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STOCHASTIC RESONANCE IN EXTENDED STOCHASTIC RESONANCE IN EXTENDED STOCHASTIC RESONANCE IN EXTENDED STOCHASTIC RESONANCE IN EXTENDED SYSTEMS: THE ROLE OF THE COUPLING SYSTEMS: THE ROLE OF THE COUPLING SYSTEMS: THE ROLE OF THE COUPLING SYSTEMS: THE ROLE OF THE COUPLING MECHANISM MECHANISM MECHANISM MECHANISM Horacio S. Wio (a) Horacio S. Wio Instituto de Fisica de Cantabria Universidad de Cantabria-CSIC (a) Electronic address: [email protected] URL: http://www.ifca.unican.es/~wio/ XI LAWNP, Buzios, Brazil, Oct. 05-09, 2009

Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

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Page 1: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

STOCHASTIC RESONANCE IN EXTENDED STOCHASTIC RESONANCE IN EXTENDED STOCHASTIC RESONANCE IN EXTENDED STOCHASTIC RESONANCE IN EXTENDED

SYSTEMS: THE ROLE OF THE COUPLING SYSTEMS: THE ROLE OF THE COUPLING SYSTEMS: THE ROLE OF THE COUPLING SYSTEMS: THE ROLE OF THE COUPLING MECHANISMMECHANISMMECHANISMMECHANISM

Horacio S. Wio(a)Horacio S. Wio

Instituto de Fisica de Cantabria

Universidad de Cantabria-CSIC

(a) Electronic address: [email protected]

URL: http://www.ifca.unican.es/~wio/

XI LAWNP, Buzios, Brazil, Oct. 05-09, 2009

Page 2: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

COLLABORATORS:

S. Bouzat 1 *

F. Castelpoggi 3 *

R. Deza 2

B. von Haeften 4 *

G. Izús 2 *

M. Kuperman 1 **

S. Mangioni 2 **S. Mangioni 2 **

J.A. Revelli 6

A. Sánchez 2 **

C. Tessone 5 *

1) Centro Atómico Bariloche & Instituto Balseiro , Argentina.

2) Universidad Nacional de Mar del Plata, Argentina.

3) CitiBank, Buenos Aires, Argentina.

4) Universidad de Vigo, Spain

5) ETH, Zurich, Swiss

6) Inst. Fisica de Cantabria, Spain

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Page 5: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

Organization of the Talk:

• Introduction: Stochastic Resonance in 0-d and spatially extended systems;

• Far from Equilibrium Potentials: Brief review;• Reaction-Diffusion Systems: Example of a scalar

system; Stochastic Resonance in Extended Systems: system;

• Stochastic Resonance in Extended Systems: (a) Non-local Interactions; (b) Bounded KPZ system; (c) KPZ plus non-local interaction;…

• Final Comments …

Page 6: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

STOCHASTIC RESONANCE IN 0-D SYSTEMS:

L.Gammaitoni, P.Hänggi, P.Jung, F.Marchesoni; Rev. Mod. Phys.70, 223 (1998)

Nonlinear

System

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Page 8: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s
Page 9: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s
Page 10: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s
Page 11: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

TWO STATE THEORY:C.Nicolis, Tellus, 34, 1 (1982); B.McNamara, K.Wiesenfeld, Phys. Rev. A 39, 4854 (1989)

ASSUMPTIONS:

1. : probability of finding the system in

2. Non-stationary Master Equation for

(“adiabatic approx.”)

3. Perturb. up to 1st order in B,

Kramers-like approximation :

The knowledge of allows to obtain the correl. function

Its Fourier transform give us the Power Spectral Density

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TWO STATE THEORY:

S(w) - The PSD results:

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TWO STATE THEORY:

S(w) - The PSD results:

The Signal-to-Noise Ratio The Signal-to-Noise Ratio

(SNR) results:

Page 14: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

FAR FROM EQUILIBRIUM POTENTIAL:R.Graham, in Instabilities and Nonequilibrium Structures, Eds. E. Tirapegui and D.Villaroel (D.Reidel,

Dordrecht,1987); H.S. Wio, in 4th.Granada Lectures in Computational Physics, Eds. J.Marro y P.Garrido (Springer-

Verlag, 1997), pg. 135

Dynamical Systems:

Gradient (or variational):

Relaxational or non-gradient:Relaxational or non-gradient:

Non-relaxational & non-gradient:

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FAR FROM EQUILIBRIUM POTENTIAL:

Including stochastic terms:

Associated Fokker-Planck equation:

If: and

solution of Hamilton-Jacobi –like equation, independent of

(that is a solution of a 1st order pdf)

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NEP Example: Scalar System

Balast resistor – Schlögl model:

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NEP Example: Scalar System

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FAR FROM FAR FROM FAR FROM FAR FROM

EQUILIBRIUM EQUILIBRIUM EQUILIBRIUM EQUILIBRIUM

POTENTIALPOTENTIALPOTENTIALPOTENTIAL

Page 19: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

SR in Extended Systems:

