Stochastic Resonance in the Tumour Cell Growth Model

The phenomenon of stochastic resonance （SR） in the tumour cell growth model subjected cross-correlated noises is investigated. When a weakly periodic signal is added to the system, the signal-to-noise ratio RSNR is derived by the quasi-steady-state probability distribution function and the adiabatic elimination method. Based on the derived RSNR, the effects of these parameters （the cross-correlated strength λ and the cross-correlated time τ） are analysed by numerical calculation. It is found that the existence of a maximum in RSNR is the identifying characteristic of the SR phenomenon. The maximum of RsNR decreases with the increase of λ and increases with the increase of τ.     

Mean First-Passage Time in Optical Bistable Systems

The transient properties of an optical bistable system driven by multiplicative and additive noises are investigated. The effects of multiplicative and additive noises intensities on the mean first-passage times （MFPTs） in two opposite directions are discussed. The results show that the intensities of multiplicative and additive noises affect the MFPTs on two directions in the same way.     

Resonant-Like Activation in a Bistable System with Noise and Time Delay

A bistable system with noise and time delay is investigated. Theoretical analysis and stochastic simulation show that： （i） In the ease of a system driven only by multiplicative Gaussian white noise, the mean first-passage time for a particle to reach the other stable state from one stable state exhibits a minimum with respect to delay time, i.e., a resonant-like activation （RA） phenomenon. （ii） In the action of additive and multiplicative noise, as the additive noise intensity increases, no matter whether a correlation between the two types of noise exists or not, the RA gradually disappears. （iii） The correlation strength between the two types of noise does not influence the existence of the RA.     

Correlation in the velocity of a Brownian particle induced by frictional anisotropy and magnetic field

We study the motion of charged Brownian particles in an external magnetic field. It is found that a correlation appears between the components of particle velocity in the case of anisotropic friction, approaching asymptotically zero in the stationary limit. If magnetic field is smaller compared to the critical value, determined by frictional anisotropy, the relaxation of the correlation is non-oscillating in time. However, in a larger magnetic field this relaxation becomes oscillating. The phenomenon is related to the statistical dependence of the components of transformed random force caused by the simultaneous influence of magnetic field and anisotropic dissipation.     

Exact solutions for a forced Burgers equation with a linear external force

We investigate the solutions of the Burgers equation , where F(x,t) is an external force and Φ(x,t) represents a forcing term. This equation is first analyzed in the absence of the forcing term by taking F(x,t)=k₁(t)−k₂(t)x into account. For this case, the solution obtained extends the usual one present in the Ornstein-Uhlenbeck process and depending on the choice of k₁(t) and k₂(t) it can present a stationary state or an anomalous spreading. Afterwards, the forcing terms Φ(x,t)=Φ₁(t)+Φ₂(t)x and Φ(x,t)=Φ₃x−Φ₄/x³ are incorporated in the previous analysis and exact solutions are obtained for both cases.     

Some results for a fractional diffusion equation with radial symmetry in a confined region

We investigate an N-dimensional fractional diffusion equation with radial symmetry by taking a spatial and time dependent diffusion coefficient into account, i.e.,  with . The equation is considered in a confined region and subjected to time dependent boundary conditions which may be related to inhomogeneous characteristics of the surfaces confining the system. The results show an anomalous spreading of the solutions and an unusual behavior of the survival probability.     

Stochastic Simulation of Turing Patterns

We investigate the effects of intrinsic noise on Turing pattern formation near the onset of bifurcation from the homogeneous state to Turing pattern in the reaction-diffusion Brusselator. By performing stochastic simulations of the master equation and using Gillespie＇s algorithm, we check the spatiotemporal behaviour influenced by internal noises. We demonstrate that the patterns of occurrence frequency for the reaction and diffusion pro- cesses are also spatially ordered and temporally stable. Turing patterns are found to be robust against intrinsic fluctuations. Sfochastic simulations also reveal that under the influence of intrinsic noises, the onset of Turing instability is advanced in comparison to that predicted deterministically.     

