Metastability in Interacting Nonlinear Stochastic Differential Equations I: From Weak Coupling to Synchronisation
arXiv:math/0611647 · doi:10.1088/0951-7715/20/11/006
Abstract
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent source of white noise. We show that as the coupling strength increases, the number of equilibrium points of the system changes from 3^N to 3. While for weak coupling, the system behaves like an Ising model with spin-flip dynamics, for strong coupling (of the order N^2), it synchronises, in the sense that all oscillators assume almost the same position in their respective local potential most of the time. We derive the exponential asymptotics for the transition times, and describe the most probable transition paths between synchronised states, in particular for coupling intensities below the synchronisation threshold. Our techniques involve a centre-manifold analysis of the desynchronisation bifurcation, with a precise control of the stability of bifurcating solutions, allowing us to give a detailed description of the system's potential landscape, in which the metastable behaviour is encoded.
References in corpus (1)
Cited by in corpus (9)
- Sharp estimates for metastable lifetimes in parabolic SPDEs: Kramers' law and beyond
- Metastability in Interacting Nonlinear Stochastic Differential Equations II: Large-N Behaviour
- Gaussian noise and the two-network frustrated Kuramoto model
- Anomalous behavior of the Kramers rate at bifurcations in classical field theories
- Noise driven current reversal and stabilisation in the tilted ratchet potential subject to tempered stable Lévy noise
- The Order of Phase Transitions in Barrier Crossing
- Metastability in the stochastic nearest-neighbor Kuramoto model of coupled phase oscillators
- Phase coexistence in a weakly stochastic reaction-diffusion system
- Quasipotentials for coupled escape problems and the gate-height bifurcation