Resonance effects in the nonadiabatic nonlinear quantum dimer

In the presence of 1/f ^β noise, we investigate the logical stochastic resonance (LSR) in an asymmetric bistable model driven by various cycling combinations of two logic inputs. The probability of correct logic outputs is calculated according to true table of logic relationships. Two major results are presented. Firstly, it is shown that the LSR effect can be obtained by changing noise strength. Over entire range of noise variance, white noise can be considered to be better than 1/f noise or 1/f ² noise to obtain clean logic operation. At a smaller noise level, 1/f noise can realize higher output probability than white noise or 1/f ² noise. In the sense, 1/f noise can be considered to be better than white noise or 1/f ². On the other hand, the correct probability can evolves nonmonotonically as noise exponent β increases, and a kind of SR-like effect can be obtained as a result of β. At certain intermediate noise variance, the output probability is able to attain its minimum at β = 1. It is also shown that actually some finite β sometime can be better than β = 0 at small range of noise variance. The study might provide some potential complement to LSR effect in the presence of 1/f ^β noise.     

Stochastic multiresonance in a bistable sawtooth potential driven by correlated multiplicative and additive noise

We present an analytic investigation of the signal-to-noise ratio (SNR) by studying the bistable sawtooth system driven by correlated Gaussian white noises. The analytic expression of SNR is obtained. Based on it, we detect the phenomenon of stochastic multiresonance, which arises from the dependence of SNR upon the noises correlation coefficient. Furthermore, there exists not only resonance, but also suppression in the SNR∼D (the additive noise intensity) curve and the SNR∼Q (the multiplicative noise intensity) curve. Received 26 February 2002 / Received in final form 12 July 2002 Published online 17 September 2002     

Generalized Fokker-Planck equation for a class of stochastic dynamical systems driven by additive Gaussian and Poissonian fractional white noises of order <Emphasis Type="Italic">α</Emphasis>

In a first stage, the paper deals with the derivation and the solution of the equation of the probability density function of a stochastic system driven simultaneously by a fractional Gaussian white noise and a fractional Poissonian white noise both of the same order. The key is the Taylor’s series of fractional order f(x + h) = E _α(h^αD _x ^α)f(x) where E _α() denotes the Mittag-Leffler function, and D _x ^α is the so-called modified Riemann-Liouville fractional derivative which removes the effects of the non-zero initial value of the function under consideration. The corresponding fractional linear partial differential equation is solved by using a suitable extension of the Lagrange’s technique involving an auxiliary set of fractional differential equations. As an example, one considers a half-oscillator of fractional order driven by a fractional Poissonian noise.      

Stochastic resonance in a bistable system with global delay and two noises

The global time delay is introduced into a bistable system driven by two noises and a periodic signal. The signal power amplification factor η is employed to characterise stochastic resonance (SR) of the system. Numerical simulation results indicate the following. (1) For a periodic signal with low frequency (Ω), the typical behaviour of the SR is lowered monotonically by increasing the delay time τ; for moderate Ω, τ enhances the SR behaviour and then weakens it, with a critical value at which the SR is optimum. (2) Multiplicative noise intensity D and additive noise intensity α have different influences on the SR performance, viz D enhances the SR monotonically while α enforces the SR initially and then restrains it; (3) correlation intensity λ between the two noises always weakens the SR behaviour of the system.     

On a simple derivation of master equations for diffusion processes driven by white noise and dichotomic Markov noise

A very simple way is presented of deriving the partial differential equations (the master equations) satisfied by the probability density for certain kinds of diffusion processes in one dimension, in which the driving term is a Gaussian white noise, or a dichotomic noise, or a combination of the two. The method involves the use of certain ‘formulas of differentiation’ to derive the equations obeyed by the characteristic functions of the processes concerned, and thence the corresponding master equations. The examples presented cover a substantial number of diffusion processes that occur in physical modelling, including some master equations derived recently in the literature for generalizations of persistent diffusion.     

