexist. Due to interstate transitions, the work variance exhibits a peak at the driving frequency at which the occupation of the two states is equal. Moreover, the work fluctuations depend ex…
The hair bundle of sensory cells in the vertebrate ear provides an example of a noisy oscillator close to a Hopf bifurcation. The analysis of the data from both spontaneous and forced oscillations shows a strong violation of the fluctuation-dissipation theorem, revealing the presence of an underlying active process that keeps the system out of equilibrium. Nevertheless, we show that a generalized fluctuation-dissipation theorem, valid for non-equilibrium steady states, is fulfilled within the limits of our experimental accuracy and computational approximations, when the adequate conjugate degr…
With a modulated oscillator, we study several effects of quantum fluctuations far from thermal equilibrium. One of them is quantum heating, where quantum fluctuations lead to a finite-width distribution of a resonantly modulated oscillator over its quasienergy (Floquet) states. We also analyze large rare fluctuations responsible for the tail of the quasienergy distribution and switching between the states of forced vibrations. We find an observable characteristic of these fluctuations, the most probable paths followed by the quasienergy in rare events, and in particular in switching. We also e…
We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together with non equilibrium steady states. Fluctuations Relations are obtained experimentally for both the work and the heat, for the stationary and transient evolutions. A Stationary State Fluctuation Theorem is verified for the two time prescriptions of the torque. But a Transient Fluctuation Theorem is satisfied for the work given to the system but not for the heat…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic forms of the probability density function. The distribution of the work done are found to be non-Gaussian. The steady state fluctuation theorem holds only if the ratio of the variances, of the external random forcing and the thermal noise respectively, is less than 1/3. On the other hand, the transient fluctuation theorem holds (asymptotically) for all the va…
Chains of particles coupled through anharmonic interactions and subject to non-Gaussian baths can exhibit paradoxical outcomes such as heat currents flowing from colder to hotter reservoirs. Aiming to explore the role of generic non-harmonicities in mediating the contributions of non-Gaussian fluctuations to the direction of heat propagation, we consider a chain of power-law oscillators, with interaction potential $V(x) \propto |x|^α$, subject to Gaussian and Poissonian baths at its ends. Performing numerical simulations and addressing heuristic considerations, we show that a deformable potent…
The Duffing oscillator is a paradigm of bistable oscillatory motion in physics, engineering, and biology. Time series of such oscillations are often observed experimentally in a nonlinear system excited by a spontaneously fluctuating force. One is then interested in estimating effective parameter values of the stochastic Duffing model from these observations--a task that has not yielded to simple means of analysis. To this end we derive theoretical formulas for the statistics of the Duffing oscillator's time series. Expanding on our analytical results, we introduce methods of statistical infer…
Through numerical simulations of the Kuramoto equation, which displays high-dimensional dissipative chaos, we find a quantity representing the cost for maintenance of a spatially non-uniform structure that appears in the phase turbulence of chemical oscillatory waves. We call this quantity the generalized entropy production and demonstrate that its distribution function possesses a symmetry expressed by a fluctuation theorem. We also report a numerical result which suggests a relation between this generalized entropy production rate and the Kolmogorov-Sinai entropy.
We examine microscopic mechanisms for coupling stochastic oscillators so that they display similar and correlated temporal variations. Unlike oscillatory motion in deterministic dynamical systems, complete synchronization of stochastic oscillators does not occur, but appropriately defined oscillator phase variables coincide. This is illustrated in model chemical systems and genetic networks that produce oscillations in the dynamical variables, and we show that suitable coupling of different networks can result in their phase synchronization.
