关联噪声驱动的非对称双稳系统的随机共振

运用统一色噪声近似理论和两态模型理论,研究了周期矩形信号和关联的乘性色噪声和加性白噪声驱动的非对称双稳系统的随机共振现象,得到了适合信号任意幅值的信噪比表达式.信噪比是乘性噪声强度、加性噪声强度、乘性噪声自关联时间、噪声耦合强度的非单调函数,所以该双稳系统中出现了随机共振.同时,调节加性噪声强度比调节乘性噪声强度更容易产生随机共振.势阱静态非对称性和噪声之间的耦合强度对信噪比的影响是不同的. 关键词： 非对称双稳系统 随机共振 信噪比 周期矩形信号     

Saturation Effects in Mode-competition Effects of a Two-mode Laser with Multiplicative Noise

The full saturation effects in mode-competition effect of a two-mode laser with multiplicative noise are studied. By comparing a gain-noise model with a loss-noise model, it is found that the saturation term really has a great effect on mode-competition effects.     

Fluctuations of Single-Mode Laser Driven by Two Different Kinds of Colored Noise

A single-mode laser with coupling between additive and multiplicative noise terms is investigated when the multiplicative noise and the coupling between two noise terms are colored fluctuations with finite correlation times T1 and τ2. Combining the unified colored noise approximation (UCNA) and the functional analysis, the stationary probability distribution (SPD) and the variance of the laser intensity is derived. It is found that the colored nature of multiplicative noise and the coupling strength between two noise terms can affect both the structure and the height of the SPD, while the colored nature of the coupling between two noise terms can only affect the height of the SPD. The multiplicative noise can enhance the intensity fluctuations while the additive noise can reduce the fluctuations in a laser system. Numerical simulations are presented and consistent to the analytical results.     

Influence of low intensity noise on assemblies of diffusively coupled chaotic cells

The effect of time-correlated and white Gaussian noises of low intensity on one-dimensional arrays consisting of diffusively coupled chaotic cells is analyzed. An improvement or worsening of the synchronization between cells of the array driven by low-intensity colored noise is observed for a resonant interval of time correlation values. A comparison between colored and white noise and additive and multiplicative contribution has been carried out investigating the nonlinear cooperative effects of noise strength, correlation time, and coupling strength to control spatiotemporal chaos in coupled arrays of chaotic cells. The possibility to distinguish highly correlated areas of a diffusively coupled network of cells by using low-intensity time correlated noise is discussed. (c) 2001 American Institute of Physics.     

色噪声对光学双稳态的影响

采用统一色噪声近似构建了由乘法色噪声驱动的纯吸收型光学双稳态状态方程,并分析了色噪声对光学双稳态的影响,将结果与白噪声驱动的光学双稳态进行比较.结果表明:当乘法噪声与加法噪声处在正关联时,增加乘法色噪声的自关联时间r,光学双稳性的区域显著变宽,即磁滞回线面积变大;当乘法噪声与加法噪声处在负关联时,只有乘法噪声较小时,改变乘法色噪声的自关联时间r,光学双稳态才发生改变;当乘法噪声的自相关时间等于零时,本文模型退化为乘法白噪声驱动的光学双稳性状态方程.     

Correlation function of an optical bistable system with cross-correlated additive white noise and multiplicative colored noise

Considering an optical bistable system with cross-correlated additive white noise and multiplicative colored noise, we study the effects of correlation between the noises on the correlation function C（s） using the unified colored noise approximation and the Stratonovich deeoupling ansatz formalism. The effects of the self-correlation time τ of the multiplicative colored noise and the correlation intensity λ between the two noises are studied with numerical calculation. It is found that C（s） increases with the increase of the self-correlation timeτ, but decreases with the increase of the correlation intensity λ. At large value of τ, there is almost no change for C（s） when τ changes.     

