Multiplicative white-noise-induced phase transitions: the role of the stochastic interpretation

Jose Maria Sancho; Oliver Carrillo; Marta Ibanes; Jaume Casademunt; Jordi Garcia-Ojalvo

doi:10.1117/12.546031

25 May 2004 Multiplicative white-noise-induced phase transitions: the role of the stochastic interpretation

Jose Maria Sancho, Oliver Carrillo, Marta Ibanes, Jaume Casademunt, Jordi Garcia-Ojalvo

Proceedings Volume 5471, Noise in Complex Systems and Stochastic Dynamics II; (2004) https://doi.org/10.1117/12.546031
Event: Second International Symposium on Fluctuations and Noise, 2004, Maspalomas, Gran Canaria Island, Spain

Abstract

We present here a study of multiplicative-noise Stochastic Partial Differential Equations (SPDE) and their sensitivity to the stochastic interpretation (Ito or Stratonovich). We analyze both static effects such as noise-induced phase transitions and dynamical ones such as the domain growth of the spatial structures in their way towards the steady state. We discuss in which circumstances a particular choice of stochastic interpretation induces qualitative changes.

Citation Download Citation

Jose Maria Sancho, Oliver Carrillo, Marta Ibanes, Jaume Casademunt, and Jordi Garcia-Ojalvo "Multiplicative white-noise-induced phase transitions: the role of the stochastic interpretation", Proc. SPIE 5471, Noise in Complex Systems and Stochastic Dynamics II, (25 May 2004); https://doi.org/10.1117/12.546031

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