Intrinsic noise-induced phase transitions: Beyond the noise interpretation
Open Access
- 21 April 2003
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 67 (4) , 046110
- https://doi.org/10.1103/physreve.67.046110
Abstract
We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Itô vs Stratonovich), in particular in the context of noise-induced ordering phase transitions. We study a model which, contrary to all cases known so far, exhibits such ordering transitions when the noise is interpreted not only according to Stratonovich, but also to Itô. The main feature of this model is the absence of a linear instability at the transition point. The dynamical properties of the resulting noise-induced growth processes are studied and compared in the two interpretations and with a reference Ginzburg-Landau-type model. A detailed discussion of a different numerical algorithm valid for both interpretations is also presented.Keywords
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