Phase reduction of stochastic limit cycle oscillators

We point out that for an oscillator subjected to noise the conventional phase equation is not a proper approximation even for weak noise. We present a phase reduction method valid for an oscillator subjected to weak white Gaussian noise. Numerical evidence demonstrates that the phase equation properly approximates dynamics of the original oscillator. Moreover, we show that, in general, noise causes a shift of the oscillator frequency and discuss its effects on entrainment.     

线性过阻尼分数阶Langevin方程的共振行为

通过将广义Langevin方程中的系统内噪声建模为分数阶高斯噪声,推导出分数阶Langevin方程, 其分数阶导数项阶数由系统内噪声的Hurst指数所确定.讨论了处于强噪声环境下的线性过阻尼分数阶 Langevin方程在周期信号激励下的共振行为,利用Shapiro-Loginov公式和Laplace变换, 推导了系统响应的一、二阶稳态矩和稳态响应振幅、方差的解析表达式.分析表明,适当参数下, 系统稳态响应振幅和方差随噪声的某些特征参数、周期激励信号的频率及系统部分参数的变化出现了 广义的随机共振现象.     

Theory of nonlinear Gaussian noise

We consider stochastic differential equations of the Langevin type in which the noise enters nonlinearly. In particular we study quadratic gaussian noise and we derive equations for the probability density under different approximations. In the limit of small intensity and small correlation time of the noise we obtain a Fokker-Planck equation which accounts for the main effects of the nonlinear noise. We present some examples and we discuss the consequences of our results in the analysis of an electrohydrodynamic instability in liquid crystals in the presence of external noise.     

Systems under the influence of white and colored poisson noise

We deal in this paper with systems driven by white or colored Poisson noise. For a free Brownian particle under the influence of white Poisson noise an exact generalized master equation in position space is obtained. In the Gaussian and Smoluchowski limits, known results are recovered. For a general process defined by a stochastic differential equation, with colored Poisson noise, we find an approximate generalized master equation, including first order terms in the correlation time and the first correction to the gaussianity. Under a more restrictive approximation, the stationary distribution function is given. This is used to study the phase transition in the steady state for a Verhulst model. Corrections to the gaussianity are discussed in this case.     

简谐速度噪声与简谐噪声环境中谐振子的动力学共振

通过求解简谐势场中的广义量子朗之万方程，得到平均能量的精确表达式.由于简谐速度噪声与简谐噪声功率谱的不同特点，两种内部噪声驱动的谐振子在简谐外力的作用下具有不同的共振特征.这些特征可用来检验两种噪声.     

Probability Evolution and Mean First-passage Time for Non-Markovian Processes Driven by Nonlinear Noise

We investigate a stochastic differential equation with general noxilinearity in the noise.With the help of the projection operator techniques, we derive an integro-differential equation for the probability density and an approximate equation for the mean firstpassage time (MFPT). The concrete calculations are made for two important examples.     

Asymptotics of High Order Noise Corrections

We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to its trace in the case of a quartic map and Gaussian noise. The asymptotic behaviour is investigated and is found to be independent up to a multiplicative constant of the distribution of noise.     

Dynamics of nonlinear oscillators with fluctuating parameters

We derive the (integro-differential) master equation of an oscillator in a thermal environment which is driven by a non-linear randomly varying force. The thermal noise is assumed to be δ-correlated gaussian noise and the parameter fluctuations are assumed to be multiplicative white Poisson noise. For the case of a large viscosity we derive a generalized Smoluchowski equation and sketch the modification of Kramers' reaction rate. The rate is shown to contain a temperature-independent “tunneling” contribution.     

Some exact results on discrete noisy maps

Using the Chapman-Kolmogorov type equation introduced by H. Haken and G. Mayer-Kress for discrete time processes we derive forward and backward equations for the corresponding transition probability and obtain an integral equation for the conditional first passage time. In the case of linear dynamics with Gaussian noise we present the exact solution of the Chapman-Kolmogorov equation.     

Additive noise induces front propagation

The effect of additive noise on a static front that connects a stable homogeneous state with an also stable but spatially periodic state is studied. Numerical simulations show that noise induces front propagation. The conversion of random fluctuations into direct motion of the front's core is responsible of the propagation; noise prefers to create or remove a bump, because the necessary perturbations to nucleate or destroy a bump are different. From a prototype model with noise, we deduce an adequate equation for the front's core. An analytical expression for the front velocity is deduced, which is in good agreement with numerical simulations.     

Generalized Fokker-Planck equation: Derivation and exact solutions

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and Lévy stable noise, and show that it reproduces all Fokker-Planck equations that are known for these noises. Exact analytical, time-dependent and stationary solutions of the generalized Fokker-Planck equation are derived and analyzed in detail for the cases of a linear, a quadratic, and a tailored potential.     

