Morris-Lecar系统中通道噪声诱导的自发性动作电位研究

在生物物理学中,越来越多的现象是由于分段确定性的动力系统与连续时间马氏过程之间的耦合作用而产生的.因为这种耦合性,相关的数学模型更适合取为随机混合系统而不是扩散过程(基于It?o随机微分方程).本文从理论上和数值上研究了在弱噪声条件下无鞍点状态的随机混合Morris-Lecar系统中,由通道噪声诱导的自发性放电现象.一个动作电位的初始阶段可视为噪声诱导的逃逸事件,其最优路径和拟势可由辅助Hamilton系统给出.由于系统不存在鞍点,因此可选择虚拟分界线(ghost separatrix)为阈值,研究噪声诱导的自静息态的逃逸事件.通过计算在阈值处的拟势,便可发现其值有一个明显的最小值,其作用类似于鞍点.通过改进的Monte Carlo模拟方法,计算了历程概率分布,其结果对初始阶段和兴奋阶段的理论解均给出了验证.此外,基于前人将拟势等高线作为阈值的另一种选择,我们对两种阈值取法的优劣性进行了比较.最后,本文研究了钠离子和钾离子通道噪声的不同组合对最优路径和拟势的影响.结果表明:钾离子通道噪声在自发性放电过程中起主导作用,且两种噪声强度存在一个最优比例能使总的噪声强度达到最小.     

基于大偏差理论非高斯随机动力系统离出行为研究

本文介绍了大偏差理论的基本思想及其在非高斯随机动力系统的离出问题研究中的应用.依据不同的非高斯噪声类型,本文分别评述了随机混合系统、指数轻跳跃过程和α稳定Lévy噪声驱动的随机动力系统的离出问题的主要研究方法和近期研究进展.针对随机混合系统,本文介绍了利用随机微分方程对其进行近似的拟稳态扩散近似方法,计算拟势和最优离出路径的WKB近似方法与细致平衡条件的研究,以及求解随机混合系统的简化版本(即生灭过程)的离出问题的研究进展.对于指数轻跳跃过程驱动的随机动力系统,本文介绍了其大偏差原理和中度偏差原理的泛函极值问题的建立,拟势概念的定义和平均离出时间的估计.针对具有α稳定Lévy噪声的随机动力系统,本文介绍了计算平均首次离出时间和离出概率的理论和数值方法,计算最优离出路径的Onsager-Machlup理论、机器学习方法、最大似然法和数据驱动方法.最后,给出了非高斯随机动力系统的离出现象相关的一些开放性问题.     

加性和乘性三值噪声激励下周期势系统的动力学分析

周期势系统是一类在机械工程、物理、化学、神经生物等领域应用十分广泛的系统,其随机动力学特性的研究是非线性科学的一个热点和难点问题.三值噪声是真实噪声的典型模型, 不仅包含二值噪声和高斯白噪声情形,而且能更好地描述自然界中随机环境扰动的多样性,本文研究了由加性和乘性三值噪声驱动的周期势系统中概率密度的演化和随机共振.通过计算系统的平均稳态联合概率密度函数和瞬态联合概率密度函数,发现随着外周期力振幅的增大, 单自由度系统在多个稳态之间跃迁,其平均稳态联合概率密度具有多峰结构. 此外,利用随机能量法揭示了系统的随机共振,发现存在最优的噪声强度和外周期力振幅使得平均输入能量曲线存在一个极大值,即出现随机共振现象. 对于仅考虑加性噪声或乘性噪声激励的情况,平均输入能量曲线随噪声转迁率是否出现共振现象依赖于外周期激励振幅的大小.特别是仅考虑加性噪声的情形, 对于较小的外周期激励振幅,加性噪声转迁率诱导产生抑制共振现象, 而对于较大的外周期激励振幅,加性噪声转迁率诱导产生随机共振现象.      

基于大偏差理论的随机动力学研究

本文介绍了大偏差理论的基本思想、基本概念以及大偏差理论在离出问题研究中的应用.本文评述了有关离出问题的三个重要指标:平均首次离出时间、离出位置分布和最优离出路径相关研究的思路和方法,而其中对最优离出路径的刻化是结构性的难题. 针对平均首次离出时间,本文介绍了它与拟势的关系,并应用平均首次离出时间的结论分析了随机共振以及自诱导随机共振中的时间匹配机制.对于离出位置分布, 本文介绍了提高蒙特卡罗模拟速度的相关算法,并重点评述了其中的概率演化算法和相关的算例. 最后,对于最优离出路径的研究, 本文讨论了几类计算方法,分析了最优路径满足的辅助哈密尔顿系统轨线由于非线性多值性形成的拉格朗日流形拓扑结构的奇异性及其动力学含义,并进一步给出了有限噪声强度激励条件下的作用量修正方法. 最后,给出了大偏差理论应用发展的一些开放性问题的展望.      

