Effects of Time Delay on the Bistable System Subjected to Correlated Noises

The time-delayed bistable system subjected to the multiplicative and additive noises is investigated. In the condition of small delay time, the stationary probability distribution function （SPDF） is derived, and under the condition of large delay time, the SPDF is stochastically simulated. The analytical and simulative results indicate that： （i） For the case of λ = 0 （λ denotes the strength of correlations between the multiplicative and additive noises）, the time delay affects weakly the SPDF peak structure, and the symmetrical property of the SPDF two-peak structure does not change with the increasing delay time. （ii） For the case of λ≠0, the two-peak structure changes with the increasing delay time, i.e. one peak goes up and the other go down simultaneously as the delay time increases and along with further increase of the delay time, the lower peak disappears gradually while the higher one goes up, i.e. the structure of the SPDF changes from a bimodal to a unimodal and the system becomes monostable.     

Entropic Stochastic Resonance Driven by Colored Noise

The phenomenon of entropic stochastic resonance （ESR） in a two-dimensional confined system driven by a transverse periodic force is investigated when the colored fluctuation is included in the system. Applying the method of unified colored noise approximation, the approximate Fokker-Planck equation can be derived in the absence of the periodic force. Through the escaping rate of the Brownian particle from one well to the other, the power spectral amplification can be obtained. It is found that increasing the values of the noise correlation time and the signal frequency can suppress the ESR of the system.     

Effect of Correlated Noises in a Genetic Model

The Stratonovich stochastic differential equation is used to analyze genotype selection in the presence ot correlatecl Gaussian white noises. We study the steady state properties of the genotype selection and discuss the effects of the correlated noises. It is found that the degree of correlation of the noises can be used to select one type of genes from another type of mixing genes. The strong selection of genes caused by a large value of multiplicative noise intensity can be weakened by the intensive negative correlation.     

Dynamical Properties of a Single-Mode Laser Driven by Quadratic Pump Noise

We propose a single-mode laser model driven by quadratic pump noise with cross correlation between the real and imaginary parts of the pump noise. The effect of the cross-correlation coefficient λp between the real and imaginary parts of the pump noise on dynamical properties is studied by using of the linear approximation. The theoretical expressions of intensity correlation function λ（t）, normalized intensity fluctuation λ（0） are calculated. It is found that the most conspicuous effects of λp on both the intensity correlation function and the normalized intensity fluctuation appear at ｜λP｜ = /0.5, but not at ｜λP｜ = 1.     

Escape for System with Non-Fluctuating Potential Barrier Only Driven by Three-State Noise

We study the escape for the mean first passage time （MFPT） over a potential barrier for a system with non- fluctuating potential barrier and only driven by a three-state noise. It is shown that in some circumstances, the three-state noise can induce the resonant activation for the MFPT over the potential barrier; but in other circumstances, it can not. There are three resonant activations for the MFPT over the potential barrier, which are respectively as the functions of the transition rates of the three-state noise.     

Noises in Detecting Relic Gravitational Wave

We analyse the three basic kinds of noises in detecting the relic gravitational wave （GW）, which are the noises caused by the thermal radiation in the detecting cavity and by the scattering of the Gaussian beam in the detecting cavity, and noise in the microwave radiometers. The analysis shows that a reasonable signal-to-noise ratio may be achieved for a detecting device with a suitable geometric structure only when the temperature of the environment is no more than T = 0.6 K, and the power of the radiation of the Gaussian beam is no less than P=10^5 W.     

Correlated noise induced spatiotemporal coherence resonance in a square lattice network

The effects of additive correlated noise, which is composed of common Gaussian white noise and local Gaussian colored noise, on a square lattice network locally modelled by the Rulkov map are studied. We focus on the ability of noise to induce pattern formation in a resonant manner. It is shown that local Gaussian colored noise is able to induce pattern formation, which is more coherent at some noise intensity or correlation time, so it is able to induce spatiotemporal coherence resonance in the network. When common Gaussian white noise is applied in addition, it is seen that the correlated noise can induce coherent spatial structures at some intermediate noise correlation, while this is not the case for smaller and larger noise intensities. The mechanism of the observed spatiotemporal coherence resonance is discussed. It is also found that the correlation time of local colored noise has no evident effect on the optimal value of the noise strength for spatiotemporal coherence resonance in the network.     

Chaotic time series prediction and additive white Gaussian noise

Taken's delay embedding theorem states that a pseudo state-space can be reconstructed from a time series consisting of observations of a chaotic process. However, experimental observations are inevitably corrupted by measurement noise, which can be modelled as Additive White Gaussian Noise (AWGN). This Letter analyses time series prediction in the presence of AWGN using the triangle inequality and the mean of the Nakagami distribution. It is shown that using more delay coordinates than those used by a typical delay embedding can improve prediction accuracy, when the mean magnitude of the input vector dominates the mean magnitude of AWGN.     

