NONLINEAR MULTIVARIATE SELF­CONSISTENT FOKKER–PLANCK EQUATION FOR MULTICOMPONENT REACTION­DIFFUSION SYSTEMS


Cite this article as:

Kurushina S. Е., Gromova L. ., Shapovalova Е. А. NONLINEAR MULTIVARIATE SELF­CONSISTENT FOKKER–PLANCK EQUATION FOR MULTICOMPONENT REACTION­DIFFUSION SYSTEMS. Izvestiya VUZ. Applied Nonlinear Dynamics, 2014, vol. 22, iss. 5, pp. 27-42. DOI: https://doi.org/10.18500/0869-6632-2014-22-5-27-42


Mean field approximation is extended to multicomponent stochastic reaction­diffusion systems. A multivariate nonlinear self­consistent Fokker–Planck equation defining the probability density of the state of the system, which describes a well­known model of autocatalytic chemical reaction (Brusselator) with spatially correlated multiplicative noise, is obtained. The evolution of probability density and statistical characteristics of the system in the region of Turing bifurcation are studied. Numerical study of the equation solutions for a stochastic brusselator shows that in the region of Turing bifurcation several types of solutions exist if noise intensity increases: unimodal solution, transient bimodality, and an interesting solution which involves multiple «repumping» of probability density through bimodality.

DOI: 
10.18500/0869-6632-2014-22-5-27-42
Literature

1. Lindnera B., Garc ́ia-Ojalvo J., Neimand A., Schimansky-Geier L. Effects of noise in excitable systems // Physics Reports. 2004. Vol. 392. 321.

2. Ibanes M., Garc  ̃ Mean-field results // Phys. Rev. E. 1999. Vol. 60. 3597.

3. Buceta J., Ibanes M., Sancho J.M., Lindenberg K.  ̃ Noise-driven mechanism for pattern formation // Phys. Rev. E. 2003. Vol. 67. 021113.

4. Carrillo O., Ibanes M., Garc  ̃noise-induced phase transitions: Beyond the noise interpretation // Phys. Rev. E. 2003. Vol. 67. 046110.

5. Zaikin A.A., Garc ́ia-Ojalvo J., Schimansky-Geier L. Nonequilibrium first-order phase transition induced by additive noise // Phys. Rev. E. 1999. Vol. 60. R6275.

6. Muller R., Lippert K., Kuhnel A., Behn U.  ̈ First-order nonequilibrium phase transition in a spatially extended system // Phys. Rev. E. 1997. Vol. 56. 2658.

7. Carrillo O., Ibanes M., Sancho J.M.  ̃ Noise induced phase transitions by nonlinear instability mechanism // Fluct. Noise Lett. 2002. Vol. 2. L1.

8. Landa P.S., Zaikin A.A., Schimansky-Geier L. Influence of additive noise on noise-induced phase transitions in nonlinear chains // Chaos, Solitons and Fractals. 1998. Vol. 9. 1367.

9. Van den Broeck C., Parrondo J.M.R., Toral R., Kawai R. Nonequilibrium phase transitions induced by multiplicative noise // Phys. Rev. E. 1997. Vol. 55. 4084.

10. Buceta J., Parrondo J.M.R., and de la Rubia F.J. Random Ginzburg–Landau model revisited: Reentrant phase transitions // Phys. Rev. E. 2001. Vol. 63. 031103.

11. Prigogine I., Lefever R. Symmetry breaking instabilities in dissipative systems. II. // J. Chem. Phys. 1968. Vol. 48. 1695.

12. Kurushinа S.E., Maximov V.V., Romanovskii Yu.M. Spatial pattern formation in external noise: Theory and simulation // Phys. Rev. E. 2012. Vol. 86. 011124.

13. Horsthemke W., Lefever M. Noise-Induced Transition. Berlin, Springer, 1984.

14. Garc ́ia-Ojalvo J., Lacasta A.M., Sancho J.M., Toral R. Phase separation driven by external fluctuations // Europhys. Lett. 1998. Vol. 42. 125.

15. Stratonovich R.L. Topics in the Theory of Random Noise. New York, Gordon and Breach, 1963, Vol. 1; 1967, Vol. 2.

16. Karetkina N.V. An unconditionally stable difference scheme for parabolic equations containing first derivatives // USSR Computational Mathematics and Mathematical Physics. 1980. Vol. 20. 257.

17. Samarskii A.A. On an economical difference method for the solution of a multi-dimensional parabolic equation in an arbitrary region // USSR Computational Mathematics and Mathematical Physics. 1963. Vol. 2. 894.

18. Samarskii A.A. Local one dimensional difference schemes on non-uniform nets // USSR Computational Mathematics and Mathematical Physics. 1963. Vol. 3. 572.

19. Samarskii A.A. Homogeneous difference schemes on non-uniform nets for equations of parabolic type // USSR Computational Mathematics and Mathematical Physics. 1963. Vol. 3. 351.

20. Van den Broeck C., Parrondo J.M.R., Toral R. Noise-induced nonequilibrium phase transition // Phys. Rev. Lett. 1994. 73. 3395.  ́ia-Ojalvo J., Toral R., Sancho J.M. Noise-induced phase separation:  ́ia-Ojalvo J., Casademunt J., Sancho J.M. Intrinsic

Status: 
одобрено к публикации
Short Text (PDF): 
Full Text (PDF): 

BibTeX

@article{Курушина -IzvVUZ_AND-22-5-27,
author = {S. Е. Kurushina and L. I. Gromova and Еu. А. Shapovalova},
title = {NONLINEAR MULTIVARIATE SELF­CONSISTENT FOKKER–PLANCK EQUATION FOR MULTICOMPONENT REACTION­DIFFUSION SYSTEMS},
year = {2014},
journal = {Izvestiya VUZ. Applied Nonlinear Dynamics},
volume = {22},number = {5},
url = {https://old-andjournal.sgu.ru/en/articles/nonlinear-multivariate-selfconsistent-fokker-planck-equation-for-multicomponent},
address = {Саратов},
language = {russian},
doi = {10.18500/0869-6632-2014-22-5-27-42},pages = {27--42},issn = {0869-6632},
keywords = {Mean field approximation,reaction­diffusion systems,nonlinear self­consistent Fokker–Planck equation,numerical solution of Fokker–Planck equation.},
abstract = {Mean field approximation is extended to multicomponent stochastic reaction­diffusion systems. A multivariate nonlinear self­consistent Fokker–Planck equation defining the probability density of the state of the system, which describes a well­known model of autocatalytic chemical reaction (Brusselator) with spatially correlated multiplicative noise, is obtained. The evolution of probability density and statistical characteristics of the system in the region of Turing bifurcation are studied. Numerical study of the equation solutions for a stochastic brusselator shows that in the region of Turing bifurcation several types of solutions exist if noise intensity increases: unimodal solution, transient bimodality, and an interesting solution which involves multiple «repumping» of probability density through bimodality. }}