Duffing系统随机相位抑制混沌与随机共振并存现象的机理研究

针对随机相位作用的Duffing混沌系统, 研究了随机相位强度变化时系统混沌动力学的演化行为及伴随的随机共振现象. 结合Lyapunov指数、庞加莱截面、相图、时间历程图、功率谱等工具, 发现当噪声强度增大时, 系统存在从混沌状态转化为有序状态的过程, 即存在噪声抑制混沌的现象, 且在这一过程中, 系统亦存在随机共振现象, 而且随机共振曲线上最优的噪声强度恰为噪声抑制混沌的参数临界点. 通过含随机相位周期力的平均效应分析并结合系统的分岔图, 探讨了噪声对混沌运动演化的作用机理, 解释了在此过程中随机共振的形成机理, 论证了噪声抑制混沌与随机共振的相互关系.     

Homoclinic and heteroclinic chaos in nonlinear systems driven by trichotomous noise

The homoclinic and heteroclinic chaos in nonlinear systems subjected to trichotomous noise excitation are studied.The Duffing system and the Josephson-junction system are taken for example to calculate the corresponding amplitude thresholds for the onset of chaos on the basis of the stochastic Melnikov process with the mean-square criterion. It is shown that the amplitude threshold for the onset of chaos can be adjusted by changing the internal parameters of trichotomous noise, thereby inducing or suppressing chaotic behaviors in the two systems driven by trichotomous noise. The effects of trichotomous noise on the systems are verified by vanishing the mean largest Lyapunov exponent and demonstrated by phase diagrams and time histories.     

Stability analysis of a noise-induced Hopf bifurcation

We study analytically and numerically the noise-induced transition between an absorbing and an oscillatory state in a Duffing oscillator subject to multiplicative, Gaussian white noise. We show in a non-perturbative manner that a stochastic bifurcation occurs when the Lyapunov exponent of the linearised system becomes positive. We deduce from a simple formula for the Lyapunov exponent the phase diagram of the stochastic Duffing oscillator. The behaviour of physical observables, such as the oscillators mean energy, is studied both close to and far from the bifurcation.Received: 8 August 2003, Published online: 19 November 2003PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems     

Front propagation in chaotic and noisy reaction-diffusion systems: a discrete-time map approach

We study the front propagation in reaction-diffusion systems whose reaction dynamics exhibits an unstable fixed point and chaotic or noisy behaviour. We have examined the influence of chaos and noise on the front propagation speed and on the wandering of the front around its average position. Assuming that the reaction term acts periodically in an impulsive way, the dynamical evolution of the system can be written as the convolution between a spatial propagator and a discrete-time map acting locally. This approach allows us to perform accurate numerical analysis. They reveal that in the pulled regime the front speed is basically determined by the shape of the map around the unstable fixed point, while its chaotic or noisy features play a marginal role. In contrast, in the pushed regime the presence of chaos or noise is more relevant. In particular the front speed decreases when the degree of chaoticity is increased, but it is not straightforward to derive a direct connection between the chaotic properties (e.g. the Lyapunov exponent) and the behaviour of the front. As for the fluctuations of the front position, we observe for the noisy maps that the associated mean square displacement grows in time as t ^1/2 in the pushed case and as t ^1/4 in the pulled one, in agreement with recent findings obtained for continuous models with multiplicative noise. Moreover we show that the same quantity saturates when a chaotic deterministic dynamics is considered for both pushed and pulled regimes. Received 17 July 2001     

采用振幅耦合方法研究多旋转中心混沌振子的相同步

为了找到具有多个旋转中心的混沌系统的相同步与其动力学拓朴变化之间的对应关系，采用线性振幅线性耦合方法，研究了Lorenz系统和Duffing系统的相同步，首先对Lorenz系统和Duffing系统分别进行极坐标变换，在线性振幅耦合基础上计算了两个系统的平均旋转数和Lyapunov指数，发现，随耦合强度的增大，系统相同步与系统的Lyapunov指数跃变存在一一对应的关系，这表明具有多个旋转中心的混沌系统的相同步与系统动力学拓朴变化也存在着对应关系. 关键词： Lyapunov指数 振幅耦合 相同步     

Chaotic motion of Van der Pol–Mathieu–Duffing system under bounded noise parametric excitation

The chaotic behavior of Van der Pol–Mathieu–Duffing oscillator under bounded noise is investigated. By using random Melnikov technique, a mean square criterion is used to detect the necessary conditions for chaotic motion of this stochastic system. The results show that the threshold of bounded noise amplitude for the onset of chaos in this system increases as the intensity of the noise in frequency increases, which is further verified by the maximal Lyapunov exponents of the system. The effect of bounded noise on Poincaré map is also investigated, in addition the numerical simulation of the maximal Lyapunov exponents.     