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SR in Extended Systems:

Page 21: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

SR in Extended Systems:

Transitions rates (~ Kramer theory)

1st order in the “perturbation”

Signal-to-Noise Ratio:

Page 22: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

Stochastic-Resonance in a Scalar System:

Non-Local Kernel

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Stochastic-Resonance in a Scalar System:

Non-Local Kernel

Parameters:

D=1, L= 2 π

β = 0β = 0

β = 0.01 l = 0.05

β = 0.01 l = 0.2

β = 0.01 l = 0.3

Page 24: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

Bounded KPZ:Variational formulation for the KPZ and related kinetic equations,

H.S.Wio, Int. J. Bif. Chaos 19, 2813 (2009)

Case of KPZ-like equation

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Bounded KPZ:Variational formulation for the KPZ and related kinetic equations,

H.S.Wio, Int. J. Bif. Chaos 19, 2813 (2009)

Case of KPZ-like equation

with the nonequilibrium potential

fulfilling

Page 26: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

Bounded KPZ:Variational formulation for the KPZ and related kinetic equations,

H.S.Wio, Int. J. Bif. Chaos 19, 2813 (2009)

Case of KPZ-like equation

with the nonequilibrium potential

fulfilling

The approximate form (expansion around a reference state)

allows to exploit all previous results in order to obtain the SNR

Page 27: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

Bounded KPZ:Stochastic Resonance in Extended Systems: An Overview of Recent Results

for Systems with and without Nonequilibrium Potential, H.S.Wio, J.

Revelli, M.Rodriguez, R.Deza & G.Izús, Europ.Phys.J.B 69, 71 (2009)

Parameters:

λ = 0; 0.25; 0.5 (υ = 2; a= b= 30)

Page 28: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

Bounded KPZ: Non-Local Kernel

Parameters:

λ = 0.1 (υ = 2; a= b= 30)

β = 0.01; l = 0.05; 0.25; 0.5, 1.

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Final Comments :

• The knowledge of the NEP is extremely useful to analyze andunderstand the system’s dynamics (even when the NEP is notknown in full detail);

• The knowledge of the NEP, when accesible, allows us to:* clear understand the role played by each of the differentsystems parameters;

* analyze different forms to enhance and/or control thephenomenon of SR;phenomenon of SR;

* understand the physical origin of the different trends;

• Some future research lines:1. to analyze very general situations with selective or state

dependent coupling;2. to analyze the effect of other boundary conditions;3. to analyze the effect of other kind of noises: colored,

non-Gaussian, f -n ;4. to analyze the effect of other forms of coupling;

5. ……

Page 30: Horacio S. Wio - Digital.CSICdigital.csic.es/bitstream/10261/94430/1/Buzios-09.pdfFinal Comments : • The knowledge of the NEP is extremely useful to analyze and understand the system’s

RELEVANT PAPERS

1. Stochastic resonance in spatially extended systems, H.S.Wio, Phys. Rev. E 55, R3075 (1996).

2. Stochastic resonance in extended systems: enhancement due to coupling in a reaction-diffusion

model, F. Castelpoggi & H.S. Wio, Europhysics Letters 38, 91 (1997).

3. Stochastic resonance in extended bistable systems: the role of potential symmetry,

S.Bouzat & H.S.Wio, Phys.Rev.E 59, 5142 (1999)

4. Enhancement of stochastic resonance in distribute systems due to selective coupling,

B. von Haeften, R. Deza & H.S. Wio, Physical Review Letters 84, 404 (2000).

5. Stochastic Resonance in Spatially Extended Systems: the Role of Far From Equilibrium

Potentials; H.S. Wio, B. Von Haeften & S.Bouzat, Proc. 21st IUPAP INTERNATIONAL

CONFERENCE ON STATISTICAL PHYSICS, STATPHYS21, Physica A 306, 140-156 (2002).

6. Aspects of stochastic resonance in reaction--diffusion systems: The nonequilibrium-potential

approach, H.S.Wio & R.R.Deza, Europ.Phys.J-Special Topics (Invited) 146, 111 (2007).approach, H.S.Wio & R.R.Deza, Europ.Phys.J-Special Topics (Invited) 146, 111 (2007).

7. Stochastic Resonance in Extended Systems: An Overview of Recent Results for Systems with and

without Nonequilibrium Potential, H.S.Wio, J.A.Revelli, M.A.Rodriguez, R.R.Deza & G.G.Izús,

Proc. Stochastic Resonance 2008, L.Gammaitoni, P.Hänngi, F.Marchesoni, Eds.,

Europ.Phys.J.B 69, 71 (2009)

8. Variational formulation for the KPZ and related kinetic equations, H. S. Wio,

Int. J. Bif. Chaos 19 (8), 2813 (2009)

9. KPZ equation: Galilean-invariance violation, Consistency, and fluctuation--dissipation issues in

real-space discretization, H.S.Wio, J.A.Revelli, R.R.Deza & C.Escudero,

submitted to Europhys.Lett.

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THANKS!THANKS!