Entropic Stochastic Resonance Driven by Colored Noise

The phenomenon of entropic stochastic resonance （ESR） in a two-dimensional confined system driven by a transverse periodic force is investigated when the colored fluctuation is included in the system. Applying the method of unified colored noise approximation, the approximate Fokker-Planck equation can be derived in the absence of the periodic force. Through the escaping rate of the Brownian particle from one well to the other, the power spectral amplification can be obtained. It is found that increasing the values of the noise correlation time and the signal frequency can suppress the ESR of the system.     

A semi-analytic method for computing the long-time order parameter dynamics in mean-field coupled overdamped oscillators with colored noises

The order parameter dynamics of a mean-field model is frequently investigated in macroscopic cumulant dynamics, from which a bifurcation can be predicted qualitatively. In this Letter, for quantitatively investigating the long-time order parameter dynamics, a semi-analytic method is proposed based on approximate nonlinear Fokker-Planck equations. Applying the new method to the mean-field model of periodically driven overdamped bistable oscillators with colored noise, we exhibit the bifurcation behavior and the nonlinear stochastic resonance of the order parameter by tuning noise intensity or coupling coefficient, and the accuracy of the new method are verified by direct simulation. Our observations disclose some new properties about the order parameter dynamics of the mean-field model. For example, the periodic signal shifts the critical coupling coefficient to a larger value, while the nonzero correlation time of the colored noise shifts it to a lower value. Our observation also discloses that there is no quantitatively corresponding relation between the resonant peak and the critical bifurcation parameter of the Gaussian moment system.     

Maximum entropy with fluctuating constraints: The example of K-distributions

We indicate that in a maximum entropy setting, the thermodynamic β and the observation constraint are linked, so that fluctuations of the latter imposes fluctuations of the former. This gives an alternate viewpoint to ‘superstatistics’. While a Gamma model for fluctuations of the β parameter gives the so-called Tsallis distributions, we work out the case of a Gamma model for fluctuations of the observable, and show that this leads to K-distributions. We draw attention to the fact that these heavy-tailed distributions have high interest in physical applications, and we discuss them in some details.     

Jarzynski equation for the expansion of a relativistic gas and black-body radiation

Generalizing the work of Lua and Grosberg [R.C. Lua, A.Y. Grosberg, J. Phys. Chem. B 109 (2005) 6805], we verify the validity of the Jarzynski equation for the non-equilibrium expansion of an ideal relativistic gas and black-body radiation, respectively. The upper limit for the speed of the particles allows one to choose the parameters of the problem such that no multiple collisions need to be taken into account. Although related, the two cases considered differ from each other due to the quantum nature of photons. We show that bunching of photons is crucial for the Jarzynski equation to hold.     

Numerical Investigation of Noise Enhanced Stability Phenomenon in a Time-Delayed Metastable System

The transient properties of a time-delayed metastable system subjected to the additive white noise are investigated by means of the stochastic simulation method. The noise enhanced stability phenomenon （NES） can be observed in this system and the effect of the delay time on the NES shows a critical behaviour, i.e., there is a critical value of the delay time Tc ≈1, above which the time delay enhances the NES effect with the delay time increasing and below which the time delay weakens the NES effect as the delay time increases.     

A new look at q-exponential distributions via excess statistics

Q-exponential distributions play an important role in nonextensive statistics. They appear as the canonical distributions, i.e. the maximum generalized q-entropy distributions under mean constraint. Their relevance is also independently justified by their appearance in the theory of superstatistics introduced by Beck and Cohen. In this paper, we provide a third and independent rationale for these distributions. We indicate that q-exponentials are stable by a statistical normalization operation, and that Pickands’ extreme values theorem plays the role of a CLT-like theorem in this context. This suggests that q-exponentials can arise in many contexts if the system at hand or the measurement device introduces some threshold. Moreover we give an asymptotic connection between excess distributions and maximum q-entropy. We also highlight the role of Generalized Pareto Distributions in many applications and present several methods for the practical estimation of q-exponential parameters.     