STOCHASTIC AVERAGING OF STRONGLY NON-LINEAR OSCILLATORS UNDER BOUNDED NOISE EXCITATION

A stochastic averaging method for strongly non-linear oscillators under external and/or parametric excitation of bounded noise is proposed by using the so-called generalized harmonics functions. The method is then applied to study the primary resonance of Duffing oscillator with hardening spring under external excitation of bounded noise. The stochastic jump and its bifurcation of the system are observed and explained by using the stationary probability density of amplitude and phase. Subsequently, the method is applied to study the dynamical instability and parametric resonance of Duffing oscillator with hardening spring under parametric excitation of bounded noise. The primary unstable region is delineated by evaluating the Lyapunov exponent of linearized system, and the response and jump of non-linear system around the unstable region are examined by using the sample functions and stationary probability density of amplitude and phase.     

Strange attractors and their periodic repetition

In this paper, we present some important findings regarding a comprehensive characterization of dynamical behavior in the vicinity of two periodically perturbed homoclinic solutions. Using the Duffing system, we illustrate that the overall dynamical behavior of the system, including strange attractors, is organized in the form of an asymptotic invariant pattern as the magnitude of the applied periodic forcing approaches zero. Moreover, this invariant pattern repeats itself with a multiplicative period with respect to the magnitude of the forcing. This multiplicative period is an explicitly known function of the system parameters. The findings from the numerical experiments are shown to be in great agreement with the theoretical expectations.     

Noise-induced reentrant transition of the stochastic Duffing oscillator

We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show that the system undergoes a noise-induced reentrant transition in a given range of parameters. The fixed point is stabilised when the amplitude of the noise belongs to a well-defined interval. Noisy oscillations are found outside that range, i.e., for both weaker and stronger noise.Received: 20 February 2004, Published online: 20 April 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems     

基于混沌和随机共振的微弱信号检测

推导了分数阶线性振子系统响应的一阶稳态矩的频率不变性和相移特性, 并通过理论分析得出, 在随机共振机制下, 分数阶线性振子对系统响应一阶稳态矩的幅值具有放大作用. 构造Duffing混沌振子检测器, 利用混沌系统对参数摄动的敏感性以及对噪声的免疫能力实现弱信号检测. 数值模拟证实, 该方法可以有效地从噪声背景中将微弱正弦信号检测出来, 并且相对传统的混沌检测方法能显著降低信噪比检测门限.     

Research on detection method of multi-frequency weak signal based on stochastic resonance and chaos characteristics of Duffing system

Weak signal detection has been widely used in many fields such as military and national economy. Aiming at the problem that the traditional stochastic resonance (SR) method can’t obtain the signal amplitude when detecting weak signals, the frequency and amplitude of the weak signal are obtained by combining the SR and chaos characteristics of the two-dimensional Duffing system. Firstly, the effects of two-dimensional Duffing system parameters a, b, k, noise intensity D on the Kramers rate and signal-to-noise ratio (SNR) are analyzed under the Gaussian white noise environment. The results show that the damping ratio K can hinder the SR effect of the system to some extent. Secondly, to solve the misjudgment of the state method of the weak signal amplitude in the detection, the Lyapunov exponent is used to assure the threshold's range, and the threshold of the chaotic critical state is found. Finally, the paper gives the processes of frequency and amplitude detection of multiple high-frequency signals, which realizes the effective detection of the frequency and amplitude of multiple high-frequency signals in a Gaussian white noise environment, and successfully applies the method to the accurate detection of boundary voltage amplitude in electrical impedance tomography.     

一类动力学系统通过函数耦合实现混沌同步

非线性动力学系统的混沌同步, 一般采用单向线性耦合的控制方式, 对于函数耦合方式研究的比较少. 这就存在一个问题, 对于非线性动力学系统, 在线性耦合实现混沌同步后, 是否其他函数的耦合方式都可以实现混沌同步? 本文对于一类非线性动力学系统, 研究了其线性耦合同步与函数耦合同步的关系, 证明当线性耦合实现同步后, 函数在满足一定的条件下, 可以通过函数耦合实现系统的混沌同步. 最后对于Duffing系统采用两种函数耦合进行了仿真计算, 证明了结论的正确性.     

双频激励下超晶格系统的混沌行为

假设超晶格“折沟道”对粒子的作用等效为形状相似的周期调制; 引入正弦平方势, 在小振幅近似下, 把粒子运动方程化为具有双频激励的Duffing方程。 用Melnikov方法分析了系统的混沌行为。 结果表明, 当外场为双频激励时, 系统将存在不同的次谐和超次谐分叉序列。 由于系统的混沌行为与系统参数有关, 于是, 只需控制材料组分、 或掺杂浓度, 就可望达到避免或控制混沌的目的, 为半导体超晶格的制备及其光磁电效应提供了理论分析。     

Resonant response and its scaling properties in chaotic systems perturbed by noise

Summary The double-well Duffing oscillator is investigated experimentally when a small noise is present in the system. It results that the noise influences the mean lifetime of the transient chaos showing some similarities with the phenomenon of the stochastic resonance. This behaviour is in agreement with a simple model based on the one-dimensional logistic map. Paper presented at the International Workshop “Fluctuations in Physics and Biology: Stochastic Resonance, Signal Processing and Related Phenomena”, Elba, 5–10 June 1994.     

