Stochastic systems with cross-correlated Gaussian white noises

This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises.Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied.The stationary solutions of the Fokker-Planck equation for three specific examples are analysed.It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions.     

Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

It is shown how the cross-correlation time and strength of coloured cross-correlated white noises can set an upper bound for the time derivative of entropy in a nonequilibrium system. The value of upper bound can be calculated directly based on the Schwartz inequality principle and the Fokker--Planck equation of the dynamical system driven by coloured cross-correlated white noises. The present calculations can be used to interpret the interplay of the dissipative constant and cross-correlation time and strength of coloured cross-correlated white noises on the upper bound.     

过阻尼谐振子的随机共振

研究了由交叉相关高斯白噪声驱动的过阻尼谐振子的随机共振,其中加法噪声被周期信号所调制,运用平稳关联函数的傅里叶变换,导出了过阻尼谐振子随机模型信噪比的精确表达式.结果揭示:在过阻尼谐振子的随机模型中存在二类随机共振.一类随机共振表现为信噪比随乘法噪声强度Q变化的曲线存在共振峰,另一类随机共振表现为信噪比随振子频率ω变化的曲线存在共振峰.大幅度改变信号频率Ω值的大小,信噪比随乘法噪声强度Q变化的曲线有单峰,一峰一谷和单调变化三种不同的形式.     

Statistical properties of a single-mode laser driven by additive and multiplicative coloured noises with a coloured cross-correlation for different correlation times

We study a system for a single-mode laser driven by additive and multiplicative coloured noises with a coloured cross-correlation. The analytical expression of the stationary intensity distribution (SID) for the laser is derived in the case of three different correlation times. The influences of each stochastic parameter on the SID are discussed, the effects of the noise "colour" and the cross-correlation of noises on the mean intensity , the variance, λ_2(0), and the skewness,λ_3(0) of the single-mode laser are investigated. We find that there are colourful phase transitions for the SID above a threshold, and re-entrant transitions induced by the "colour" of the additive noises. Further research of the curves of -τ_i, λ_2(0)-τ_i, and λ_3(0)-τ_i (i=1,2,3) (where τ_i is the correlation time) shows that the output intensity not only increases with the additive noise correlation time τ_2 and the cross-correlation time τ_3, but also the quality of the output of laser beams is optimized.     

噪声交叉关联强度的时间周期调制对线性过阻尼系统的随机共振的影响

针对由加性、乘性噪声和周期信号共同作用的线性过阻尼系统, 在噪声交叉关联强度受到时间周期调制的情况下,利用随机平均法推导了系统响应的信噪比的解析表达式. 研究发现这类系统比噪声间互不相关或噪声交叉关联强度为常数的线性系统具有更丰富的动力学特性, 系统响应的信噪比随交叉关联调制频率的变化出现周期振荡型随机共振, 噪声的交叉关联参数导致随机共振现象的多样化.噪声交叉关联强度的时间周期调制的引入有利于提高对微弱周期信号检测的灵敏度和实现对周期信号的频率估计. 关键词： 随机共振 周期振荡型共振 噪声交叉关联强度 信噪比     

Influences of quantum noises on direct-modulated properties of 1.3-μm InGaAsP/InP laser diodes

Due to the zero dispersion point at 1.3μm in optical fibres, 1.3-μm InGaAsP/InP laser diodes have become main light sources in fibre communication systems recently. Influences of quantum noises on direct-modulated properties of single-mode 1.3-μm InGaAsP/InP laser diodes are investigated in this article. Considering the carrier and photon noises and the cross-correlation between the two noises, the power spectrum of the photon density and the signal-to-noise ratio (SNR) of the direct-modulated single-mode laser system are calculated using the linear approximation method. We find that the stochastic resonance (SR) always appears in the dependence of the SNR on the bias current density, and is strongly affected by the cross-correlation coefficient between the carrier and photon noises, the frequency of modulation signal, and the photon lifetime in the laser cavity. Hence, it is promising to use the SR mechanism to enhance the SNR of direct-modulated InGaAsP/InP laser diodes and improve the quality of optical fibre communication systems.     

