具有固有频率涨落的记忆阻尼线性系统的随机共振

研究了在内噪声、外噪声(固有频率涨落噪声)及周期激励信号共同作用下具有指数型记忆阻尼的广义Langevin方程的共振行为.首先将其转化为等价的三维马尔可夫线性系统,再利用Shapiro-Loginov公式和Laplace变换导出系统响应一阶矩和稳态响应振幅的解析表达式.研究发现,当系统参数满足Routh-Hurwitz稳定条件时,稳态响应振幅随周期激励信号频率、记忆阻尼及外噪声参数的变化存在"真正"随机共振、传统随机共振和广义随机共振,且随机共振随着系统记忆时间的增加而减弱.数值模拟计算结果表明系统响应功率谱与理论结果相符.     

Stochastic resonance and nonequilibrium dynamic phase transition of Ising spin system driven by a joint external field

The dynamic response and stochastic resonance of a kinetic Ising spin system （ISS） subject to the joint action of an external field of weak sinusoidal modulation and stochastic white-nolse are studied by solving the mean-field equation of motion based on Glauber dynamics. The periodically driven stochastic ISS shows that the characteristic stochastic resonance as well as nonequilibrium dynamic phase transition （NDPT） occurs when the frequency ω and amplitude h0 of driving field, the temperature t of the system and noise intensity D are all specifically in accordance with each other in quantity. There exist in the system two typical dynamic phases, referred to as dynamic disordered paramagnetic and ordered ferromagnetic phases respectively, corresponding to a zero- and a unit-dynamic order parameter. The NDPT boundary surface of the system which separates the dynamic paramagnetic phase from the dynamic ferromagnetic phase in the 3D parameter space of ho-t-D is also investigated. An interesting dynamical ferromagnetic phase with an intermediate order parameter of 0.66 is revealed for the first time in the ISS subject to the perturbation of a joint determinant and stochastic field. The intermediate order dynamical ferromagnetic phase is dynamically metastable in nature and owns a peculiar characteristic in its stability as well as the response to external driving field as compared with a fully order dynamic ferromagnetic phase.     

具有涨落质量的线性谐振子的共振行为

Brown运动中,环境分子的吸附能力使Brown粒子的质量存在涨落. 本文将这一质量涨落建模为对称双态噪声, 以考察其对系统共振行为的影响. 首先,利用Shapiro-Loginov公式和Laplace变换推导系统稳态响应振幅的解析表达式, 并根据相应数值结果, 研究系统的共振行为; 然后, 通过仿真实验对理论与实际的符合情况进行对比分析, 验证理论结果的可靠性及其对实际应用的指导意义. 理论结果和仿真实验均表明: 1) 系统稳态响应为频率与外部驱动相同的简谐振动; 2) 稳态响应振幅随外部驱动频率、振子质量、噪声强度及相关率的变化分别相应出现真实共振、参数诱导共振、随机共振现象; 3) 质量涨落噪声导致系统共振形式出现多样化现象, 包括单峰共振、单峰单谷共振、双峰共振等. 关键词： 质量涨落噪声 随机共振 双峰共振     

Frequency-sensitive stochastic resonance in periodically forced and globally coupled systems

A model of globally coupled bistable systems consisting of two kinds of sites, subject to periodic driving and spatially uncorrelated stochastic force, is investigated. The extended system models the competing process of activators and suppressers. Analytical computations for linear response of the system to the external periodic forcing is carried out. Noise-induced Hopf bifurcation is revealed, and stochastic resonance, sensitively depending on the frequency of the external forcing, is predicted under the Hopf bifurcation condition. Numerical simulations agree with the analytical predictions satisfactorily. Received: 5 September 1997 / Revised: 13 May 1998 / Accepted: 18 May 1998     

随机外磁场作用下Ising自旋体系的随机共振

通过采用数字仿真手段，研究了经平均场处理的Ising自旋体系在弱确定性周期外场和随机外场（噪声场）混合驱动下的动态响应行为.着重考察了不同强度混合驱动外场作用下，Is ing自旋体系的非平衡动态转变所表现出区别于单纯确定性周期场作用下的新特征——随机 共振.选定体系非平衡动态转变的动态序参量Q为表征参量，系统模拟计算了混合驱动外场在多种参数组合下体系的动态响应特征，高场低温下的非连续动态转变和低场高温下的连续动态转变.模拟计算表明在适当混合驱动外场的作用下，Ising自旋体系具有随机共振现象，并诱发形成非 关键词： Ising自旋体系 随机共振 动态相变 对称性     

Hopping and phase shifts in noisy periodically driven bistable systems

We consider a periodically driven bistable system in the presence of fluctuations. In a number of recent papers it has been shown that the amplitude of the response of the noisy system to periodic modulations exhibits stochastic resonance, i.e. a resonance-like behavior as a function of the noise intensity. In this paper, we consider the phase shift between the response and the periodic driving. For weak periodic driving, the phase shift also shows a resonance like behaviour as a function of the noise strength, but this effect is shown to be of different origin than the one responsible for stochastic resonance. Furthermore, the phase shift is demonstrated to exhibit a resonance-like behavior as a function of the driving frequency.     