Biochemical reactions with oscillatory behavior play an essential role in synthetic biology at the microscopic scale. Although a robust stability theory for deterministic chemical oscillators in the macroscopic limit exists, the dynamical stability of stochastic oscillators is an object of ongoing research. The Chemical Master Equation along with kinetic Monte Carlo simulations constitute the most accurate approach to modeling microscopic systems. However, because of the challenges of solving the fully probabilistic model, most studies in stability analysis have focused on the description of e…
One notion of phase for stochastic oscillators is based on the mean return-time (MRT): a set of points represents a certain phase if the mean time to return from any point in this set to this set after one rotation is equal to the mean rotation period of the oscillator (irrespective of the starting point). For this so far only algorithmically defined phase, we derive here analytical expressions for the important class of isotropic stochastic oscillators. This allows us to evaluate cases from the literature explicitly and to study the behavior of the MRT phase in the limits of strong noise. We …
We formulate exact generalized nonequilibrium fluctuation relations for the quantum mechanical harmonic oscillator coupled to multiple harmonic baths. Each of the different baths is prepared in its own individual (in general nonthermal) state. Starting from the exact solution for the oscillator dynamics we study fluctuations of the oscillator position as well as of the energy current through the oscillator under general nonequilibrium conditions. In particular, we formulate a fluctuation-dissipation relation for the oscillator position autocorrelation function that generalizes the standard res…
We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and propagating heat for networks of nonlinear oscillators. By using the Hodge decomposition of thermodynamical forces and fluxes, we derive a formula for entropy production that generalises the notion of non-potential forces and makes trans- parent the breaking of detailed balance and of time reversal symmetry for states arbitrarily far from equilibrium. Our f…
The spontaneously oscillating hair bundle of sensory cells in the inner ear is an example of a stochastic, nonlinear oscillator driven by internal active processes. Moreover, this internal activity is adaptive -- its power input depends on the current state of the system. We study fluctuation dissipation relations in such adaptively-driven, nonequilibrium limit-cycle oscillators. We observe the expected violation of the well-known, equilibrium fluctuation-dissipation theorem (FDT), and verify the existence of a generalized fluctuation-dissipation theorem (GFDT) in the non-adaptively driven mod…
The paper presents analytical and numerical results on energetics of non-harmonic, undamped, single-well, stochastic oscillators driven by additive Gaussian white noises. Absence of damping and the action of noise are responsible for lack of stationary states in such systems. We explore properties of average kinetic, potential and total energies along with the generalized equipartition relations. It is demonstrated that in the friction-less dynamics nonequilibrium stationary states can be produced by stochastic resetting. For an appropriate resetting protocol average energies become bounded. I…
We study the dynamics of a nonlinear oscillator near the critical point where period-two vibrations are first excited with the increasing amplitude of parametric driving. Above the threshold, quantum fluctuations induce transitions between the period-two states over the quasienergy barrier. We find the effective quantum activation energies for such transitions and their scaling with the difference of the driving amplitude from its critical value. We also find the scaling of the fluctuation correlation time with the quantum noise parameters in the critical region near the threshold.
For noisy self-sustained oscillators, both reliability, stability of a response to a noisy driving, and coherence understood in the sense of constancy of oscillation frequency belong to the main characteristics. Though the both characteristics and techniques for controlling them received great attention of researchers, owing to their importance for neurons, lasers, clocks, electric generators, etc., these characteristics were previously considered separately. In this paper, strong quantitative relation between coherence and reliability is revealed for a limit cycle oscillator subject to a weak…
Universal scaling laws form one of the central issues in physics. A non-standard scaling law or a breakdown of a standard scaling law, on the other hand, can often lead to the finding of a new universality class in physical systems. Recently, we found that a statistical quantity related to fluctuations follows a non-standard scaling law with respect to system size in a synchronized state of globally coupled non-identical phase oscillators [Nishikawa et al., Chaos $\boldsymbol{22}$, 013133 (2012)]. However, it is still unclear how widely this non-standard scaling law is observed. In the present…
We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show that the system undergoes a noise-induced reentrant transition in a given range of parameters. The fixed point is stabilised when the amplitude of the noise belongs to a well-defined interval. Noisy oscillations are found outside that range, i.e., for both weaker and stronger noise.