Colored Noise in First-order-like Phase Transition of a Laser System

The decoupling theory is employed to analyze the multiplicative colored noise in a single mode laser system. Steady state intensity distribution function is derived when colored noise is included in the laser system. The first-order-like phase transition driven by multiplicative colored noise is investigated and compared with the case of multiplicative white noise. It is shown that the noise correlation time can affect the parameter plane of the first-order-like phase transition. The steady state intensity distributions in a laser system is changed greatly with noise correlation time τ.     

Colored Noise in First-order-like Phase Transition of a Laser System

The decoupling theory is employed to analyze the multiplicative colored noise in a single mode laser system. Steady state intensity distribution function is derived when colored noise is included in the laser system. The first-order-like phase transition driven by multiplicative colored noise is investigated and compared with the case of multiplicative white noise. It is shown that the noise correlation time can affect the parameter plane of the first-order-like phase transition. The steady state intensity distributions in a laser system is changed greatly with noise correlation time τ.     

色关联的色噪声驱动的分段非线性模型的平均首次穿越时间

研究了色关联的乘性高斯色噪声和加性高斯色噪声驱动的分段非线性系统中, 噪声强度和相关时间对平均首次穿越时间的影响. 利用一致有色噪声近似方法和最速下降方法, 推导出系统平均首次穿越时间的表达式. 研究结果表明: 系统的平均首次穿越时间随着乘性噪声的增加会出现单峰结构, 即“共振”现象, 峰值会随着加性噪声强度和噪声之间关联强度的增加而减小. 而平均首次穿越时间作为加性噪声的函数呈单调曲线, 说明乘性噪声和加性噪声对平均首次穿越时间的影响不同. 此外, 乘性和加性噪声关联时间以及互关联时间在正关联时和负关联时 对系统平均首次穿越时间的影响是不同的. 关键词： 色噪声 分段非线性系统 平均首次穿越时间     

Saturation Effects in Mode competition Effects of a Two mode Laser with Multiplicative Noise

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Tests of numerical simulation algorithms for the Kubo oscillator

Numerical simulation algorithms for multiplicative noise (white or colored) are tested for accuracy against closed-form expressions for the Kubo oscillator. Direct white noise simulations lead to spurious decay of the modulus of the oscillator amplitude. A straightforward colored noise algorithm greatly reduces this decay and also provides highly accurate results in the white noise limit.     

Hypersensitivity to small signals in a stochastic system with multiplicative colored noise

Recently we discovered the phenomenon of hypersensitivity to small time-dependent signals in a simple stochastic system, the Kramers oscillator with multiplicative white noise. In the present work we study, theoretically and experimentally with analog simulations, an influence of noise correlation time on hypersensitivity in a nonlinear oscillator with piecewise-linear current-voltage characteristic and multiplicative colored dichotomous noise. We found that the region of hypersensitive behavior is defined by universal scaling index, whereas the specifics of a particular system reveals itself only in the dependence of the above index on system parameters. The dependence of gain factor on noise correlation time is of bell-shaped (resonant) type. Received 27 April 2000 and Received in final form 2 November 2000     

Multiplicative non-Gaussian noise and additive Gaussian white noise induced transition in a piecewise nonlinear model

We study the transition problems in a piecewise nonlinear model induced by correlated multiplicative non-Gaussian noise and additive Gaussian white noise. Firstly, applying the path integral approach, the unified colored noise approximation, the analytical expression of the steady-state probability density function (SPD) is derived. Then the change regulation of the SPD is analyzed with the change of the strength and relevance of multiplicative noise and additive noise. From numerical computations we obtain some new nonlinear phenomena: the transition can be induced by the cross-correlation strength between noises, the non-Gaussian noise intensity and the Gaussian noise intensity as well as the non-Gaussian noise deviation parameter. This indicates that the effect of the non-Gaussian noise intensity on SPD is the same as that of the Gaussian noise intensity. Moreover, we also find the correlation time of the non-Gaussian noise can not induce the transition.     