Effect of resonant-frequency mismatch on attractors

Resonant perturbations are effective for harnessing nonlinear oscillators for various applications such as controlling chaos and inducing chaos. Of physical interest is the effect of small frequency mismatch on the attractors of the underlying dynamical systems. By utilizing a prototype of nonlinear oscillators, the periodically forced Duffing oscillator and its variant, we find a phenomenon: resonant-frequency mismatch can result in attractors that are nonchaotic but are apparently strange in the sense that they possess a negative Lyapunov exponent but its information dimension measured using finite numerics assumes a fractional value. We call such attractors pseudo-strange. The transition to pesudo-strange attractors as a system parameter changes can be understood analytically by regarding the system as nonstationary and using the Melnikov function. Our results imply that pseudo-strange attractors are common in nonstationary dynamical systems.     

Series resonance circuit with ferroelectric capacitor

A series resonance circuit under sinuousoidal driving is investigated experimentally. The inductance consists of an air coil. The capacitance is made up of a ferroelectric material that introduces its nonlinear dielectric properties into the circuit. The dynamical system linear coil-nonlinear capacaitor shows an interesting behaviour. The phase portrait differs in general from the ellipse of the harmonic oscillator. For appropriate external conditions period doubling sequences, chaos and therein enclosed periodic windows might occur. Starting from a cubic nonlinearity of the dielectric properties a Duffing equation is proposed as a model for periodic behaviour of the series resonance circuit. Simulations of experimentally recorded phase portraits yield good agreement between experiment and model.     

Geometry and quantum noise

We study the fine structure of long‐time quantum noise in correlation functions of AdS/CFT systems. Under standard assumptions of quantum chaos for the dynamics and the observables, we estimate the size of exponentially small oscillations and trace them back to geometrical features of the bulk system. The noise level is highly suppressed by the amount of dynamical chaos and the amount of quantum impurity in the states. This implies that, despite their missing on the details of Poincaré recurrences, ‘virtual’ thermal AdS phases do control the overall noise amplitude even at high temperatures where the thermal ensemble is dominated by large AdS black holes. We also study EPR correlations and find that, in contrast to the behavior of large correlation peaks, their noise level is the same in TFD states and in more general highly entangled states.     

Chaos Control for Coupling of the Double-Well Duffing System Based on Random Phase Disturbance

Non-feedback methods of chaos control are suited for practical applications. For possible practical applications of the control methods, the robustness of the methods in the presence of noise is of special interest. The noise can be in the form of external disturbances to the system or in the form of uncertainties due to inexact model of the system. This paper deals with the effect of random phase disturbance for a class of coupling of the Double-Well Duffing system in the presence of the noise. Lyapunov index is an important indicator to describe chaos. When the sign of the top Lyapunov exponent is positive, the system is chaotic. We compute top Lyapunov exponent by the Khasminskii’s transform formula of spherical coordinate and extension of Wedig’s algorithm based on linear stochastic system. With the change of the average of top Lyapunov exponent sign, we show that random phase can suppress chaos. Finally Poincaré map and phase portraits analysis are studied to confirm the obtained results.     

Infection dynamics in structured populations with disease awareness based on neighborhood contact history

It is well-known that the climate system, due to its nonlinearity, can be sensitive to stochastic forcing. New types of dynamical regimes caused by the noise-induced transitions are revealed on the basis of the classical climate model previously developed by Saltzman with co-authors and Nicolis. A complete parametric classification of dynamical regimes of this deterministic model is carried out. On the basis of this analysis, the influence of additive and parametric noises is studied. For weak noise, the climate system is localized nearby deterministic attractors. A mixture of the small and large amplitude oscillations caused by noise-induced transitions between equilibria and cycle attraction basins arise with increasing the noise intensity. The portion of large amplitude oscillations is estimated too. The parametric noise introduced in two system parameters demonstrates quite different system dynamics. Namely, the noise introduced in one system parameter increases its dispersion whereas in the other one leads to the stabilization of the climatic system near its unstable equilibrium with transitions from order to chaos.     

光声池中微弱光声信号检测

大气中的污染源气体含量很少, 用光声光谱对其进行监测得到的光声信号极其微弱. 本文首先分析微弱信号产生机理, 在分析Holmes Duffing方程的基础上, 提出了适合光声池微弱信号检测的变尺度差分方法. 该方法通过对信号进行尺度变换, 再做差分来检测微弱信号. 理论分析和实验表明, 变尺度差分方法能很好地抑制系统相空间的共模噪声, 而且能很好地凸显混沌状态临界值. 变尺度差分方法测出的信号相对误差都小于5%, 说明其可以用于较高频率、 相位和频率都未知的微弱光声信号幅值检测. 关键词： 光声光谱 微弱信号 幅值 Duffing