共查询到16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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研究了由乘性白噪声和加性白噪声驱动的非对称双稳系统中,势阱的非对称性对两个不同方 向的平均首次穿越时间的影响.发现在非对称双稳系统中,两个不同方向的平均首次穿越时 间是与初始状态有关.此外,对一维非对称达芬模型的平均首次穿越时间进行了研究.数值结 果表明:(1) 非对称双稳系统的平均首次穿越时间对初始状态有“记忆性”;(2) 噪声强度 对两个不同方向的平均首次穿越时间T+(xs1→xs2)和 T-(xs2→xs1)的影响是不同的:lnT--D 曲线上存在峰值,出 现了“共振”现象,而lnT+-D曲线是单调的;(3) 势阱的非对称性r对T +(xs1→xs2)和T-(xs2→xs1 )的影响是不 同的:lnT--r曲线上存在极小值,出现了“抑制”现象,而lnT+ -r曲线是单调的.
关键词:
平均首次穿越时间
非对称双稳系统
乘性噪声
加性噪声 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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研究了非高斯Lévy噪声激励下非对称双稳系统的相转移和首次穿越问题.首先利用Grünwald-Letnikov有限差分方法数值求解系统所对应的分数阶Fokker-Plank方程,得到了系统的稳态概率密度函数.然后分析了系统的非对称参数以及噪声强度和稳定性指标对稳态概率密度函数的影响,发现了非对称参数和稳定性指标的变化都能够诱导系统发生相转移.进一步研究了系统的平均首次穿越时间,得到了非对称参数、噪声强度和稳定性指标影响系统平均首次穿越时间的不同作用机理.
关键词:
非高斯Lévy噪声
非对称双稳系统
相转移
平均首次穿越时间 相似文献
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We study the effect of time delay in the FitzHugh-Nagumo neural model with correlations between multiplicative and additive noise terms. Based on the corresponding Fokker-Planck equation, the explicit expressions of the stationary probability distribution function (SPDF), the mean first passage time (MFPT) and the signal-to-noise ratio (SNR) are obtained, respectively. Research results show that: (i) the system undergoes a succession of two phase transitions (i.e., the reentrance phenomenon) as the noise correlation parameter is increased and a (single) phase transition as the time delay is increased. (ii) The MFPT as a function of the multiplicative noise intensity exhibits a maximum. This maximum for MFPT identifies the noise enhanced stability (NES) effect, the noise correlation parameter intensifies the NES effect while the time delay, and the additive noise intensity weakens it. (iii) The existence of a maximum in the SNR as a function of the multiplicative noise intensity is the identifying characteristic of the stochastic resonance (SR) phenomenon, the noise correlation parameter enhances the SR while the time delay, and the additive noise intensity weaken it. 相似文献
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The stochastic resonance (SR) is studied in an overdamped linear system driven by multiplicative and additive noise when the additive noise is a linear combination of an asymmetric dichotomous noise and its square. The exact expressions are obtained for the first two moments and the correlation function and the SR phenomenon appeared. There are three different forms of SR: the bona fide SR, the conventional SR and SR in the broad sense. Moreover, the asymmetry of multiplicative noise has different effect on signal-to-ratio (SNR) for the first two different forms of SR and the effects of multiplicative noise and additive noise on SNR are different. 相似文献
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Stochastic resonance in linear system driven by multiplicative noise and additive quadratic noise 下载免费PDF全文
In this paper the stochastic resonance (SR) is studied in an overdamped linear system
driven by multiplicative noise and additive quadratic noise. The exact
expressions are obtained for the first two moments and the correlation
function by using linear response and the properties of the dichotomous noise.
SR phenomenon exhibits in the linear system. There are three different forms
of SR: the bona fide SR, the conventional SR and SR in the broad sense.
Moreover, the effect of the asymmetry of the multiplicative noise on the
signal-to-noise ratio (SNR) is different from that of the additive noise and
the effect of multiplicative noise and additive noise on SNR is different. 相似文献
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Stochastic resonance (SR) in an over-damped linear system subjected to an excitation of bias signal modulated noise with multiplicative and additive noises is investigated. We obtain the exact expressions of the first two moments and the signal-to-noise ratio (SNR) of the output by using linear-response theory. The SNR depends non-monotonically on the intensity and the correlation time of multiplicative noise, the correlation time of additive noise, the intensity of the cross noise between multiplicative and additive noise, as well as the external field frequency. The conventional SR, the SR in a broad sense and the bona fide SR are found in the system. The influences of the asymmetries of multiplicative and additive noise, the correlation rate of the cross noise, the intensity of additive noise, the amplitude of signal and the bias on the SNR are analyzed. Moreover, we pointed out that SR can be realized by tuning the system parameter with fixed noise, i.e., parameter-induced stochastic resonance (PSR) exists. 相似文献
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Mean first-passage time of an asymmetric bistable system driven by colour-correlated noise 下载免费PDF全文
In this paper, the effect of every parameter (including p, q, r,
\la, \tau) on the mean first-passage time (MFPT) is investigated in
an asymmetric bistable system driven by colour-correlated noise. The
expression of MFPT has been obtained by applying the steepest-descent
approximation. Numerical results show that (1) the intensity of
multiplicative noise p and the intensity of additive noise q play
different roles in the MFPT of the system, (2) suppression appears on
the curve of the MFPT with small \la (e.g. \la<0.5) but there is
a peak on the curve of the MFPT when \la is big (e.g. \la >0.5),
and (3) with different values of r (e.g. r=0.1, 0.5, 1.5), the
effort of \tau on the MFPT is diverse. 相似文献