色关联乘性和加性色噪声驱动的多稳态系统的稳态特性

研究了色关联乘性和加性色噪声作用下的三稳态系统的稳态问题.首先利用一致有色噪声近似方法,推导出稳态概率密度函数的表达式,然后分析了乘性噪声和加性噪声的强度以及关联性对稳态概率密度函数的影响,研究结果表明:加性噪声强度、加性噪声和乘性噪声的关联强度和关联时间可以诱导系统的非平衡相变.     

Mean First-Passage Time of an Asymmetric Kinetic Model Driven by Two Different Kinds of Colored Noises

The mean first-passage time （MFPT） of an asymmetric bistable system between multiplicative non-Gaussian noise and additive Gaussian white noise with nonzero cross-correlation time is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker Planck equation is obtained by applying the unified colored noise approximation and the.Novikov Theorem. The steady-state probability distribution （SPD） is also obtained. The basal functional analysis and simplification are employed to obtain the approximate expressions of MFPT T^±. The effects of the asymmetry parameter β, the non-Gaussian parameter （measures deviation from Gaussian character） r, the noise correlation times τ and τ2, the coupling coefficient A, the intensities D and a of noise on the MFPT are discussed. It is found that the asymmetry parameter β, the non-Gaussian parameter r and the coupling coefficient A can induce phase transition. Moreover, the main findings are that the effect of self-existent parameters （D, α, and τ） of noise and cross-correlation parameters （A, 7-2） between noises on MFPT T^± is different.     

色关联噪声驱动的非对称双稳系统中平均首次穿越时间的研究

研究了由色关联的乘性白噪声和加性白噪声驱动的非对称双稳系统中，色关联及非对称性对平均首次穿越时间的影响.数值结果表明乘性噪声强度α和加性噪声强度D及互相关时间τ对首次穿越时间T的影响是一致的，加性和乘性噪声间的互关联强度λ及势阱的非对称性r对T的影响是一致的.τ的增加能提高粒子的逃逸率，λ的增加则减小逃逸率.     

Effect of the Noise Correlation Time on the Stationary Current of Brownian Particle in a Spatially Symmetric Periodic Potential

We investigate the noise-induced transport of Brownian particle in a deterministic spatial symmetrical periodic potential driven by colored cross correlation between a multiplicative white noise and an additive white noise. We derive the general formula of the stationary current. Based on numerical computation, we found that directed motion of the Brownian particles can be induced by the correlation time τ of cross correlation between the multiplicative noise and the additive noise and the current reversal and the direction of the current is controlled by the τ.     

Effects of multiplicative colored noise in the growth of dye-laser radiation: The projection operator method

It has been well established by Roy, Fox, Yu and Zhu that in the growth of dye-laser radiation the multiplicative colored noise leads to an increase of the variance and skewness of first-passage time distribution (FPTD) as the laser intensity approaches steady state. In this paper, we develop an analytic method for the approximate treatment of the colored noise effects in the FPTD problem based on the Hanggi ansatz. The mean, variance, and skewness of the FPTD with multiplicative colored noise are obtained by means of the projection operator technique used by the authors to develop a theory of nonlinear external noises. The theoretical results are compared with those obtained from numerical simulations.     

Nonequilibrium phase transitions induced by multiplicative noise: effects of self-correlation

A recently introduced lattice model, describing an extended system which exhibits a reentrant (symmetry-breaking, second-order) noise-induced nonequilibrium phase transition, is studied under the assumption that the multiplicative noise leading to the transition is colored. Within an effective Markovian approximation and a mean-field scheme it is found that when the self-correlation time tau of the noise is different from zero, the transition is also reentrant with respect to the spatial coupling D. In other words, at variance with what one expects for equilibrium phase transitions, a large enough value of D favors disorder. Moreover, except for a small region in the parameter subspace determined by the noise intensity sigma and D, an increase in tau usually prevents the formation of an ordered state. These effects are supported by numerical simulations.