高斯色噪声和谐波激励共同作用下耦合SD振子的混沌研究

耦合SD振子作为一种典型的负刚度振子, 在工程设计中有广泛应用. 同时高斯色噪声广泛存在于外界环境中, 并可能诱发系统产生复杂的非线性动力学行为, 因此其随机动力学是非线性动力学研究的热点和难点问题. 本文研究了高斯色噪声和谐波激励共同作用下双稳态耦合SD振子的混沌动力学, 由于耦合SD振子的刚度项为超越函数形式, 无法直接给出系统同宿轨道的解析表达式, 给混沌阈值的分析造成了很大的困难. 为此, 本文首先采用分段线性近似拟合该振子的刚度项, 发展了高斯色噪声和谐波激励共同作用下的非光滑系统的随机梅尔尼科夫方法. 其次, 基于随机梅尔尼科夫过程, 利用均方准则和相流函数理论分别得到了弱噪声和强噪声情况下该振子混沌阈值的解析表达式, 讨论了噪声强度对混沌动力学的影响. 研究结果表明, 随着噪声强度的增大混沌区域增大, 即增大噪声强度更容易诱发耦合SD振子产生混沌. 当阻尼一定时, 弱噪声情况下混沌阈值随噪声强度的增加而减小; 但是强噪声情况下噪声强度对混沌阈值的影响正好相反. 最后, 数值结果表明, 利用文中的方法研究高斯色噪声和谐波激励共同作用下耦合SD振子的混沌是有效的.本文的结果为随机非光滑系统的混沌动力学研究提供了一定的理论指导.      

拟可积哈密顿系统中噪声诱发的混沌运动

研究拟可积哈密顿系统在谐和与噪声激励联合作用下的混沌运动。通过对噪声性质的假定,并利用动力系统理论,给出了高维梅尔尼科夫方法应用于随机拟可积哈密顿系统的推广形式。根据这种推广的方法,研究了谐和与高斯白噪声激励联合使用下两自由度拟可积哈密顿系统 同宿分岔,得出了系统发生混沌运动的参数阈值,并由此讨论了噪声对系统的混沌运动的影响。蒙特-卡罗方法模拟、李雅普诺夫指数等数值结果表明,这种推广的方法是有效的。     

两种不同类型噪声驱动下的非对称双稳系统的随机共振

研究了由色关联的乘性色噪声和加性白噪声联合激励下的非对称双稳系统的随机共振现象,运用两态模型理论和统一色噪声近似理论,在绝热近似条件下得到了信噪比的表达式.信噪比是乘性色噪声强度,加性白噪声强度,噪声耦合强度,乘性噪声自关联时间和噪声互关联时间的非单调函数,所以在该双稳系统中产生了随机共振. 在系统的偏度不是太大的情况下调节加性白噪声强度比调节乘性色噪声强度更容易控制随机共振,并且以信噪比作为噪声之间耦合强度的函数时可以观察到二次随机共振现象.     

双稳系统中随机共振与相同步时间的相关性

研究了双稳系统的随机共振(SR)与输入输出之间的相同步相关性. 首先得到系统的输出信噪比(SNR)与输入输出之间的平均相同步时间的表达式,然后讨论了随机共振与输入输出之间的平均相同步时间之间的关系. 结果表明:(1)系统出现了随机共振现象,且平均相同步时间对噪声是敏感的;由于加性与乘性噪声的相互影响,随加性噪声强度的增加,输出信噪比及平均相同步时间曲线上首先出现抑制现象,然后出现峰值,并且, 减小乘性与加性噪声强度比率,可提高输出信噪比和增长平均相同步时间. (2)系统的随机共振与平均相同步时间达到最大值不同步出现,但平均相同步时间对输出信噪比是敏感的. 该结论为信号传输中利用随机共振原则改变系统工作环境提供了依据.      

