Disordering effects of color in nonequilibrium phase transitions induced by multiplicative noise

We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Ito vs. Stratonovich), in particular in the context of noise-induced ordering phase transitions. We study a model which, contrary to all cases known so far, exhibits such ordering transitions when the noise is interpreted not only according to Stratonovich, but also to Ito. The main feature of this model is the ...

We study the effects of time and space correlations of an external additive colored noise on the steady-state behavior of a Time-Dependent Ginzburg-Landau model. Simulations show the existence of nonequilibrium phase transitions controlled by both the correlation time and length of the noise. A Fokker-Planck equation and the steady probability density of the process are obtained by means of a theoretical approximation.

Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of spatially extended systems with this type of stochasticity, paying special attention to the {\it non-equilibrium phase transitions} these systems may exhibit, are reviewed here. In particular we study and classify the possible universality classes...

In the thermodynamic limit, the time evolution of isolated long-range interacting systems is properly described by the Vlasov equation. This equation admits non-equilibrium dynamically stable stationary solutions characterized by a zero order parameter. We show that the presence of external noise sources, like for instance a heat bath, can induce at a specific time a dynamical phase transition marked by a non-zero order parameter. This transition corresponds to a restoring of...

We present a comprehensive study of the phase transitions in the single-field reaction-diffusion stochastic systems with field-dependent mobility of a power-low form and the internal fluctuations. Using variational principles and mean-field theory it was shown that the noise can sustain spatial patterns and leads to disordering phase transitions. We have shown that the phase transitions can be of critical or non-critical character.

Recent developments in the analysis of Langevin equations with multiplicative noise (MN) are reported. In particular, we: (i) present numerical simulations in three dimensions showing that the MN equation exhibits, like the Kardar-Parisi-Zhang (KPZ) equation both a weak coupling fixed point and a strong coupling phase, supporting the proposed relation between MN and KPZ; (ii) present dimensional, and mean field analysis of the MN equation to compute critical exponents; ...

The emergence of order from initial disordered movement in self-propelled collective motion is an instance of nonequilibrium phase transition, which is known to be first order in the thermodynamic limit. Here, we introduce a multiplicative scalar noise model of collective motion as a modification of the original Vicsek model, which more closely mimics the particles' behavior. We allow for more individual movement in sparsely populated neighborhoods, the mechanism of which is ...

In this paper we present our detailed investigations on the nature of the phase transition in the scalar noise model (SNM) of collective motion. Our results confirm the original findings of Vicsek et al. [Phys. Rev. Lett. 75 (1995) 1226] that the disorder-order transition in the SNM is a continuous, second order phase transition for small particle velocities ($v\leq 0.1$). However, for large velocities ($v\geq 0.3$) we find a strong anisotropy in the particle diffusion in con...

A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132 (2003)]. The multiplicative factor was assumed to be quadratic in the vicinity of a stable equilibrium point. It was determined that a negative cross-correlation can induce nonequilibrium transitions. In this paper, we investigate this model in ...

The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero range of parameter values over which the susceptibility is infinite in any dimension. A scaling theory of the strong-coupling transition is constructed.