Stochastic resonance in single-mode semiconductor lasers

Owing to the considerable virtues of semiconductor lasers for applications, they have become the main optical source for fiber communication systems recently. The behavior of stochastic resonance (SR) in direct-modulated semiconductor laser systems is investigated in this article. Considering the carrier and photon noises and the cross-correlation between the two noises, the power spectrum of the photon density and the signal-to-noise ratio (SNR) of the modulated laser system were calculated using the linear approximation method. We found that the SR always appears in the dependence of the SNR upon the bias current density, and is strongly affected by the cross-correlation coefficient of the carrier and photon noises, the frequency of modulation signal and the photon lifetime in the laser cavity. Hence, it is promising to use the SR mechanism to enhance the SNR of direct-modulated semiconductor laser systems and improve the quality of optical communication.     

Two Stochastic Resonances Induced by Two Different Multiplicative Telegraphic Noises for an Electric System

In this paper, an electric system with two dichotomous resistors is investigated. It is shown that this system can display two stochastic resonances, which are the amplitude of the periodic response as the functions of the two dichotomous resistors strengthes respectively. In the limits of Gaussian white noise and shot white noise (i.e., the two noises are both Gaussian white noise or shot white noise), no phenomena of resonance appear. By further study, we find that when the system is with three or more multiplicative telegraphic noises, there are three or more stochastic resonances.     

Stochastic synchronization in a spatially distributed system with 1/<Emphasis Type="Italic">f</Emphasis> power spectrum

A spatially distributed system of two nonlinear stochastic equations, which models 1/f fluctuations in the interaction of nonequilibrium phase transitions, is investigated numerically. It has been shown that, for a high intensity of white noise, noise-induced synchronization in the form of a nonequilibrium phase transition is observed in the system. The critical point of the noise-induced transition corresponds to the information entropy peak.     

色关联的乘性和加性色噪声激励下分段非线性模型的随机共振

研究了色关联的乘性和加性高斯色噪声与外周期信号共同激励下,分段非线性系统的随机共振.利用一致有色噪声近似和两态模型理论,推导出系统稳态概率密度和信噪比的解析表达式,分析了色噪声和周期信号对随机共振的影响,发现系统中存在传统的随机共振和真实的随机共振现象.同时,系统的信噪比曲线的峰值随着噪声互关联系数和互关联时间的增加而减小.     

Fokker-Planck Equation of a Stochastic System Driven by Spatially-Related Noises

In this paper we study a general stochastic system driven by the spatially-related Gaussian white noises. The corresponding Fokker-Planck equation is calculated; and some typical cases are analyzed. Finally, by the Fokker-Planck equation derived in the paper we study a single bistable kinetic process with spatially-related noise. The results obtained in the paper provide a correct foundation for the.treatment of the stochastic systems driven by spatially-related noises.     

Symmetry breakdown of stochastic potential by noise cross-correlations among colored noise sources

A nontrivial phenomenon in stochastic zero-dimensional systems, namely, the symmetry breakdown of stationary probability function due to the correlation between the noises is studied. As a model system to study this effect, we consider a generalized synergetic system of Lorenz type with Gaussian colored noise of each mode. In the frameworks of theoretical approximation and numerical simulations it is shown the fluctuation cross-correlations break the symmetry of bistable synergetic potential, producing an asymmetric effective potential. At that, cross-correlations play the twofold role: cross-correlations are the reason of symmetry breaking at small cross-correlation times on the one hand, and the reason of symmetry restoring at large values of cross-correlation times on the other hand. Moreover, it is shown that symmetry breakdown occurs only if one of multiplicative function is odd. Any other combinations of noises restore the symmetric form of potential.     