高斯噪声激励下分段线性双稳系统的稳态特性研究

研究了关联乘性和加性高斯白噪声激励下分段线性双稳系统的稳态特性。通过随机等价变换方法得到了该系统稳态概率密度函数的表达式,讨论了噪声关联性和噪声强度对系统稳态概率密度函数的影响,并通过数值计算发现该系统出现了一些新的随机现象。研究结果表明,乘性噪声强度、加性噪声强度、噪声互关联强度都能使稳态概率密度函数曲线峰的数目发生改变,这说明系统出现了相变现象,且两关联高斯白噪声对系统稳态概率密度具有相同的影响作用。     

上海陆域古河道分布及对工程建设影响研究

采用直接数值模拟方法, 对槽道湍流中展向振动流向传播的波动壁面的流动 控制和减阻问题进行了研究, 讨论了流向参数k_{x}对Stokes层、湍流拟序结构、湍流猝 发事件以及壁面阻力的影响, 并对此类波动壁面的湍流控制和减阻机理进行了讨论. 结果表 明, 当此类波动壁面被用来调制近壁流动时, 仅低频波对湍流流场具有显著影响, 可导致湍 流猝发事件的频率和强度的显著变化; 波数k_{x}的增大对于湍流猝发事件的频率和强度增 减的影响并不同步, 存在一个最优的波数k_{x}, 在其调制下, 固有流场对诱导流场的影响 最弱, 而诱导流场对固有流场的影响显著, 减阻效果最好.     

Duffing-van der Pol系统的随机分岔

应用广义胞映射图论方法(GCMD)研究了在谐和激励与随机噪声共同作用下的Duffing-van der Pol系统的随机分岔现象. 系统参数选择在多个吸引子与混沌鞍共存的范围内. 研究发现, 随着随机激励强度的增大,该系统存在两种分岔现象: 一种为随机吸引子与吸引域边界上的鞍碰撞, 此时随机吸引子突然消失; 另一种为随机吸引子与吸引域内部的鞍碰撞, 此时随机吸引子突然增大. 研究证实, 当随机激励强度达到某一临界值时, 该系统还会发生D-分岔(基于Lyapunov指数符号的改变而定义), 此类分岔点不同于上述基于系统拓扑性质改变所得的分岔点.     

Stochastic bifurcation in duffing system subject to harmonic excitation and in presence of random noise

A global analysis of stochastic bifurcation in a special kind of Duffing system, named as Ueda system, subject to a harmonic excitation and in presence of random noise disturbance is studied in detail by the generalized cell mapping method using digraph. It is found that for this dissipative system there exists a steady state random cell flow restricted within a pipe-like manifold, the section of which forms one or two stable sets on the Poincare cell map. These stable sets are called stochastic attractors (stochastic nodes), each of which owns its attractive basin. Attractive basins are separated by a stochastic boundary, on which a stochastic saddle is located. Hence, in topological sense stochastic bifurcation can be defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value. Through numerical simulations the evolution of the Poincare cell maps of the random flow against the variation of noise intensity is explored systematically. Our study reveals that as a powerful tool for global analysis, the generalized cell mapping method using digraph is applicable not only to deterministic bifurcation, but also to stochastic bifurcation as well. By this global analysis the mechanism of development, occurrence, and evolution of stochastic bifurcation can be explored clearly and vividly.     

Time series analysis of homoclinic nonlinear systems using a wavelet transform method

Homoclinic (and heteroclinic) trajectories are closed paths in phase space that connect one or more saddle points. They play an important role in the study of dynamical systems and are associated with the creation/destruction of limit cycles as a parameter is varied. Often, this creation/destruction process involves complicated sequences of bifurcations in small regions of parameter space and there is now an established theoretical framework for the study of such systems.

The eigenvalues of saddle points in the phase space determine the behaviour of the system. In this article we present a new eigenvalue estimation technique based on a wavelet transformation of a time series under study and compare it with an existing method based on phase space reconstruction. We find that the two methods give good agreement with theory using clean model data, but where noisy data are analysed the wavelet technique is both more robust and easier to implement.     