Magnetoexciton light absorption in inhomogeneous quasi-two-dimensional systems

The problem of exciton light absorption in quasi-two-dimensional inhomogeneous systems in a strong transverse magnetic field H is analyzed. We assume that a random Gaussian field (“white noise”) acting separately on an electron and a hole is due to (1) fluctuations in the quantum well thickness or (2) fluctuations in the concentrations of the solid solution components. The problem of a magnetoexciton in a random Gaussian white noise field has been reduced to the problem of the motion in an H-dependent effective field of a single particle with the effective magnetic mass of the exciton, which is a function of the magnetic field and parameters of the quantum wells, in a field characterized by “colored noise,” whose correlation function is different from that of the white noise field. In this approximation, the problem of a magnetoexciton in isolated and coupled quantum dots is considered. In the coherent-potential approximation, the exciton absorption in random fields of the first and second type in single and coupled quantum wells has been calculated. The absorption decreases as H increases in the range of strong magnetic fields, which is in agreement with experimental data. Zh. éksp. Teor. Fiz. 114, 1451–1465 (October 1998)     

Thermodynamics and transport in an active Morse ring chain

We investigate the stochastic dynamics of an one-dimensional ring with N self-driven Brownian particles. In this model neighboring particles interact via conservative Morse potentials. The influence of the surrounding heat bath is modeled by Langevin-forces (white noise) and a constant viscous friction coefficient γ. The Brownian particles are provided with internal energy depots which may lead to active motions of the particles. The depots are realized by an additional nonlinearly velocity-dependent friction coefficient γ ₁(v) in the equations of motions. In the first part of the paper we study the partition functions of time averages and thermodynamical quantities (e.g. pressure) characterizing the stationary physical system. Numerically calculated non-equilibrium phase diagrams are represented. The last part is dedicated to transport phenomena by including a homogeneous external force field that breaks the symmetry of the model. Here we find enhanced mobility of the particles at low temperatures. Received 21 July 2001     

Statistics of a Flux in Burgers Turbulence¶with One-Sided Brownian Initial Data

We study the statistics of the flux of particles crossing the origin, which is induced by the dynamics of ballistic aggregation in dimension 1, under certain random initial conditions for the system. More precisely, we consider the cases when particles are uniformly distributed on ℝ at the initial time, and if u(x,t) denotes the velocity of the particle located at x at time t, then u(x,0)= 0 for x<0 and (u(x,0), x≥ 0) is either a white noise or a Brownian motion. Received: 18 April 2001 / Accepted: 16 July 2001     

1/f Noise in a nonequilibrium phase transition: Experiment and mathematical model

The results of an experimental investigation of a high-power source of broad-band 1/f noise, which can be generated in a system of two interacting nonequilibrium phase transitions, are presented. This process takes place when a normal conductor-superconductor phase transition is superposed on the critical liquid-vapor transition in a boiling coolant. A mathematical model describing a nonequilibrium phase transition in a complicated nonlinear system with two interacting order parameters, which involves the conversion of white noise into stochastic fluctuations of the order parameters with 1/f and 1/f ² spectra, is proposed. The properties of the model fluctuations with a 1/f spectrum agree qualitatively with the experimentally observed properties. A characteristic difference between the model fluctuations with a 1/f ² spectrum and random walks is also noted. Zh. éksp. Teor. Fiz. 113, 1748–1757 (May 1998)     

Escape of Brownian particles in an asymmetric bistable sawtooth potential driven by cross-correlated noises

The relative escape rate (RER) for Brownian particles in an asymmetric bistable sawtooth potential driven by cross correlations between multiplicative white noise and additive white noise is studied. A new expression of the mean first-passage time is derived under the condition of piecewise linear potentials and discontinuous diffusion function. Based on the results of RER numerically calculated, it is found that (i) under positively correlated noises action (i.e. λ > 0, and λ is the correlation strength), the escape rate exhibits the suppression platform as the intensity of multiplicative noise varies. The effect of suppression becomes more pronounced with the growth of height of the deterministic potential barrier for transition, and with the increase of λ. However, for the case of uncorrelated noises (λ = 0) and of negatively correlated noises (λ < 0), the suppression platform disappears. (ii) The positive correlation between noises amplifies the change of the escape rate with the height of barrier for transition, while the negative correlation between noises suppresses this change. Received 20 November 2002 / Received in final form 19 October 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: kmdcmei@public.km.yn.cn     

Exponential Mixing of the 2D Stochastic Navier-Stokes Dynamics

 We consider the Navier-Stokes equation on a two dimensional torus with a random force which is white noise in time, and excites only a finite number of modes. The number of excited modes depends on the viscosity ν, and grows like ν ^-3 when ν goes to zero. We prove that this Markov process has a unique invariant measure and is exponentially mixing in time. Received: 14 March 2002 / Accepted: 7 May 2002 Published online: 22 August 2002     

