平方泵噪声驱动的单模激光立方模型及光强定态概率分布

合理地引入了平方泵噪声到单模激光的立方模型中. 得到封闭的光强朗之万方程. 基于作者早期关于非线性外噪声的近似福克-普朗克方程(AFPE)的工作，得到了光强概率分布的AFPE，求出了该AFPE的归一化定态概率分布的精确解析表达式，并根据表达式对泵噪声实部和虚部之间的关联系数λ的对称性，得出了若干关于系统定态统计性质的普遍结论. 关键词： 平方泵噪声 单模激光的立方模型 光强定态概率分布 统计性质重复出现     

Verhulst model with Lévy white noise excitation

The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Lévy process we study the nonlinear relaxation of the population density for three cases of white non-Gaussian noise: (i) shot noise; (ii) noise with a probability density of increments expressed in terms of Gamma function; and (iii) Cauchy stable noise. We obtain exact results for the probability distribution of the population density in all cases, and for Cauchy stable noise the exact expression of the nonlinear relaxation time is derived. Moreover starting from an initial delta function distribution, we find a transition induced by the multiplicative Lévy noise, from a trimodal probability distribution to a bimodal probability distribution in asymptotics. Finally we find a nonmonotonic behavior of the nonlinear relaxation time as a function of the Cauchy stable noise intensity.     

Simulation and evaluation of phase noise for optical amplification using semiconductor optical amplifiers in DPSK applications

A thorough simulation and evaluation of phase noise for optical amplification using semiconductor optical amplifier (SOA) is very important for predicting its performance in differential phase-shift keyed (DPSK) applications. In this paper, standard deviation and probability distribution of differential phase noise at the SOA output are obtained from the statistics of simulated differential phase noise. By using a full-wave model of SOA, the noise performance in the entire operation range can be investigated. It is shown that nonlinear phase noise substantially contributes to the total phase noise in case of a noisy signal amplified by a saturated SOA and the nonlinear contribution is larger with shorter SOA carrier lifetime. It is also shown that Gaussian distribution can be useful as a good approximation of the total differential phase noise statistics in the whole operation range. Power penalty due to differential phase noise is evaluated using a semi-analytical probability density function (PDF) of receiver noise. Obvious increase of power penalty at high signal input powers can be found for low input OSNR, which is due to both the large nonlinear differential phase noise and the dependence of BER vs. receiving power curvature on differential phase noise standard deviation.     

Effect of noise on defect chaos in a reaction-diffusion model

The influence of noise on defect chaos due to breakup of spiral waves through Doppler and Eckhaus instabilities is investigated numerically with a modified Fitzhugh-Nagumo model. By numerical simulations we show that the noise can drastically enhance the creation and annihilation rates of topological defects. The noise-free probability distribution function for defects in this model is found not to fit with the previously reported squared-Poisson distribution. Under the influence of noise, the distributions are flattened, and can fit with the squared-Poisson or the modified-Poisson distribution. The defect lifetime and diffusive property of defects under the influence of noise are also checked in this model.     

非高斯Lévy噪声驱动下的非对称双稳系统的相转移和平均首次穿越时间

研究了非高斯Lévy噪声激励下非对称双稳系统的相转移和首次穿越问题.首先利用Grünwald-Letnikov有限差分方法数值求解系统所对应的分数阶Fokker-Plank方程,得到了系统的稳态概率密度函数.然后分析了系统的非对称参数以及噪声强度和稳定性指标对稳态概率密度函数的影响,发现了非对称参数和稳定性指标的变化都能够诱导系统发生相转移.进一步研究了系统的平均首次穿越时间,得到了非对称参数、噪声强度和稳定性指标影响系统平均首次穿越时间的不同作用机理. 关键词： 非高斯Lévy噪声 非对称双稳系统 相转移 平均首次穿越时间     

基于小波域三状态HMT模型的含噪图像增强

针对含噪图像增强问题,提出一种基于小波域三状态隐马尔可夫树模型的方法,采用三状态的高斯混合模型逼近小波系数的分布,不需要设定精确的阈值,依据期望最大算法训练得到的每个系数所属状态的后验概率,将系数区分为噪声系数、弱边缘系数和强边缘系数,然后通过抑制噪声系数,增强细节特征系数来达到对含噪图像增强的目的,并引入循环平移策略避免人工失真.通过对含噪的标准图像和人脑核磁共振图像进行仿真实验,并与几种经典的图像增强方法作视觉上的对比和定量分析.实验结果表明,本文所提出的方法具有很好的鲁棒性,在突出了图像中更多的细节信息的同时,可以有效抑制噪声.     

Pure Multiplicative Noises Induced Population Extinction in an Anti-tumor Model under Immune Surveillance

The dynamical characters of a theoretical anti-tumor model under immune surveillance subjected to a pure multiplicative noise are investigated. The effects of pure multiplicative noise on the stationary probability distribution (SPD) and the mean first passage time (MFPT) are analysed based on the approximate Fokker-Planck equation of the system in detail. For the anti-tumor model, with the multiplicative noise intensity D increasing, the tumorpopulation move towards to extinction and the extinction rate can beenhanced. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.     