Stochastic Resonance in a Linear Fractional Langevin Equation

The fractional Langevin equation is derived from the generalized Langevin equation driven by the additive fractional Gaussian noise. We investigate the stochastic resonance (SR) phenomenon in the underdamped linear fractional Langevin equation under the external periodic force and multiplicative symmetric dichotomous noise. Applying the Shapiro-Loginov formula and the Laplace transform technique, we obtain the exact expressions of the amplitude and signal-to-noise ratio (SNR) of the system. By studying the impacts of the driving frequency and the noise parameters, we find the non-monotonic behaviors of the output amplitude and SNR. The results indicate that the bona fide SR, conventional SR and the wide sense of SR phenomena occur in the proposed linear fractional system.     

具有频率涨落的简谐力激励下线性谐振子的随机共振

针对线性谐振子受到具有频率涨落的简谐力激励的情况, 计算出系统响应的一阶矩解析表达式.研究发现系统的输出响应以固有频率振动, 响应振幅随简谐激励力频率的变化出现"真实"随机共振,随固有频率的变化出现抑制和 共振两种现象.     

Stochastic resonance, reverse-resonance and stochastic multi-resonance in an underdamped quartic double-well potential with noise and delay

The stochastic resonance in an underdamped quartic double-well potential with time delayed feedback is studied numerically. The signal power amplification is employed to characterize the stochastic resonance of the system. Simulation results indicate that: (i) for moderate frequency of the periodic driving, the stochastic resonance is decreased monotonically by increasing the delay time, but at high frequency, the reverse-resonance is induced to transform into a stochastic resonance by time delay; (ii) the damping coefficient has a critical value for which the stochastic resonance is optimum; (iii) a stochastic multi-resonance emerges when the signal power amplification is a function of the driving frequency.     

二值噪声驱动下二阶线性系统的随机共振

研究了二值噪声驱动下二阶线性系统的随机共振问题. 采用平均法推导出系统输出幅值增益的表达式,考察了幅值增益与系统频率、输入信号频率、噪声强度和噪声相关时间的关系,发现系统输出幅值增益随这些参量呈单峰共振变化. 另外,二值噪声的非对称性对共振峰值具有很大影响. 关键词： 随机共振 幅值增益 二值噪声 二阶线性系统     

Stochastic resonance in a financial model

We report on our model study of stochastic resonance in the stock market using numerical simulation and analysis,In the model,we take the interest rate as the external signal,the randomness of traders‘ behaviour as the noise,and the stock price as the output,With computer simulations.we find that the system demonstrates a characteristic of stochastic resonance as noise intensity varies,An analytical explanation is proposed.     

Noise-induced dynamics in a delayed bistable system with correlated noises

The resonance behaviors, such as coherence resonance and stochastic resonance, are studied in a delayed bistable system subject to correlated noises and a weak harmonic excitation. For weak noise intensities and small feedback gains, the analytic expressions of output spectrum and linear spectrum amplification are derived based on the theory proposed by Tsimring [14] [L.S. Tsimring, A. Pikovsky, Noise-induced dynamics in bistable systems with delay, Phys. Rev. Lett. 87 (2001) 250602]. The results show that the peak in the output spectrum at the frequency corresponding to the time delay attains the maximum for an intermediate amount of noise intensity and the coherence resonance appears. The correlation between noises can induce the suppression and the stochastic resonance in the curve of spectrum amplification, which is absent for the case of uncorrelated additive and multiplicative noises. Moreover, the system also exhibits the frequency stochastic resonance.     

Stochastic resonance in a nonlinear system with a 1/f spectrum

The system of two nonlinear stochastic equations simulating 1/f fluctuations during the interaction of nonequilibrium phase transitions in the presence of an external harmonic force is analyzed using numerical methods. It is shown that the stochastic resonance occurring in the system enhances the output periodic signal under the action of noise. A random process with a 1/f power spectrum corresponds to the Gibbs-Shannon information entropy peak. In stochastic resonance, the information entropy is minimal.     

