Phase transitions in a nonlinear stochastic model: A numerical simulation study
- 1 August 1990
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 42 (4) , 1875-1879
- https://doi.org/10.1103/physreva.42.1875
Abstract
We analyze transitions between stable equilibrium states of a nonlinear stochastic mean-field model by means of Brownian dynamics simulation techniques. We have considered, in particular, the region of parameter space for which analytical approximations are not suitable. Two types of transitions have been considered, corresponding to either a sudden or gradual variation of the noise strength. Several time regimes can be clearly identified during the transition process.Keywords
This publication has 9 references indexed in Scilit:
- Dynamics of a soft-spin van Hemmen model. I. Phase and bifurcation diagrams for stationary distributionsJournal of Statistical Physics, 1989
- Numerical integration of stochastic differential equationsJournal of Statistical Physics, 1988
- Dynamical behavior of stochastic systems of infinitely many coupled nonlinear oscillators exhibiting phase transitions of mean-field type:Htheorem on asymptotic approach to equilibrium and critical slowing down of order-parameter fluctuationsPhysical Review A, 1987
- On the dynamics of a stochastic nonlinear mean-field modelPhysica A: Statistical Mechanics and its Applications, 1984
- Critical dynamics and fluctuations for a mean-field model of cooperative behaviorJournal of Statistical Physics, 1983
- Numerical Integration of Stochastic Differential Equations-IIBell System Technical Journal, 1981
- Numerical Integration of Stochastic Differential EquationsBell System Technical Journal, 1979
- Statistical mechanics of a nonlinear stochastic modelJournal of Statistical Physics, 1978
- A study of self-organizing processes of nonlinear stochastic variablesJournal of Statistical Physics, 1975