The projection operator approach to the Fokker-Planck equation. II. Dichotomic and nonlinear Gaussian noise

Two models for the Freedericksz transition in a fluctuating magnetic field are considered: one is based on a dichotomic and the other on a nonlinear Gaussian noise. Both noises are characterized by a finite correlation time. It is shown that the linear response assumption leading to the best Fokker-Planck approximation in the dichotomic and nonlinear Gaussian cases can be trusted only up to the order ¹ and ⁰, respectively. The role of the corrections to the linear response approximation is discussed and it is shown how to replace the non-Fokker-Planck terms stemming from these corrections with equivalent terms of standard type. This technique is shown to produce perfect agreement with the exact analytical results (dichotomic noise) and to satisfactorily fit the results of analog simulation (nonlinear Gaussian noise).     

The projection approach to the Fokker-Planck equation. I. Colored Gaussian noise

It is shown that the Fokker-Planck operator can be derived via a projection-perturbation approach, using the repartition of a more detailed operator into a perturbation ₁ and an unperturbed part ₀. The standard Fokker-Planck structure is recovered at the second order in ₁, whereas the perturbation terms of higher order are shown to provoke the breakdown of this structure. To get rid of these higher order terms, a key approximation, local linearization (LL), is made. In general, to evaluate at the second order in ₁ the exact expression of the diffusion coefficient which simulates the influence of a Gaussian noise with a finite correlation time, a resummation up to infinite order in must be carried out, leading to what other authors call the best Fokker-Planck approximation (BFPA). It is shown that, due to the role of terms of higher order in ₁, the BFPA leads to predictions on the equilibrium distributions that are reliable only up to the first order in t. The LL, on the contrary, in addition to making the influence of terms of higher order in ₁ vanish, results in a simple analytical expression for the term of second order that is formally coincident with the complete resummation over all the orders in t provided by the Fox theory. The corresponding diffusion coefficient in turn is shown to lead in the limiting case to exact results for the steady-state distributions. Therefore, over the whole range 0 the LL turns out to be an approximation much more accurate than the global linearization proposed by other authors for the same purpose of making the terms of higher order in ₁ vanish. In the short- region the LL leads to results virtually coincident with those of the BFPA. In the large- region the LL is a more accurate approximation than the BFPA itself. These theoretical arguments are supported by the results of both analog and digital simulation.     

载波钝化和钼酸盐后处理对不锈钢钝化膜性能的影响

一般认为交流电对金属的腐蚀过程具有加速作用,但我们发现,在直流电位基础上叠加适当波形、幅值和频率的交流电对不锈钢进行载波钝化,尔后再进行适当后处理可使钝化膜的稳定性提高,我们曾就不经后处理的载波钝化过程进行过探讨,本文着重探讨钼酸盐后处理对载波钝化膜表面状态和化学稳定性改善的作用机理。     

Optimal estimation of intensity of noisy peaks by matched filtering with application to chromatography : Part 1. General introduction and theoretical evaluations

The digital filter described provides optimal enhancement of the signal-to-noise ratio by using prior information about peak shape and type of noise. The filter, based onthe matched-filter principle, is applied to chromatographic data, but is also suitable for optimal processing of similar noisy signals. The current implementation of the filter permits the specific reduction of different types of noise. Several theoretical aspects concerning the interpretation and use of this advanced filter are discussed. Some calculations on peaks with Gaussian and Gamma distribution shape are given.     

集成滤波器在谱图信号除噪中的应用

本文提出了一种由神经元网络与线性自适应滤波器组成的集成滤波器的实现方法，用于谱图信号除噪处理。     

Electron kinetics of collision dominated r.f. bulk plasma in CO: The role of second-kind collisions

Electron energy distribution functions (EEDF) and related properties in the bulk region of the rf CO plasma at the reduced rf field frequency /p₀=×10⁷ sec^–1 torr^–1 have been calculated by solving the time-dependent spatially homogeneous Boltzmann equation in the presence of second-kind collisions and have been interpreted on a microphysical basis. The results show that second-kind collisions (vibrational and electronic) strongly affect the temporal evolution of EEDF, of the mean energy, and of the mean collision frequencies for vibrational and electronic excitation processes, as well as for ionization. In particular, second-kind collisions in the CO rf bulk plasma strongly decrease the modulation of the mean ionization frequency during its periodical alteration in the rf field. Furthermore, the effect of second-kind collisions on an approximate determination of the time-averaged EEDF in the rf bulk plasma using the so-called effective-field appriximation has been estimated.     

Stochastic phase lockings in a relaxation oscillator forced by a periodic input with additive noise: A first-passage-time approach

Noise effects on phase lockings in a system consisting of a piecewise-linear van der Pol relaxation oscillator driven by a periodic input are studied. The problem of finding the period of the oscillator is reduced to the first-passage-time problem of the Ornstein-Uhlenbeck process with time-varying boundary. The probability density functions of the first-passage time are used to define the operator which governs a transition of an input phase density after one cycle of the oscillator. Phase lockings in a stochastic sense are investigated on the basis of the density evolution by the operator.     

Analyzing electrochemical noise with Chebyshev’s discrete polynomials

The principles underlying a novel method intended for analyzing experimental data obtained when studying fluctuation processes are considered. The method in question is Chebyshev’s spectroscopy. The application of this method allows one to determine statistic characteristics of steady-state electrochemical noise against the background of severe deterministic interference without invoking the procedure of the fitting of the initial data. The potentialities of this novel method, which is intended for treating noise experiment, are demonstrated by examining model examples and analyzing the electrochemical noise generated by a lithium electrode placed in an aprotic organic electrolyte.     

内噪声作用下的随机共振算法对弱信号的检测

基于随机共振理论提出了一种简便、有效地检测弱信号的方法。在内噪声协同作用下，通过调节输入噪声信号的大小能较好地提高系统输出信号的信噪比，从而实现检测背景噪声很强的弱信号的目的。应用于模拟信号和实验信号的结果证明了方法是可行的。     

Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation

Consider the random motion in the plane of a pointM, whose velocityv=(v ₁,v ₂) is perturbed by an ²-valued Gaussian white noise. Only noisy nonlinear observations taken on the point location (state) are available toM. The velocityv is of the formv(y)= _u (u ₁,u ₂) _y (du), wherey denotes the value of the observed signal,U is the range of the velocity, and, for eachy, _y is a probability measure on (U). Using the available observations, the pointM wishes to steer itself into a given target set by choosing a randomized strategy ={ _y :y ²}. Sufficient conditions on weak optimal randomized strategies are derived. An algorithm for computing weak suboptimal randomized strategies is suggested, and the strategies are computed for a variety of cases.This work was partially supported by a grant from Control Data.