基于海杂波散射特性的微弱信号检测方法

从研究海杂波的电磁散射特性出发,利用随机微分理论对海杂波的物理特性进行了系统地分析.首先建立了海杂波电磁散射所满足的随机微分方程,然后利用Itô公式得到了海杂波散射信号幅度和相位的扩散过程模型,最后利用海杂波散射信号的规律给出了微弱信号检测的相关处理方法. 关键词： 随机微分方程 海杂波 散射 微弱信号     

Quantum Ito's formula and stochastic evolutions

Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case.Parts of this work were completed while the first author was a Royal Society-Indian National Science Academy Exchange Visitor to the Indian Statistical Institute, New Delhi, and visiting the University of Texas supported in part by NSF grant PHY81-07381, and part while the second author was visiting the Mathematics Research Centre of the University of Warwick     

Stationary Response of Lotka-Volterra System with Real Noises

A stochastic version of Lotka-Volterra model subjected to real noises is proposed and investigated. The approximate stationary probability densities for both predator and prey are obtained analytically. The original system is firstly transformed to a pair of It o stochastic differential equations. The Ito formula is then carried out to obtain the It o stochastic differential equation for the period orbit function. The orbit function is considered as slowly varying process under reasonable assumptions. By applying the stochastic averaging method to the orbit function in one period, the averaged Ito stochastic differential equation of the motion orbit and the corresponding Fokker-Planck equation are derived. The probability density functions of the two species are thus formulated. Finally, a classical real noise model is given as an example to show the proposed approximate method. The accuracy of the proposed procedure is verified by Monte Carlo simulation.     

Fermion Ito's formula and stochastic evolutions

An Ito product formula is proved for stochastic integrals against Fermion Brownian motion, and used to construct unitary processes satisfying stochastic differential equations. As in the corresponding Boson theory [10, 11] these give rise to stochastic dilations of completely positive semigroups.Work completed in part while the first author was supported by an SERC research studentship, and in part while the second author was visiting the Physics Department of the University of Texas at Austin supported by NSF grant PHY 81-07381     

Langevin description of markovian integro-differential master equations

For a given master equation of a discontinuous irreversible Markov process, we present the derivation of stochastically equivalent Langevin equations in which the noise is either multiplicative white generalized Poisson noise or a spectrum of multiplicative white Poisson noise. In order to achieve this goal, we introduce two new stochastic integrals of the Ito type, which provide the corresponding interpretation of the Langevin equations. The relationship with other definitions for stochastic integrals is discussed. The results are elucidated by two examples of integro-master equations describing nonlinear relaxation.     

Mathematical problems of modeling stochastic nonlinear dynamic systems

The purpose of this report is to introduce the engineer to the area of stochastic differential equations, and to point out the mathematical techniques and pitfalls in this area. Topics discussed include continuous-time Markov processes, the Fokker-Planck-Kolmogorov equations, the Ito and Stratonovich stochastic calculi, and the problem of modeling physical systems.     

Extension of Nelson?s stochastic quantization to finite temperature using thermo field dynamics

We present an extension of Nelson?s stochastic quantum mechanics to finite temperature. Utilizing the formulation of Thermo Field Dynamics (TFD), we can show that Ito?s stochastic equations for tilde and non-tilde particle positions reproduce the TFD-type Schrödinger equation which is equivalent to the Liouville-von Neumann equation. In our formalism, the drift terms in the Ito?s stochastic equation have the temperature dependence and the thermal fluctuation is induced through the correlation of the non-tilde and tilde particles. We show that our formalism satisfies the position-momentum uncertainty relation at finite temperature.     

Thermal mechanics: A quantum mechanical analogue of nonequilibrium statistical thermodynamics

A formal but not conventional equivalence between stochastic processes in nonequilibrium statistical thermodynamics and Schrödinger dynamics in quantum mechanics is shown. It is found, for each stochastic process described by a stochastic differential equation of Itô type, there exists a Schrödinger-like dynamics in which the absolute square of a wavefunction gives us the same probability distribution as the original stochastic process. In utilizing this equivalence between them, that is, rewriting the stochastic differential equation by an equivalent Schrödinger equation, it is possible to obtain the notion of deterministic limit of the stochastic process as a semi-classical limit of the “Schrödinger” equation. The deterministic limit thus obtained improves the conventional deterministic approximation in the sense of Onsager-Machlup. The present approach is valid for a general class of stochastic equations where local drifts and diffusion coefficients depend on the position. Two concrete examples are given. It should be noticed that the approach in the present form has nothing to do with the conventional one where only a formal similarity between the Fokker-Planck equation and the Schrödinger equation is considered.     

The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process

By application of the Girsanov formula for measures induced by diffusion processes with constant diffusion coefficients it is possible to define the Onsager-Machlup function as the Lagrangian for the most probable tube around a differentiable function. The absolute continuity of a measure induced by a process with process depending diffusion w.r.t. a quasi translation invariant measure is investigated. The orthogonality of these measures w.r.t. quasi translation invariant measures is shown. It is concluded that the Onsager-Machlup function cannot be defined as a Lagrangian for processes with process depending diffusion coefficients.     

