The role of multiplicative noise in critical dynamics
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Abstract: We study the role of multiplicative stochastic processes in the description of the dynamics of an order parameter near a critical point. We study equilibrium, as well as, out-of-equilibrium properties. By means of a functional formalism, we built the Dynamical Renormalization Group equations for a real scalar order parameter with symmetry, driven by a class o multiplicative stochastic processes with the same symmetry. We have computed the flux diagram, using a controlled -expansion, up to order . We have found that, for dimensions , the additive dynamic fixed point is unstable. The flux runs to a {em multiplicative fixed point} driven by a diffusion function , where is the order parameter and is the fixed point value of the multiplicative noise coupling constant. We show that, even though the position of the fixed point depends on the stochastic prescription, the critical exponents do not. Therefore, different dynamics driven by different stochastic prescriptions (such as It^o, Stratonovich, anti-It^o and so on) are in the same universality class.
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- On the influence of additive and multiplicative noise on holes in dissipative systems
- Phase transitions in distributed control systems with multiplicative noise
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- Dynamical phase transitions in two-dimensional Brownian matter
- Quantifying the parameter dependent basin of the unsafe regime of asymmetric Lévy-noise-induced critical transitions
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