随机基因选择模型中的延迟效应

研究了噪声驱动的基因选择模型中的延迟效应. 据小延迟方法和随机等价法则得到相应的延迟Fokker-Planck方程, 给出稳态概率分布函数的近似表达式. 分析了在噪声驱动下, 延迟时间对系统稳态性质的影响. 结果表明: 延迟时间可以诱导系统从单稳态向双稳态转化, 发生相变; 在基因选择过程中, 延迟时间有利于从基因群体中选择出某一单倍体基因. 数值模拟结果与理论预测基本符合.     

Observations and modeling of deterministic properties of human heart rate variability

Simple models show that in Type-I intermittency a characteristic U-shaped probability distribution is obtained for the laminar phase length. The laminar phase length distribution characteristic for Type-I intermittency may be obtained in human heart rate variability data for some cases of pathology. The heart and its regulatory systems are presumed to be both noisy and non-stationary. Although the effect of additive noise on the laminar phase distribution in Type-I intermittency is well-known, the effect of neither multiplicative noise nor non-stationarity have been studied. We first discuss the properties of two classes of models of Type-I intermittency: (a) the control parameter of the logistic map is changed dichotomously from a value within the intermittency range to just below the bifurcation point and back; (b) the control parameter is changed randomly within the same parameter range as in the model class (a). We show that the properties of both models are different from those obtained for Type-I intermittency in the presence of additive noise. The two models help to explain some of the features seen in the intermittency in human heart rate variability.     

Analytical theory of DC SQUID with a resistively shunted inductance driven by thermal noises

An analytical expression for the stationary probability distribution of the DC superconducting quantum interference device (SQUID) with a resistively shunted inductance driven by thermal noise is derived from the two-dimensional Fokker—Planck equation. The effects on the SQUID characteristics subject to a large thermal fluctuation with a noise parameter Γ>0.20 are discussed by taking into account the thermal noise in the accuracy of numerical simulation. This theory is valid for a reduced inductance β≤1. The analytical formulae for the SQUID characteristics, e.g. the circulating current, the average voltage and the voltage modulation, are obtained and discussed. The theory shows that the voltage modulation increases with the shunted inductance more efficiently for a large inductance parameter β and small fluctuation parameter Γ.     

Non-Gaussian noise benefits for coherent detection of narrowband weak signal

In an ad hoc suboptimal detector, the benefits of non-Gaussian noise to narrowband weak signal detection are demonstrated. Particularly, for a noise envelope with a Rice distribution, we can improve the detector performance by tuning threshold parameter but keeping noise level, or increasing the noise level for a fixed threshold. It is verified that, under certain circumstances, the optimal detection probability achieved by tuning noise level is superior to that obtained by optimizing the detector threshold.     

Steady-State Analysis of a Two-Mode Laser System with Cross-Correlation Between Real and Imaginary Parts of Quantum Noise

An inhomogeneously broadened two-mode laser system with cross-correlations between the real and imag- inary parts of quantum noise is considered. The Fokker-Planek equation of the system is derived by the phase-locking method. The steady-state probability distribution, the mean light intensity, the normalization autocorrelation function, and cross correlation function are calculated. The results indicate that： （i） The cross-correlation between the real and imaginary parts of quantum noise can cause the stationary probability distribution from one peak structure to two extrema structure when the laser system is operated above threshold; （ii） The cross-correlation between the real and imaginary parts of quantum noise enhance the light intensity fluctuation and decrease the laser output when the laser system is operated below or near threshold; （iii） The effect of the cross-correlation between the real and imaginary parts of quantum noise is very weak on the stationary properties when the laser system is operated far above threshold.     

Maximum entropy: a complement to Tikhonov regularization for determination of pair distance distributions by pulsed ESR

Tikhonov regularization (TIKR) has been demonstrated as a powerful and valuable method for the determination of distance distributions of spin-pairs in bi-labeled biomolecules directly from pulsed ESR signals. TIKR is a direct method, which requires no iteration, and, therefore, provides a rapid and unique solution. However, the distribution obtained tends to exhibit oscillatory excursions with negative portions in the presence of finite noise, especially in the peripheral regions of the distribution. The Shannon-Jaynes entropy of a probability distribution provides an intrinsic non-negativity constraint on the probability distribution and an unbiased way of obtaining information from incomplete data. We describe how the maximum entropy regularization method (MEM) may be applied to solve the ill-posed nature of the dipolar signal in pulsed ESR. We make use of it to suppress the negative excursions of the distance distribution and to increase the tolerance to noise in the dipolar signal. Model studies and experimental data are investigated, and they show that, with the initial or "seed" probability distribution that is required for MEM taken as the TIKR result, then MEM is able to provide a regularized solution, subject to the non-negativity constraint, and it is effective in dealing with noise that is problematic for TIKR. In addition we have incorporated into our MEM method the ability to extract the intermolecular dipolar component, which is embedded in the raw experimental data. We find that MEM minimization, which is implemented iteratively, is greatly accelerated using the TIKR result as the seed, and it converges more successfully. Thus we regard the MEM method as a complement to TIKR by securing a positive pair distance distribution and enhancing the accuracy of TIKR.     

