共查询到19条相似文献,搜索用时 125 毫秒
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研究了由关联乘性色噪声及加性白噪声驱动的非对称双稳系统中势阱的非对称性及噪声对系统两个方向平均首次穿越时间的影响. 首先利用一致有色噪声近似推导了系统的稳态概率密度的表达式,根据最速下降法推导了平均首次穿越时间的表达式. 数值结果表明:势阱的非对称性对两个方向的平均首次穿越时间的影响是不同的;由于噪声的关联性,即使对于关联乘性色噪声及加性白噪声驱动的对称双稳系统,两个方向的平均首次穿越时间也不再相等;在lnT+-r和lnT-关键词:
平均首次穿越时间
非对称双稳系统
乘性色噪声
加性白噪声 相似文献
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在某些条件下共同驱动随机系统的乘法噪声和加法噪声可以相互关联,相关噪声驱动的随机微分系统具有独特的性质,而数值模拟是研究这类系统一种强有力的方法。研究相关噪声驱动系统的数值模拟算法,分别就白噪声情形和色噪声情形作了讨论,得到了一种一阶数值模拟算法,并与已有文献的解析结果进行了对比。 相似文献
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输入信号和噪声对单模激光随机共振的影响 总被引:3,自引:1,他引:2
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. 相似文献
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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 相似文献
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利用统一色噪声近似理论,研究乘性色噪声和加性色噪声驱动的非对称双稳系统中,势阱的非对称性和噪声对系统两个方向的平均第一穿越时间T+(xs1→xs2)和T-(xs2→xs1)的影响(xs1和xs2是双稳系统的两个稳定点).数值结果表明:T+(xs1→xs2)随乘性噪声的自关联时间τ1以及加性噪声的自关联时间τ2的增大而减小.T-(xs2→xs1)随乘性噪声的自关联时间τ1以及加性噪声的自关联时间τ2的增大而增大.在曲线(T+(xs1→xs2),λ)和(T-(xs2→xs1),λ)上都存在单峰.T+(xs1→xs2)随非对称系数r的增大而增大,T-(xs2→xs1)随非对称系数r的增大而减小.
关键词:
统一色噪声近似
平均第一穿越时间
加性色噪声
乘性色噪声 相似文献
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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. 相似文献
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Correlation function of an optical bistable system with cross-correlated additive white noise and multiplicative colored noise 总被引:1,自引:0,他引:1
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. 相似文献
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Kang-Kang Wang Lin Ju Ya-Jun Wang Sheng-Hong Li 《Chinese Journal of Physics (Taipei)》2018,56(1):96-107
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. 相似文献
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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. 相似文献
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HE Ying ZHU Shiqun LING Yinsheng 《Chinese Journal of Lasers》2002,11(2):99-104
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. 相似文献
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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. 相似文献
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Bei Xi Yong-Feng Guo Ya-Jun Shen Jian-Guo Tan Ming Liu 《Chinese Journal of Physics (Taipei)》2017,55(1):1-9
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. 相似文献