Phase transitions in a nonlinear stochastic model: A numerical simulation study.

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.