舰船辐射噪声贝叶斯方法反演浅海底层结构及地声参数EI北大核心CSCD

针对以舰船辐射噪声为参考声源的浅海海底分层结构及地声参数反演问题,研究了一种基于贝叶斯理论的浅海多层海底地声参数反演方法。反演中以舰船辐射噪声的线谱成分为研究对象,进而采用非线性贝叶斯反演方法反演浅海底层结构、层中声速、声速衰减和密度,并对反演结果的不确定性进行分析。反演结果的最大后验概率估计值和边缘概率分布分别通过拨正模拟退火算法和Metropolis-Hastings采样法在各参数先验区间内计算获得,并根据贝叶斯信息准则确定最佳海底分层结构。海上实验表明:根据该方法反演获得海底分层结构及地声参数,计算得到的声压场与实测舰船辐射噪声传播损失误差不超过10%,反演结果能够准确表征实验海区海底特征。反演结果不确定性分析表明:海底纵波声速、横波声速以及密度的不确定性更小,对声压场变化更加敏感,反演结果更有效、准确。     

A prediction theory of random level distribution based on a generalized difference type of Fokker-Planck equation and its application to environmental noise and vibration,II: Experimental study

In a companion paper [1], a procedure for solving the short time prediction problem in terms of the transition probability distribution has been theoretically derived, for discrete time-sampled data. Explicit algorithms for estimating the non-stationary moment statistics of arbitrary order also have been derived, based on a generalized difference equation of Fokker-Planck type for the conditional probability distributed function, which is central to the theory. In this paper, evidence for the validity and effectiveness of the proposed method is presented, as obtained not only by means of digital simulation but also by using road traffic noise data obtained experimentally in Hiroshima. For several non-stationary random processes simulated by means of random numbers, the theoretical and experimental conditional probability functions are compared. For non-stationary road traffic noise data the theoretically predicted and experimentally determined confidence intervals are compared; in these comparisons several types of conditional probability function and various values of weighting parameter are used in the algorithm. All of the theoretical results show good agreement with the experimental results.     

Anomalous jumping in a double-well potential

Noise-induced jumping between metastable states in a potential depends on the structure of the noise. For an alpha-stable noise, jumping triggered by single extreme events contributes to the transition probability. This is also called Levy flights and might be of importance in triggering sudden changes in geophysical flow and perhaps even climatic changes. The steady-state statistics is also influenced by the noise structure leading to a non-Gibbs distribution for an alpha-stable noise.     

Asymptotic distribution of global errors in the numerical computations of dynamical systems

We propose an analysis of the effects introduced by finite-accuracy and round-off arithmetic on numerical computations of discrete dynamical systems. Our method, which uses the statistical tool of the decay of fidelity, computes the error by directly comparing the numerical orbit with the exact one (or, more precisely, with another numerical orbit computed with a much higher accuracy). Furthermore, as a model of the effects of round-off arithmetic on the map, we also consider a random perturbation of the exact orbit with an additive noise, for which exact results can be obtained for some prototype maps. We investigate the decay laws of fidelity and their relationship with the error probability distribution for regular and chaotic maps, for both additive and numerical noise. In particular, for regular maps we find an exponential decay for additive noise, and a power-law decay for numerical noise. For chaotic maps, numerical noise is equivalent to additive noise, and our method is suitable for identifying a threshold for the reliability of numerical results, i.e., the number of iterations below which global errors can be ignored. This threshold grows linearly with the number of bits used to represent real numbers.     

Relaxation problem with quadratic noise

A linear first-order equation with a quadratic colored noise is considered. An exact one-dimensional probability distribution of the process is obtained from the characteristic function. The characteristic function is calculated by means of special functionals of the noise. An auxiliary set of three ordinary differential equations (which contains a Riccati equation) is solved for all values of parameters of the problem. In peculiar cases, the characteristic function is expressed by elementary functions. Graphs of the probability density function are presented for a few cases. The article is a continuation of the author's previous paper.     

Hitting time distributions in financial markets

We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, the second one is composed by high frequency data for 100 stocks for the 4-year period 1995-1998. We compare the probability distribution obtained by our empirical analysis with those obtained from different models for stock market evolution. Specifically by focusing on the statistical properties of the hitting times to reach a barrier or a given threshold, we compare the probability density function (PDF) of three models, namely the geometric Brownian motion, the GARCH model and the Heston model with that obtained from real market data. We will present also some results of a generalized Heston model.