Pattern selection processes and noise induced pattern-forming transitions in periodic systems with transient dynamics

We apply the phase field crystal method for nonequilibrium patterning to stochastic systems with an external source in which transient dynamics is essential. Considering a prototype model for a one-component periodic system subjected to external influence kind of irradiation we study properties of pattern selection processes and external noise induced pattern-forming transitions. These processes are examined by means of the structure function dynamics analysis. Nonequilibrium pattern-forming transitions are analyzed numerically.     

Noise composed of multiplication of two dichotomous noises

In this paper, we introduce a noise which is composed of multiplication of two dichotomous noises, and derive the probability density and the statistical properties of this noise. The obtained results can help study the resonant activation phenomenon, the phenomenon of stochastic resonance, the transport of particles, and the nonequilibrium （phase） transition for the systems driven by this noise.     

A non-linear stochastic differential equation: Exact critical statics and dynamics

The nonlinear stochastic differential equation we present is a generalization of a class of equations describing various physical and chemical systems coupled to external sources of noise.The static behaviour of this system exhibits first and second order nonequilibrium transitions which are purely induced by the external noise. Exact analytical expressions for the time dependent solutions are found.     

色高斯噪声驱动双稳系统的多重随机共振研究

研究了由色关联乘性和加性色噪声作用下的双稳系统的随机共振问题,在绝热近似条件下得到了信噪比的表达式.通过分析所得的初始条件为 x(0)=x₊ 时的信噪比,发现了单随机共振和多重随机共振现象;分析了噪声强度、噪声关联时间和关联强度对系统信噪比的影响. 关键词： 多重随机共振 信噪比 双稳模型 色关联色噪声     

Universality class of absorbing phase transitions with a conserved field

We investigate the critical behavior of systems exhibiting a continuous absorbing phase transition in the presence of a conserved field coupled to the order parameter. The results obtained point out the existence of a new universality class of nonequilibrium phase transitions that characterizes a vast set of systems including conserved threshold transfer processes and stochastic sandpile models.     

Constructive influence of noise-flatness in correlation ratchets

The influence of noise-flatness on overdamped motion of Brownian particles in a 1D periodic system with a simple sawtooth potential subjected to both unbiased thermal noise and three-level telegraph noise is considered. The exact formula for the stationary probability flux (current) is presented. The phenomenon of multiple current reversals and some topological properties of the hypersurface of zero current in the parameter space of noises are investigated and illustrated by phase diagrams. The conditions for the existence of four current reversals versus the switching rate of nonequilibrium noise are given. An alternative interpretation of the results in terms of cross-correlation between two dichotomous noises is presented.     

On information-gain minimizing solutions of certain master equations

An approximative method of solving master equations based on information-gain minimization is applied for the Schlögl's model systems showing nonequilibrium phase transitions. The time evolution of the mean value and of the fluctuation of the relevant stochastic variable is discussed.     

Delay-induced state transition and resonance in periodically driven tumor model with immune surveillance

The phenomenon of stochastic resonance (SR) in a tumor growth model under the presence of immune surveillance is investigated. Time delay and cross-correlation between multiplicative and additive noises are considered in the system. The signal-to-noise ratio (SNR) is calculated when periodic signal is introduced multiplicatively. Our results show that: (i) the time delay can accelerate the transition from the state of stable tumor to that of extinction, however the correlation between two noises can accelerate the transition from the state of extinction to that of stable tumor; (ii) the time delay and correlation between two noises can lead to a transition between SR and double SR in the curve of SNR as a function of additive noise intensity, however for the curve of SNR as a function of multiplicative noise intensity, the time delay can cause the SR phenomenon to disappear, and the cross-correlation between two noises can lead to a transition from SR to stochastic reverse-resonance. Finally, we compare the SR phenomenon for the multiplicative periodic signal with that for additive periodic signal in the tumor growth model with immune surveillance.