具有非线性阻尼涨落的线性谐振子的随机共振

较之于线性噪声, 非线性噪声更广泛地存在于实际系统中, 但其研究远不能满足实际情况的需要. 针对作为非线性阻尼涨落噪声基本构成成分的二次阻尼涨落噪声, 本文考虑了周期信号与之共同作用下的线性谐振子, 关注这类具有基本意义的阻尼涨落噪声的非线性对系统共振行为的影响. 利用Shapiro-Loginov公式和Laplace变换推导了系统稳态响应振幅的解析表达式, 并分析了稳态响应振幅的共振行为, 且以数值仿真验证了理论分析的有效性. 研究发现: 系统稳态响应振幅关于非线性阻尼涨落噪声系数具有非单调依赖关系, 特别是非线性阻尼涨落噪声比线性阻尼涨落噪声更有助于增强系统对外部周期信号的响应程度; 而且, 非线性阻尼涨落噪声比线性阻尼涨落噪声使得稳态响应振幅关于噪声强度具有更为丰富的共振行为; 同时, 二次阻尼涨落噪声使得稳态响应振幅关于系统频率出现真正的共振现象; 而在这些现象和性质中, 非线性噪声项的非线性性质对共振行为起着关键的作用. 显然, 以二次阻尼涨落作为基本形式引入的非线性阻尼涨落噪声, 可以有助于提高微弱周期信号检测的灵敏度和实现对周期信号的频率估计.     

一类线性阻尼振子的随机共振研究

针对随机有色噪声参数激励和周期调制噪声外激励联合作用下的线性阻尼振子,利用Shapiro-Loginov公式推导了系统响应的一、二阶稳态矩的解析表达式.发现这类系统存在传统的随机共振、广义的随机共振和“真正”的随机共振;当乘性噪声强度和调制噪声强度的比值大于等于1时,系统出现随机多共振现象.通过数值计算的系统响应功率谱,验证了理论分析结果. 关键词： 随机共振 周期调制的噪声 线性阻尼振子     

色噪声参激和周期调制噪声外激联合驱动的分数阶线性振子的共振行为

研究了色噪声参激和周期调制噪声外激联合驱动的分数阶线性振子及其共振行为, 利用Laplace变换和Shapiro-Loginov公式, 推导出了系统响应的一阶矩及稳态响应振幅的解析表达式. 讨论了系统阶数、摩擦系数、周期驱动力频率、色噪声强度和相关率等参数对系统稳态响应的影响, 发现系统稳态响应振幅具有非单调变化的特点, 即出现了广义随机共振现象. 并且在适当参数下, 稳态响应振幅还存在具有双峰的广义随机共振现象.     

Stochastic resonance in multidimensional periodic potential

We study the mobility and diffusion of an underdamped Brownian particle moving in a two-dimensional (2D) periodic potential which subjects to a thermal white noise and a weak external driving force. Both the signal power amplification and the diffusion rate are calculated via Langevin simulations. It is shown that the stochastic resonance (SR) can be observed in the two dimension, namely, the output quantities as functions of the temperature show a nonmonotonic behavior, however, the SR cannot be obtained in the one dimension (1D). In the 2D potential, the height of dynamical barrier is decreased effectively along the direction of transport if the curvature of the potential at the barrier is less than that at the local minima. This leads to the SR condition being obeyed, i.e., the Kramers frequency over the barrier roughly matches the frequency of external signal.     

周期外力对频率涨落的过阻尼谐振子所作的功和能量随机共振

研究了周期外力对频率涨落的过阻尼谐振子系统作功的特点. 结果揭示了瞬时功率随时间的周期变化出现不对称性. 研究结果还揭示周期外力一个周期对系统所做的功随乘法噪声强度的变化出现非单调行为, 系统是否出现能量随机共振与抑制并存, 由乘法噪声与加法噪声之间互关联的符号决定. 关键词： 过阻尼谐振子 频率涨落 周期外力作功 能量随机共振与抑制     

具有质量及频率涨落的欠阻尼线性谐振子的随机共振

以往的研究大多考虑线性谐振子模型受频率涨落噪声的影响, 而当布朗粒子处于具有吸附能力的复杂环境时, 粒子质量也存在随机涨落. 因此, 本文研究具有质量及频率涨落两项噪声的二阶欠阻尼线性谐振子模型的随机共振现象. 利用Shapiro-Loginov公式和Laplace变换, 推导了系统响应一阶稳态矩及稳态响应振幅的解析表达式. 并根据稳态响应振幅的解析表达式, 建立了稳态响应振幅关于质量涨落噪声及频率涨落噪声各自的噪声强度能够诱导随机共振现象产生的充分必要条件. 仿真实验表明, 当系统参数满足本文所给出的充分必要条件要求时, 系统稳态响应振幅关于噪声强度的变化曲线具有明显的共振峰, 即此选定参数组合能够诱导系统产生随机共振现象.     

Effect of Asymmetry in a Bistable System Subject to Multiplicative Colored Noise

By the method of the stochastic energetics, we investigate the stochastic resonance (SR) phenomenon of an overdamped Brown particle in an asymmetric bistable potential, driven by external periodical signal and multiplicative noise. The expressions have been obtained for the quasi-steady-state probability distribution function. It is found that the input energy (IE) pumped into the system by the external driving shows an SR-like behavior as a function of the noise strength, whereas the IE turns to be a monotonic function of the correlation time of the noise. The effect of potential asymmetry is also studied on SR and IE.