The study on a stochastic system with non-Gaussian noise and Gaussian colored noise

In this paper, a stochastic system with correlation between non-Gaussian noise and Gaussian colored noise is investigated. We carry out the functional methods to derive the approximate Fokker-Planck equation, and the expressions of stationary probability density function and mean first-passage time are presented. Also we explore the effects of correlation between non-Gaussian and Gaussian noise for the mean first-passage time.     

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     

色交叉关联噪声作用下癌细胞增长系统的平均首通时间

研究了受色交叉关联噪声驱动的癌细胞增长系统的平均首通时间.根据Novikov定理和Fox方法得到了相应的近似Fokker-Planck方程,给出了稳态概率密度函数的表达式.运用最快下降法,得到了平均首通时间的解析式.数值结果表明:两噪声之间负关联时,平均首通时间是加性噪声强度和乘性噪声强度的减函数,是噪声关联时间的增函数;两噪声之间正关联时,平均首通时间与加性噪声强度之间的单调关系与穿越方向有关,是乘性噪声强度的非单调函数,是噪声关联时间的减函数.     

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.     

Dynamics of a FitzHugh-Nagumo system subjected to autocorrelated noise

We analyze the dynamics of the FitzHugh-Nagumo (FHN) model in the presence of colored noise and a periodic signal. Two cases are considered: (i) the dynamics of the membrane potential is affected by the noise, (ii) the slow dynamics of the recovery variable is subject to noise. We investigate the role of the colored noise on the neuron dynamics by the mean response time (MRT) of the neuron. We find meaningful modifications of the resonant activation (RA) and noise enhanced stability (NES) phenomena due to the correlation time of the noise. For strongly correlated noise we observe suppression of NES effect and persistence of RA phenomenon, with an efficiency enhancement of the neuronal response. Finally we show that the self-correlation of the colored noise causes a reduction of the effective noise intensity, which appears as a rescaling of the fluctuations affecting the FHN system.     

基因转录调控系统中的色噪声诱导转化研究

研究了基因转录调控系统中的色噪声诱导蛋白质浓度转换现象. 据Novikov定理和Fox近似方法得到相应的Fokker-Planck方程, 给出稳态概率分布函数、蛋白质浓度平均值及其平均首通时间的近似表达式, 分析了噪声的自关联时间对稳态概率、平均值和平均首通时间的影响. 研究表明, 分解率的噪声的自关联时间引起蛋白质的浓度经历了“关”→“开”的转换; 合成率的噪声的自关联时间引起蛋白质的浓度经历了“开”→“关”转换. 然而, 随着两种自关联时间的增大, 平均首通时间增大, 即蛋白质浓度之间的转换变得困难. 数值模拟结果与理论预测基本符合. 关键词： 色噪声 基因转录调节系统 转换     

Colored Gaussian noises induced stochastic resonance and stability transition for an insect growth system driven by a multiplicative periodic signal

In this paper, we focus on investigating the steady-state shift behaviors and the stochastic resonance phenomenon (SR) for a biological insect population system with a multiplicative periodic signal caused by the terms of the colored multiplicative and additive noises. Our research results imply that the multiplicative noise and the self-correlation of the additive noise can weaken the stability of the biological system and restrain the growth of the insect population, while the additive noise and the self-correlation time of the multiplicative noise can strengthen the stability of the insect system and facilitate the biological population to breed. As regards to the phenomenon of the SR evoked by a multiplicative periodic signal, noise terms and their correlation times, the computed results show that the additive noise intensity M and the self- correlation time τ₁ of the multiplicative noise can both improve the SR effect. Inversely, the multiplicative noise intensity Q and the self-correlation time τ₂ of the additive noise can suppress together the SR phenomenon. Whereas, it should be pointed out that in the SNR-Q and SNR-M plots, the two self-correlation times can both motivate a resonant peak, but not change the peak value of the SNR no matter how the two noise correlation times vary.     

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.     

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.     

输入信号和噪声对单模激光随机共振的影响

采用色抽运噪声和实虚部间关联的量子噪声驱动的单模激光损失模型,运用线性化近似方法计算了周期性信号加性输入时激光系统的输出光强信噪比,发现用信噪比与量子噪声实虚部间关联系数的关系曲线描述的随机共振现象.在抽运噪声自关联为短时关联情况下,当信号振幅增大和频率增快、抽运噪声色关联时间增大时,系统的随机共振加强;而噪声强度的增加会削弱系统的随机共振.在抽运噪声自关联为长时关联情况下,当信号振幅增大和量子噪声强度减弱时,系统的随机共振加强;而信号频率、抽运噪声强度、抽运噪声色关联时间的变化对系统随机共振的影响很小.     

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.     