A bifurcation theory for a class of discrete time Markovian stochastic systems

We present a bifurcation theory of smooth stochastic dynamical systems that are governed by everywhere positive transition densities. The local dependence structure of the unique strictly stationary evolution of such a system can be expressed by the ratio of joint and marginal probability densities; this ‘dependence ratio’ is a geometric invariant of the system. By introducing an equivalence relation defined on these dependence ratios, we arrive at a bifurcation theory for which in the compact case, the set of stable, i.e. non-bifurcating, systems is open and dense. The theory is illustrated with some simple examples.     

Long term memory in extreme returns of financial time series

It is well known that while daily price returns of financial markets are uncorrelated, their absolute values (‘volatility’) are long-term correlated. Here we provide evidence that certain subsequences of the returns themselves also exhibit long-term memory. These subsequences consist of maxima (or minima) of returns in consecutive time windows of R days. Our analysis shows that for both stocks and currency exchange rates, long-term correlations are significant for R≥4. We argue that this long-term memory which is similar to that observed in volatility clustering sheds further insight on price dynamics that might be used for risk estimation.     

Entropy-driven phase transitions with influence of the field-dependent diffusion coefficient

We present a comprehensive study of phase transitions in a single-field reaction-diffusion stochastic systems with a field-dependent mobility of a power-law form and internal fluctuations. Using variational principles and mean-field theory we have shown that the noise can sustain spatial patterns and leads to phase transitions type of “order-disorder”. These phase transitions can be critical and non-critical in character. Our theoretical results are verified by computer simulations.     

Stretched Exponential Relaxation in Disordered Complex Systems： Fractal Time Random Walk Model

We have analytically derived the relaxation function for one-dimensional disordered complex systems in terms of autocorrelation function of fractal time random walk by using operator formalism. We have shown that the relaxation function has stretched exponential, i.e. the Kohlrausch-Williams-Watts character for a fractal time random walk process.     

Effects of Time Delay on the Bistable System Subjected to Correlated Noises

The time-delayed bistable system subjected to the multiplicative and additive noises is investigated. In the condition of small delay time, the stationary probability distribution function （SPDF） is derived, and under the condition of large delay time, the SPDF is stochastically simulated. The analytical and simulative results indicate that： （i） For the case of λ = 0 （λ denotes the strength of correlations between the multiplicative and additive noises）, the time delay affects weakly the SPDF peak structure, and the symmetrical property of the SPDF two-peak structure does not change with the increasing delay time. （ii） For the case of λ≠0, the two-peak structure changes with the increasing delay time, i.e. one peak goes up and the other go down simultaneously as the delay time increases and along with further increase of the delay time, the lower peak disappears gradually while the higher one goes up, i.e. the structure of the SPDF changes from a bimodal to a unimodal and the system becomes monostable.     

Fluctuation on Brownian motor in the presence of entropic barrier

Transporting velocity of a loaded Brownian motor with entropic barrier is investigated in the presence of an asymmetric unbiased force. It is found that in the presence of the entropic barrier, the stall force of the Brownian motor does not change monotonously with temperature. The average velocity of the Brownian motor is a peaked function of thermal noise and amplitude of the asymmetric unbiased external force, which indicates that a definite fluctuation can facilitate the loaded Brownian motor moving. With the increase of the load, the range of temperature and amplitude of the asymmetric unbiased external force for Brownian motor working become smaller. The limited area for Brownian motor working is given on the load-temperature plane. The threshold of fluctuation for Brownian motor working is found, and the minimum of asymmetric parameter of unbiased external force for Brownian motor working is given.     

Stochastic resonance in a stochastic bistable system subject to additive white noise and dichotomous noise

The stochastic resonance (SR) in a stochastic stable system driven by a static force and a periodic square-wave signal as well as by additive white noise and dichotomous noise is considered from the point of view of the signal-to-noise ratio (SNR). It is found that the SNR exhibits SR behavior when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as well as when plotted as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise is investigated.