I formulate a quantum stochastic thermodynamics for the quantum trajectories of a continuously-monitored forced harmonic oscillator coupled to a thermal reservoir. Consistent trajectory-dependent definitions are introduced for work, heat, and entropy, through engineering the thermal reservoir from a sequence of two-level systems. Within this formalism the connection between irreversibility and entropy production is analyzed and confirmed by proving a detailed fluctuation theorem for quantum trajectories. Finally, possible experimental verifications are discussed.
We study a system of two-mode stochastic oscillators coupled through their collective output. As a function of a relevant parameter four qualitatively distinct regimes of collective behavior are observed. In an extended region of the parameter space the periodicity of the collective output is enhanced by the considered coupling. This system can be used as a new model to describe synchronization-like phenomena in systems of units with two or more oscillation modes. The model can also explain how periodic dynamics can be generated by coupling largely stochastic units. Similar systems could be re…
Stationary states of overdamped anharmonic stochastic oscillators driven by Lévy noise are typically multimodal. The very same situation is recorded for an underdamped Lévy noise driven motion in single-well potentials with linear friction. Within current manuscript we relax the assumption that the friction experienced by a particle is linear. Using computer simulations, we study underdamped motion in single-well potentials in the regime of nonlinear friction. We demonstrate that it is relatively easy to observe multimodality in the velocity distribution as it is determined by the friction its…
We investigate stationary states of the linear damped stochastic oscillator driven by Lévy noises. In the long time limit kinetic and potential energies of the oscillator do not fulfill the equipartition theorem and their distributions follow the power-law asymptotics. At the same time, partition of the mechanical energy is controlled by the damping coefficient. We show that in the limit of vanishing damping a stochastic analogue of the equipartition theorem can be proposed, namely the statistical properties of potential and kinetic energies attain distributions characterized by the same width…
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical expressions for transport coefficients was found. Generalized Langevin equations and fluctuation-dissipation relations are derived for the case of a nonlinear non-Markovian noise. The explicit expressions for the time-dependent friction and diffusion coefficients are presented for the case of linear couplings in the coordinate between the collective two coupled harmon…
We study the effect of temperature on the repulsive Casimir interaction between an ideally permeable and an ideally polarizable plate {\it in vacuo}. At small separations or for low temperatures the quantum fluctuations of the electromagnetic field give the main contribution to the interaction, while at large separations or for high temperatures the interaction is dominated by the classical thermal fluctuations of the field. At intermediate separations or finite temperatures both the quantum and thermal fluctuations contribute. For a system composed of one infinitely permeable plate between tw…
Cell state determination is the outcome of intrinsically stochastic biochemical reactions. Tran- sitions between such states are studied as noise-driven escape problems in the chemical species space. Escape can occur via multiple possible multidimensional paths, with probabilities depending non-locally on the noise. Here we characterize the escape from an oscillatory biochemical state by minimizing the Freidlin-Wentzell action, deriving from it the stochastic spiral exit path from the limit cycle. We also use the minimized action to infer the escape time probability density function.
De la Cruz et al. [Phys. Rev. Lett. 120, 128102 (2018); arXiv:1705.08683] studied a noise-induced transition in an oscillating stochastic population undergoing birth- and death-type reactions. They applied the Freidlin-Wentzell WKB formalism to determine the most probable path to the noise-induced escape from a limit cycle predicted by deterministic theory, and to find the probability distribution of escape time. Here we raise a number of objections to their calculations.