Phase space theory of Bose–Einstein condensates and time-dependent modes

A phase space theory approach for treating dynamical behaviour of Bose–Einstein condensates applicable to situations such as interferometry with BEC in time-dependent double well potentials is presented. Time-dependent mode functions are used, chosen so that one, two,…highly occupied modes describe well the physics of interacting condensate bosons in time dependent potentials at well below the transition temperature. Time dependent mode annihilation, creation operators are represented by time dependent phase variables, but time independent total field annihilation, creation operators are represented by time independent field functions. Two situations are treated, one (mode theory) is where specific mode annihilation, creation operators and their related phase variables and distribution functions are dealt with, the other (field theory) is where only field creation, annihilation operators and their related field functions and distribution functionals are involved. The field theory treatment is more suitable when large boson numbers are involved. The paper focuses on the hybrid approach, where the modes are divided up between condensate (highly occupied) modes and non-condensate (sparsely occupied) modes. It is found that there are extra terms in the Ito stochastic equations both for the stochastic phases and stochastic fields, involving coupling coefficients defined via overlap integrals between mode functions and their time derivatives. For the hybrid approach both the Fokker–Planck and functional Fokker–Planck equations differ from those derived via the correspondence rules, the drift vectors are unchanged but the diffusion matrices contain additional terms involving the coupling coefficients.Results are also presented for the combined approach where all the modes are treated as one set. Here both the Fokker–Planck and functional Fokker–Planck equations are exactly the same as those derived via the correspondence rules. However, although the Ito stochastic field equations are also unchanged, the Ito equations for the stochastic phases contain an extra classical term involving the coupling coefficients.     

Conserved quantities and symmetries related to stochastic Hamiltonian systems

In this paper symmetries and conservation laws for stochastic dynamical systems are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratonovich dynamical systems are derived. It shows how to derive conserved quantities for stochastic dynamical systems by using their symmetries without recourse to Noether's theorem.     

The influence of external noise on non-equilibrium phase transitions

The method of Ito stochastic differential equations is used to analyze the influence of external noise in non-equilibrium phase transitions. It is found that external noise deeply affects the behaviour of the system and gives rise to new phenomena not predicted by the deterministic analysis.     

Elimination of Fast Variables for a Class of Nonlinear Stochaqtic Dynamical Systems

A set of nonlinear stochastic differential equations (NSDE's) that describes a large class of nonlinear stochastic dynamical systems is studied. By virtue of the stochastic generalization of. usual adiabatic approximation, we obtain the solution of equation for the fast variable, and obtain a closed equation for the slow variable. The statistical properties of the-new stochastic variables occurred are studied. The formal NSDE's are treated in the Stratonovich sense and the Ito sense respectively.     

Decoherence effects in Bose–Einstein condensate interferometry I. General theory

The present paper outlines a basic theoretical treatment of decoherence and dephasing effects in interferometry based on single component Bose–Einstein condensates in double potential wells, where two condensate modes may be involved. Results for both two mode condensates and the simpler single mode condensate case are presented. The approach involves a hybrid phase space distribution functional method where the condensate modes are described via a truncated Wigner representation, whilst the basically unoccupied non-condensate modes are described via a positive P representation. The Hamiltonian for the system is described in terms of quantum field operators for the condensate and non-condensate modes. The functional Fokker–Planck equation for the double phase space distribution functional is derived. Equivalent Ito stochastic equations for the condensate and non-condensate fields that replace the field operators are obtained, and stochastic averages of products of these fields give the quantum correlation functions that can be used to interpret interferometry experiments. The stochastic field equations are the sum of a deterministic term obtained from the drift vector in the functional Fokker–Planck equation, and a noise field whose stochastic properties are determined from the diffusion matrix in the functional Fokker–Planck equation. The stochastic properties of the noise field terms are similar to those for Gaussian–Markov processes in that the stochastic averages of odd numbers of noise fields are zero and those for even numbers of noise field terms are the sums of products of stochastic averages associated with pairs of noise fields. However each pair is represented by an element of the diffusion matrix rather than products of the noise fields themselves, as in the case of Gaussian–Markov processes. The treatment starts from a generalised mean field theory for two condensate modes, where generalised coupled Gross–Pitaevskii equations are obtained for the modes and matrix mechanics equations are derived for the amplitudes describing possible fragmentations of the condensate between the two modes. These self-consistent sets of equations are derived via the Dirac–Frenkel variational principle. Numerical studies for interferometry experiments would involve using the solutions from the generalised mean field theory in calculations for the stochastic fields from the Ito stochastic field equations.     

The importance of the privilege for appearance of inverse-power solutions in Ito equations

It is shown that the true cause of inverse-power distributions in the Ito equation is some kind of privilege which is hidden in the course of evolution of the system. Connections between Ito equations with additive noise or/and multiplicative noise with additive processes, multiplicative processes, multiplication of probabilities and return-to-the-origin problem are found. On the basis of two toy models, the appearance of particular functions for deterministic and stochastic forces in the Ito equation is explained. The paper stands as the next contribution confirming the hypothesis that the adequate privilege is the cause for the origin of inverse-power distributions in many phenomena.     

Study of a class of non-linear stochastic processes boomerang behaviour of the mean path

Exact results are obtained for a large class of non-linear stochastic processes with constant diffusion. Special attention is given to the intrinsic effects induced by the non-linearities. In particular, a boomerang type behaviour of the mean path and time-controlled transitions from unimodal to bimodal probability densities are observed. Finally, the Onsager-Machlup stationary phase approximation is discussed and is recognised to provide a rather poor information for our particular class of models.