Wada分形吸引域边界上的混沌鞍

应用广义胞映射图论（Generalized Cell Mapping Digraph)方法，数值地研究Thompson的逃逸方程在最佳逃逸点附近的分岔。发现了嵌入在Wada分形吸引域边界上的混沌鞍，混沌鞍是状态空间不稳定（非吸引）的混沌不变集合。Wada分形吸引域边界是具有Wada性质的边界，即吸引域边界上的任意点也同时是至少两个其它吸引域的边界点，称为Wada域边界。我们证明Wada域边界上的混沌鞍导致局部鞍结分岔具有全局不确定性结局，研究了Wada域边界上混沌鞍的形成与演化，证明最终的逃逸分岔是混沌吸引子碰撞混沌鞍的边界激变。     

The maximal Lyapunov exponent of a co-dimension two-bifurcation system excited by a bounded noise

In the present paper,the maximal Lyapunov exponent is investigated for a co-dimension two bifurcation system that is on a three-dimensional central manifold and subjected to parametric excitation by a bounded noise.By using a perturbation method,the expressions of the invariant measure of a one-dimensional phase diffusion process are obtained for three cases,in which different forms of the matrix B,that is included in the noise excitation term,are assumed and then,as a result,all the three kinds of singular boundaries for one-dimensional phase diffusion process are analyzed.Via Monte-Carlo simulation,we find that the analytical expressions of the invariant measures meet well the numerical ones.And furthermore,the P-bifurcation behaviors are investigated for the one-dimensional phase diffusion process.Finally,for the three cases of singular boundaries for one-dimensional phase diffusion process,analytical expressions of the maximal Lyapunov exponent are presented for the stochastic bifurcation system.     

An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise

The first passage problem for linear and non-linear oscillators excited by white and coloured noise are considered. An iterative variance reduction scheme is used in a framework of a measure change in the space of sample functions according to the Girsanov transformation, which is based on introducing a Markov control process. It is proved that a good approximation to the optimal stochastic control process can be obtained from an equivalent white noise excited linear oscillator. It is shown that this leads to very accurate estimates of the failure probability of the original system. The advantage of this procedure is that expressions for the parameters of the equivalent linear system and the design point oscillations, which are needed to find the control process, are available analytically. The number of samples, the variance of the failure probability estimates and the computational time are reduced significantly compared with direct Monte Carlo simulations.     

Stochastic fractional optimal control of quasi-integrable Hamiltonian system with fractional derivative damping

A stochastic fractional optimal control strategy for quasi-integrable Hamiltonian systems with fractional derivative damping is proposed. First, equations of the controlled system are reduced to a set of partially averaged It $\hat{o}$ stochastic differential equations for the energy processes by applying the stochastic averaging method for quasi-integrable Hamiltonian systems and a stochastic fractional optimal control problem (FOCP) of the partially averaged system for quasi-integrable Hamiltonian system with fractional derivative damping is formulated. Then the dynamical programming equation for the ergodic control of the partially averaged system is established by using the stochastic dynamical programming principle and solved to yield the fractional optimal control law. Finally, an example is given to illustrate the application and effectiveness of the proposed control design procedure.     

Moment Lyapunov exponent and stochastic stability of binary airfoil driven by non-Gaussian colored noise

In this paper, the moment Lyapunov exponent and stochastic stability of binary airfoil subjected to non-Gaussian colored noise are investigated. The noise is simplified to an Ornstein?CUhlenbeck process by applying a path-integral approach. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree with the results obtained using the Monte Carlo simulation well. Finally, the effects of the noise and system parameters on the stochastic stability of the binary airfoil system are discussed.     

On the effects of non-linear elements in the reliability-based optimal design of stochastic dynamical systems

The aim of the present paper is to study the effects of non-linear devices on the reliability-based optimal design of structural systems subject to stochastic excitation. One-dimensional hysteretic devices are used for modelling the non-linear system behavior while non-stationary filtered white noise processes are utilized to represent the stochastic excitation. The reliability-based optimization problem is formulated as the minimization of the expected cost of the structure for a specified failure probability. Failure is assumed to occur when any one of the output states of interest exceeds in magnitude some specified threshold level within a given time duration. Failure probabilities are approximated locally in terms of the design variables during the optimization process in a parallel computing environment. The approximations are based on a local interpolation scheme and on an efficient simulation technique. Specifically, a subset simulation scheme is adopted and integrated into the proposed optimization process. The local approximations are then used to define a series of explicit approximate optimization problems. A sensitivity analysis is performed at the final design in order to evaluate its robustness with respect to design and system parameters. Numerical examples are presented in order to illustrate the effects of hysteretic devices on the design of two structural systems subject to earthquake excitation. The obtained results indicate that the non-linear devices have a significant effect on the reliability and global performance of the structural systems.