We investigate the diffusion coefficient of the time integral of the Kuramoto order parameter in globally coupled nonidentical phase oscillators. This coefficient represents the deviation of the time integral of the order parameter from its mean value on the sample average. In other words, this coefficient characterizes long-term fluctuations of the order parameter. For a system of N coupled oscillators, we introduce a statistical quantity D, which denotes the product of N and the diffusion coefficient. We study the scaling law of D with respect to the system size N. In other well-known models…
We develop a framework for the general interpretation of the stochastic dynamical system near a limit cycle. Such quasi-periodic dynamics are commonly found in a variety of nonequilibrium systems, including the spontaneous oscillations of hair cells in the inner ear. We demonstrate quite generally that in the presence of noise, the phase of the limit cycle oscillator will diffuse while deviations in the directions locally orthogonal to that limit cycle will display the Lorentzian power spectrum of a damped oscillator. We identify two mechanisms by which these stochastic dynamics can acquire a …
We investigate both continuous (second-order) and discontinuous (first-order) transitions to macroscopic synchronization within a single class of discrete, stochastic (globally) phase-coupled oscillators. We provide analytical and numerical evidence that the continuity of the transition depends on the coupling coefficients and, in some nonuniform populations, on the degree of quenched disorder. Hence, in a relatively simple setting this class of models exhibits the qualitative behaviors characteristic of a variety of considerably more complicated models. In addition, we study the microscopic b…
We study noise-enhanced frequency mixing in an underdamped micromechanical torsional oscillator. The oscillator is electrostatically driven into bistability by a strong, periodic voltage at frequency $ω_d$. A second, weak ac voltage is applied at a frequency $ω$ close to $ω_d$. Due to nonlinearity in the system, vibrations occur at both $ω$ and $2ω_d-ω$. White noise is injected into the excitation, allowing the system to occasionally overcome the activation barrier and switch between the two states. At the primary drive frequency where the occupations of the two states are approximately equal,…
The question of the "physical meaning" and "origin" of the Bose-Einstein (BE) factor in the fluctuation-dissipation theorem (FDT) is often raised and this term is sometimes interpreted as originating from a real harmonic oscillator composition of the physical system. Such an interpretation, however, is not really founded. Inspired by the famous work of Caldeira and Leggett, we have been able to show that, whenever linear response theory is applicable, which is the main hypothesis under which the FDT is established, any generic bosonic and/or fermionic system at temperature $T$ can be mapped on…
We present a model of identical coupled two-state stochastic units each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling co…
We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far beyond the quantum-optical paradigm of three and four-wave mixing problems to which these techniques have so far only been applicable. To verify our method, we model a full Wigner representation for the optical parametric oscillator, a system where the correct results are well known and can be obtained by other methods.
In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the temporal correlation functions and spectral densities of their displacements, which are determined and discussed. Damped oscillators reach steady stochastic states. Their correlations are decreasing functions of the difference between the sample times and their spectra have peaks near their resonance frequencies. An undamped oscillator never reaches a steady…
Synchronization of stochastic phase-coupled oscillators is known to occur but difficult to characterize because sufficiently complete analytic work is not yet within our reach, and thorough numerical description usually defies all resources. We present a discrete model that is sufficiently simple to be characterized in meaningful detail. In the mean field limit, the model exhibits a supercritical Hopf bifurcation and global oscillatory behavior as coupling crosses a critical value. When coupling between units is strictly local, the model undergoes a continuous phase transition which we charact…
We study an underdamped oscillator with shot-noise frequency fluctuations. The oscillator spectrum is determined by the interference of the susceptibilities for different eigenfrequencies. Depending on the parameters, it has a fine structure or displays a single asymmetric peak. For nano-mechanical resonators with a fluctuating number of attached molecules, the spectrum is found in a simple analytical form. The results bear on various types of systems where the reciprocal correlation time of frequency fluctuations can be comparable to the typical frequency jumps.
A formalism is developed which describes the extent to which stochastic oscillations in biochemical models are synchronised. It is based on the calculation of the complex coherence function within the linear noise approximation. The method is illustrated on a simple example and then applied to study the synchronisation of chemical concentrations in social amoeba. The degree to which variation of rate constants in different cells and the volume of the cells affects synchronisation of the oscillations is explored, and the phase lag calculated. In all cases the analytical results are shown to be …
We extend recent results on expectation values of coherent oscillator states and SU(2) coherent states to the case of the discrete representations of su(1,1). Systematic semiclassical expansions of products of arbitrary operators are derived. In particular, the leading order of the energy uncertainty of an arbitrary Hamiltonian is found to be given purely in terms of the time dependence of the classical variables. The coherent states considered here include the Perelomov-Gilmore coherent states. As an important application we discuss the pseudoharmonic oscillator and compare the Perelomov-Gilm…