Statistics of low-frequency pulsations in critical regimes of heat mass exchange with phase transitions

Experimental investigation of fluctuation dynamics in critical and transitional modes of heat mass exchange shows existence of irregular high-energy pulsations with power spectrum inversely proportional to the frequency—so called 1/f spectrum. Such regimes are characterized by the fact that an essential part of the pulsations energy is connected with very slow processes and mean that large high-energy bursts are possible in the system. Another characteristic feature of such regimes is scale invariance of the fluctuations distribution function. According to the theory, the 1/f fluctuations can emerge in physical systems due to simultaneous phase transitions in presence of sufficiently intensive white noise. This paper is devoted to detailed investigation of relaxation processes at steadying of stationary stochastic process in non-equilibrium phase transitions in system of two nonlinear stochastic differential equation. Such an information reveals statistical patterns of particular large-scale low-frequency bursts. Discontinuous “forgetting” of the initial conditions takes place. It is shown by numerical methods that distributions of duration and maximal values of the low-frequency extreme bursts have the power-like form. Experimental investigation results of statistical characteristics of fluctuation processes at ultrasonic cavitation and flash boiling of overheated water jets are presented. Results of the experiments carried out fit conclusions of the theoretical model for interacting heterogeneous phase transitions.     

The Boltzmann Equation for Driven Systems of Inelastic Soft Spheres

We study a generic class of inelastic soft sphere models with a binary collision rate g^ν that depends on the relative velocity g. This includes previously studied inelastic hard spheres (ν = 1) and inelastic Maxwell molecules (ν = 0). We develop a new asymptotic method for analyzing large deviations from Gaussian behavior for the velocity distribution function f(c). The framework is that of the spatially uniform nonlinear Boltzmann equation and special emphasis is put on the situation where the system is driven by white noise. Depending on the value of exponent ν, three different situations are reported. For ν < −2, the non-equilibrium steady state is a repelling fixed point of the dynamics. For ν > −2, it becomes an attractive fixed point, with velocity distributions f(c) having stretched exponential behavior at large c. The corresponding dominant behavior of f(c) is computed together with sub-leading corrections. In the marginally stable case ν = −2, the high energy tail of f(c) is of power law type and the associated exponents are calculated. Our analytical predictions are confronted with Monte Carlo simulations, with a remarkably good agreement.     

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.     

Controlling the noise enhanced stability effect via noise recycling in a metastable system

We analyze the role of the delay time τ _d and the fraction ε of recycled noise on the enhancement of the mean first-passage time (MFPT) in a metastable system with recycled noise, generated by the superposition of a primary Gaussian noise source with a second component of constant delay. The results indicate that MFPT as a function of the noise intensity D shows either a non-monotonic behavior with a maximum or a divergent behavior, which is the identifying characteristic of the noise enhanced stability (NES) phenomenon. The increasing of τ _d or ε strengthens the NES effect for ε > 0. However, for ε < 0, there is a critical value of τ _d , below which we observe an increase of MFPT whose maximum goes to infinity, and above which the divergent behavior tends to disappear and MFPT versus D shows a transition from one peak to two peaks and eventually one peak as τ _d or |ε| increases. Moreover, we also discuss the effect of different initial conditions. These observations illustrate that the noise recycling may be used as an effective scheme for controlling the NES effect.     

Excess 1/f noise in systems with an exponentially wide spectrum of resistances and dual universality of the percolation-like noise exponent

The excess 1/f noise in a random lattice with bond resistances r∼exp(−λx), where x is a random variable and λ≪1, is studied theoretically. It is shown that if the correlation function {δr ²}∼r r ^θ+2, then the relative spectral density of the noise in the system is expressed as C _e∼λ^m exp(−λ(1−p _c)), where p _c is the percolation threshold and m=νd (ν is the critical exponent of the correlation length and d is the dimensionality of the problem). It is hypothesized that the exponent m possesses a dual universality: It is independent of 1) the geometry of the lattice and 2) the θ-mechanism responsible for the generation of the local noise. Numerical modeling in a three-dimensional lattice gives m=52.3 for θ=1 and θ=0, in agreement with the hypothesis. Pis’ma Zh. éksp. Teor. Fiz. 63, No. 8, 614–618 (25 April 1996)     

Stochastic resonance induced by a multiplicative periodic signal in a logistic growth model with correlated noises

