Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Itô calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N → ∞ and t → ∞ (t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.
We consider an array of units each of which can be in one of three states. Unidirectional transitions between these states are governed by Markovian rate processes. The interactions between units occur through a dependence of the transition rates of a unit on the states of the units with which it interacts. This coupling is nonlocal, that is, it is neither an all-to-all interaction (referred to as global coupling), nor is it a nearest neighbor interaction (referred to as local coupling). The coupling is chosen so as to disfavor the crowding of interacting units in the same state. As a result, there is no global synchronization. Instead, the resultant spatiotemporal configuration is one of clusters that move at a constant speed and that can be interpreted as traveling waves. We develop a mean field theory to describe the cluster formation and analyze this model analytically. The predictions of the model are compared favorably with the results obtained by direct numerical simulations.
We implement a binary collision approximation to study pulse propagation in a chain of o-rings. In particular, we arrive at analytic results from which the pulse velocity is obtained by simple quadrature. The predicted pulse velocity is compared to the velocity obtained from the far more resource-intensive numerical integration of the equations of motion. We study chains without precompression, chains precompressed by a constant force at the chain ends (constant precompression), and chains precompressed by gravity (variable precompression). The application of the binary collision approximation to precompressed chains provides an important generalization of a successful theory that had up to this point only been implemented to chains without precompression, that is, to chains in a sonic vacuum.
We consider arrays of the simplest two-state (on-off) stochastic units. The units are Markovian, that is, the transitions between the two states occur at a given rate. We construct arrays of N globally coupled binary units, and observe a remarkable richness of behavior as the control parameter that measures the coupling strength is increased. In the mean field limit as N ¥ we consider the four simplest polynomial forms of coupling that lead to bifurcations, and characterize the associated phase transitions of the arrays. When N is finite there are fluctuations about the well-defined steady states of the infinite arrays. We study the nature of these fluctuations and their effects on the bifurcations in all cases by constructing the appropriate Langevin equations and the associated Fokker-Planck equations.
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