非高斯噪声激励下FHN神经元系统的定态概率密度与平均首次穿越时间

研究了非高斯噪声激励下的FHN神经元系统,应用路径积分法和统一色噪声近似得到系统的定态概率密度函数和平均首次穿越时间表达式.发现了加性噪声强度Q能够诱导非平衡相变的产生,乘性噪声强度D、偏离参数p及关联时间τ₀均不能诱导非平衡相变发生;非高斯噪声的存在缩短了细胞神经元系统静息态和激发态之间的转化时间,有利于神经元信息的传递. 关键词： FHN神经元系统 非高斯噪声 定态概率密度 平均首次穿越时间     

Colored Noise Enhanced Stability in a Tumor Cell Growth System Under Immune Response

In this paper, we investigate a mathematical model for describing the growth of tumor cell under immune response, which is driven by cross-correlation between multiplicative and additive colored noises as well as the nonzero cross-correlation in between. The expression of the mean first-passage time (MFPT) is obtained by virtue of the steepest-descent approximation. It is found: (i) When the noises are negatively cross-correlated (λ<0), then the escape is faster than in the case with no correlation (λ=0); when the noises are positively cross-correlated (λ>0), then the escape is slower than in the case with no correlation. Moreover, in the case of positive cross-correlation, the escape time has a maximum for a certain intensity of one of the noises, i.e., the maximum for MFPT identifies the noise enhanced stability of the cancer state. (ii) The effect of the cross-correlation time τ ₃ on the MFPT is completely opposite for λ>0 and λ<0. (iii) The self-correlation times τ ₁ and τ ₂ of colored noises can enhance stability of the cancer state, while the immune rate β can reduce it.     

Stochastic properties coupling between of tumor growth with non-Gaussian and Gaussian noise terms

Dynamical behavior of a tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect.     

Stochastic properties of tumor growth with coupling between non-Gaussian and Gaussian noise terms

Dynamical behavior of tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect.     

Impact of Colored Noise on Population Model with Allee Effect

We study a population model with strong and weak Allee effect driven by internal noise and external noise.Firstly, a single-species population model with Allee effect under environmental colored noise is established, then stable and unstable states are analyzed and interpreted in biology. After that, stationary probability distribution(SPD) of population is derived based on Fokker-Planck equation. Next, mean first-passage time(MFPT) is defined in order to quantify the transition between extinction state and survival state with Allee effect. It is found that population will not extinct when weak Allee effect exists. It is not beneficial to survival of the population with the increase of Allee threshold no matter whether strong Allee effect or weak Allee effect. When strong Allee effect occurs, the correlation time of multiplicative noise plays a positive role in survival of population, while the correlation time of additive noise has a negative effect. Crucially, the phenomenon of resonant activation is firstly discovered in population dynamics with Allee effect. The conclusions we obtain can be applied to the further research of population dynamics in ecology.     

色噪声激励下的FHN神经元系统

研究了色噪声激励下的FHN系统的相变问题和平均首次穿越时间,并推导了系统的定态概率密度函数和平均首次穿越时间表达式.结果表明,参数α,τ和β可以诱导相变,且存在锁定现象,各个参数对平均首次穿越时间都有很大影响,但影响效果有很大不同. 关键词： FHN系统 色噪声 平均首次穿越时间 定态概率密度     

Stochastic resonance for a metapopulation system driven by multiplicative and additive colored noises

We investigate the stochastic resonance(SR) phenomenon induced by the periodic signal in a metapopulation system with colored noises. The analytical expression of signal-to-noise is derived in the adiabatic limit. By numerical calculation, the effects of the addictive noise intensity, the multiplicative noise intensity and two noise self-correlation times on SNR are respectively discussed. It shows that:(i) in the case that the addictive noise intensity M takes a small value, a SR phenomenon for the curve of SNR appears; however, when M takes a large value, SNR turns into a monotonic function on the multiplicative noise intensity Q.(ii) The resonance peaks in the plots of the multiplicative noise intensity Q versus its self-correlation time τ1 and the addictive noise intensity M versus its self-correlation time τ2 translate in parallel. Meanwhile, a parallel translation also appears in the plots of τ1 versus Q and τ2 versus M.(iii) The interactive effects between self-correlation times τ1 and τ2 are opposite.     

Intensity Correlation Function of a Single-Mode Laser Driven by Two Colored Noises with Colored Cross-Correlation

By using the linear approximation method, the intensity correlation function and the intensity correlation time are calculated in a gain-noise model of a single-mode laser driven by colored cross-correlated pump noise and quantum noise, each of which is colored. We detect that, when the cross-correlation between both noises is negative, the behavior of the intensity correlation function C(t) versus time t, in addition to decreasing monotonously, also exhibits several other cases, such as one maximum, one minimum, and two extrema (one maximum and one minimum), i.e., some parameters of the noises can greatly change the dependence of the intensity correlation function upon time. Moreover, we find that there is a minimum Tmin in the curve of the intensity correlation time versus the pump noise intensity, and the depth and position of Train strongly depend on the quantum noise self-correlation time T2 and cross-correlation time T3.     

Mean First-Passage Time for Non-Markovian Processes Driven by Continuous Noise

In this article, we discuss the mean first-passage time for non-Markovian processes driven by continuous noise. Applying the iterative method to the Volterra integral equation, we obtain for the first time the series solution to the mean first-passage time problem and present the exact expression for the mean first-passage time in both the cases of rectangular distribution and long-tail distribution.