Joint Probability Distribution of the System Driven by Internal and External Noises Simultaneously

We obtain the equation for the steady state joint probability distribution of the system driven by external and internal noises simultaneously, where external noise is the dichotomous noise and internal noise is the Gaussian white noise. As to the application of our equation, we discuss two examples for which the correlation functions and associated relaxation times are calculated. We find the coupling effect of the external and the internal noises for the relaxation time.     

Effective potential for the massless KPZ equation

In previous work we have developed a general method for casting a classical field theory subject to Gaussian noise (that is, a stochastic partial differential equation (SPDE)) into a functional integral formalism that exhibits many of the properties more commonly associated with quantum field theories (QFTs). In particular, we demonstrated how to derive the one-loop effective potential. In this paper we apply the formalism to a specific field theory of considerable interest, the massless KPZ equation (massless noisy Burgers equation), and analyze its behavior in the ultraviolet (short-distance) regime. When this field theory is subject to white noise we can calculate the one-loop effective potential and show that it is one-loop ultraviolet renormalizable in 1, 2, and 3 space dimensions, and fails to be ultraviolet renormalizable in higher dimensions. We show that the one-loop effective potential for the massless KPZ equation is closely related to that for λφ⁴ QFT. In particular, we prove that the massless KPZ equation exhibits one-loop dynamical symmetry breaking (via an analog of the Coleman–Weinberg mechanism) in 1 and 2 space dimensions, and that this behavior does not persist in 3 space dimensions.     

Surface impedance design with ground corrugation for mitigation of large-calibre gun blast noise

The surface impedance design approach is proposed for mitigating large-calibre gun blast noise. Surrounding the blast noise, we employ a group of concentric trenches with critical depths to dampen the propagation of the acoustic wave. These trenches behave like quarter-wavelength resonators and produce acoustic soft surfaces at their openings. The sound pressure is then mitigated over these soft surfaces by destructive interference and the wave attenuates rapidly along the ground surface. To evaluate the overall acoustic performance of such a design, we develop an efficient numerical solver by treating the geometry as a body of revolution (BOR). The symmetry of the structure in the revolution direction allows the 3D boundary integral equation (BIE) for acoustic wave scattering to be reduced to a 2D integral equation by the use of Fourier series expansions. Numerical experiments show that this model can effectively suppress the acoustic wave propagation horizontally and the reduction can reach about 15 dB for large-calibre gun noise with very low-frequency components.     

Low-Resistant Band-Passing Noise and Its Dynamical Effects

We propose an n-order noise, which is realized by driving an n-order linear differential equation with a Gaussian white noise. The time-derivative noise is a low-resistant band-passing noise. If the derivative noise is regarded as a thermal one, the system has a vanishing effective friction and it should induce ballistic diffusion of a free particle at long times. The simulation method for the generalized Langevin equation driven by the n-order noise is discussed systematically. The features of three-order derivative noises are presented when they are applied to a ratchet system.     

Low-Resistant Band-Passing Noise and Its Dynamical Effects

We propose an n-order noise, which is realized by driving an n-order linear differential equation with a Gaussian white noise. The time-derivative noise is a low-resistant band-passing noise. If the derivative noise is regarded as a thermal one, the system has a vanishing effective friction and it should induce ballistic diffusion of a free particle at long times. The simulation method for the generalized Langevin equation driven by the n-order noise is discussed systematically. The features of three-order derivative noises are presented when they are applied to a ratchet system.     

Unbiased estimate of forces from measured correlation functions,including the case of strong multiplicative noise

Starting from appropriate short-time correlation function measurements, we propose a dynamical “learning” method to derive the deterministic and stochastic forces underlying an observed process, even if this process contains strong multiplicative noise. To do this we extend the ideas of our previous paper [1] to establish mathematical relationships in this more general case between the joint distribution function of the process and its corresponding Ito-Langevin equation. A numerical example for a simulated process containing strong multiplicative noise shows good agreement with the theory.     

A method of background noise reduction in lidar data

This paper applies a theoretical approach to the calculation of background noise levels during the analysis of lidar (light detection and ranging) data. We develop a method for the identification of background noise concealed within lidar signals under clear atmospheric or homogeneous aerosol layer conditions and derive an equation for the calculation of these noise levels from a theoretical consideration of the lidar equation. An increasing range-corrected signal indicates that a large amount of background noise exist in the return signal. We calculate the level of background noise by selecting three equidistant points in the return signal from the homogeneous layer and inputting the range and intensity of these points into the derived equation. Background noise calculations using actual lidar signals were in good agreement with calculations based on a simulated lidar signal. The background noise equation was verified using both observational lidar data and a simulated signal, indicating that it provides a reasonable measure of background noise levels in lidar data.