The stochastic resonance (SR) phenomenon induced by a multiplicative periodic signal in a logistic growth model with correlated noises is studied by using the theory of signal-to-noise ratio (SNR) in the adiabatic limit. The expressions of the SNR are obtained. The effects of multiplicative noise intensity α and additive noise intensity D, and correlated intensity λ on the SNR are discussed respectively. It is found that the existence of a maximum in the SNR is the identifying characteristic of the SR phenomena. In comparison with the SR induced by additive periodic signal, some new features are found: (1) When SNR as a function of λ for fixed ratio of α and D, the varying of α can induce a stochastic multi-resonance, and can induce a re-entrant transition of the peaks in SNR vs λ; (2) There exhibits a doubly critical phenomenon for SNR vs D and λ, i.e., the increasing of D (or λ) can induce the critical phenomenon for SNR with respect to λ (or D); (3) The doubly stochastic resonance effect appears when α and D are simultaneously varying in SNR, i.e., the increment of one noise intensity can help the SR on another noise intensity come forth.      

Noise effects in two different biological systems

We investigate the role of the colored noise in two biological systems: (i) adults of Nezara viridula (L.) (Heteroptera: Pentatomidae), and (ii) polymer translocation. In the first system we analyze, by directionality tests, the response of N. viridula individuals to subthreshold signals plus noise in their mating behaviour. The percentage of insects that react to the subthreshold signal shows a nonmonotonic behaviour, characterized by the presence of a maximum, as a function of the noise intensity. This is the signature of the non-dynamical stochastic resonance phenomenon. By using a “soft” threshold model we find that the maximum of the input-output cross correlation occurs in the same range of noise intensity values for which the behavioural activation of the insects has a maximum. Moreover this maximum value is lowered and shifted towards higher noise intensities, compared to the case of white noise. In the second biological system the noise driven translocation of short polymers in crowded solutions is analyzed. An improved version of the Rouse model for a flexible polymer is adopted to mimic the molecular dynamics by taking into account both the interactions between adjacent monomers and the effects of a Lennard-Jones potential between all beads. The polymer dynamics is simulated in a two-dimensional domain by numerically solving the Langevin equations of motion in the presence of thermal fluctuations and a colored noise source. At low temperatures or for strong colored noise intensities the translocation process of the polymer chain is delayed. At low noise intensity, as the polymer length increases, we find a nonmonotonic behaviour for the mean first translocation time of the polymer centre of inertia. We show how colored noise influences the motion of short polymers, by inducing two different regimes of translocation in the dynamics of molecule transport.     

Influence of Coupling Delay on Noise Induced Coherent Oscillations in Excitable Systems

Influence of small time-delays in coupling between noisy excitable systems on the coherence resonance and self-induced stochastic resonance is studied. Parameters of delayed coupled deterministic excitable units are chosen such that the system has only one attractor, namely the stationary state, for any value of the coupling and the time-lag. Addition of white noise induces qualitatively different types of coherent oscillations, and we analyzed the influence of coupling time-delay on the properties of these coherent oscillations. The main conclusion is that time-lag τ≥1, but still smaller than the refractory period, and sufficiently strong coupling drastically change signal to noise ratio in the quantitative and qualitative way. An interval of noise values implies quite large signal to noise ratio and different types of noise induced coherence are greatly enhanced. We also observed coincident spiking for small noise intensity and time-lag proportional to the inter-spike interval of the coherent spike trains. On the other hand, time-lags τ<1 and/or weak coupling induce negligible changes in the properties of the stochastic coherence.     

Modeling and simulations of the behavior of glass particles in a rotating drum in heptane and water vapor atmospheres

We have performed noise measurements on suspended ropes of single wall carbon nanotubes (SWNT) between 1 and 300 K for different values of dc current through the ropes. We find that the shot noise is suppressed by more than a factor 100 compared to the full shot noise 2eI. We have also measured an individual SWNT and found a level of noise which is smaller than the minimum expected. Another finding is the very low level of 1/f noise, which is significantly lower than previous observations. We propose two possible interpretations for the strong shot noise reduction: i) Transport within a rope takes place through few nearly ballistic tubes within a rope and possibly involves non integer effective charges with e ^*∼ 0.3e. ii) A substantial fraction of the tubes conduct with a strong reduction of effective charge (by more than a factor 50). Received 25 January 2002 Published online 19 July 2002