Intrinsic noise-induced phase transitions: beyond the noise interpretation

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

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9 pages, 8 figures, to be published in Phys. Rev. E

Scientific paper

10.1103/PhysRevE.67.046110

We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Ito 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 Ito. 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 new numerical algorithms used in both interpretations is also presented.

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