Extinction Time of a Metapopulation Driven by Colored Correlated Noises

The simplified incidence function model which is driven by the colored correlated noises is employed to investigate the extinction time of a metapopulation perturbed by environments. The approximate Fokker-Planck Equation and the mean first passage time which denotes the extinction time （Tex） are obtained by virtue of the Novikov theorem and the Fox approach. After introducing a noise intensity ratio and a dimensionless parameter R = D /α （D and a are the multiplicative and additive colored noise intensities respectively）, and then performing numerical computations, the results indicate that： （i） The absolute value of correlation strength A and its correlation time τ3 play opposite roles on the Tex; （ii） For the case of 0 〈λ〈 1,α and its correlation time τ2 play opposite roles on the Tex in which R〉 1 is the best condition, and there is one-peak structure on the Tex - D plot; （iii） For the case of-1 〈 λ≤ 0, D and its correlation time τ1 play opposite roles on the Tex in which R 〈 1 is the best condition and there is one-peak structure on the Tex - τ2 plot.     

Multiscale Entropy under the Inverse Gaussian Distribution： Analytical Results

The multiscale entropy （MSE） reveals the intrinsic multiple scales in the complexity of physical and physiological signals, which are usually featured by heavy-tailed distributions. However, most research results are pure experimental search. Recently, Costa et al. have made the first attempt to present the theoretical basis of MSE, but it only supports the Gaussian distribution [Phys Rev. E 71 （2005） 021906]. We present the theoretical basis of MSE under the inverse Gaussian distribution, a typical model for physiological, physical and financial data sets. The analysis allows for uncorrelated inverse Gaussian process and 1/f noise with the multivariate inverse Gaussian distribution, and then provides a reliable foundation for the potential applications of MSE to explore complev nhwical and Dhwical time series.     

负关联噪声驱动下单模激光的定态分析

研究了负关联的加法和乘法高斯白噪声驱动下单模激光损失模型的定态情况。文中推导了负关联情况下，定态时的激光场幅的几率分布，光强的平均值，光强的协方差以及光强的偏斜率。并和文献〔１，２〕中正关联时的定态分析作了比较，发现了有意义的新现象。     

Energy dissipation and violation of the fluctuation-response relation for harmonic oscillators described by the generalized Langevin equation

The generalized Langevin equation (GLE) satisfied by harmonic oscillators coupled to a heat bath is transformed into an equality between the rate of energy dissipation and an extent of violation of the fluctuation-response relation. Its significance is discussed. When the system reaches a stationary state and a single harmonic oscillator’s frequency is set to zero, the equality reduces to a fluctuation-dissipation relation, which is slightly different from the usual Kubo’s formalism.     

Influence of Coloured Correlated Noises on Probability Distribution and Mean of Tumour Cell Number in the Logistic Growth Model

An approximate Fokker-Planck equation for the logistic growth model which is driven by coloured correlated noises is derived by applying the Novikov theorem and the Fox approximation. The steady-state probability distribution （SPD） and the mean of the tumour cell number are analysed. It is found that the SPD is the single extremum configuration when the degree of correlation between the multiplicative and additive noises, λ is in -1 〈λ≤0 and can be the double extrema in 0〈λ〈1. A configuration transition occurs because of the variation of noise parameters. A minimum appears in the curve of the mean of the steady-state tumour cell number, （x）, versus λ The position and the value of the minimum are controlled by the noise-correlated times.     

Probability and Joint Probability Distributions for Systems Driven by Correlated Colored Noises

This paper deals with systems driven by correlated colored noises. The evolution equations for both the single and joint probability distribution functions are derived. It is shown that both the stationary and dynamical properties of the systems are affected by correlated colored noises. These results are obtained by means of the systematic use of the ordered cumulant-expansion technique.     

Resonant-Like Activation in a Bistable System with Noise and Time Delay

A bistable system with noise and time delay is investigated. Theoretical analysis and stochastic simulation show that： （i） In the ease of a system driven only by multiplicative Gaussian white noise, the mean first-passage time for a particle to reach the other stable state from one stable state exhibits a minimum with respect to delay time, i.e., a resonant-like activation （RA） phenomenon. （ii） In the action of additive and multiplicative noise, as the additive noise intensity increases, no matter whether a correlation between the two types of noise exists or not, the RA gradually disappears. （iii） The correlation strength between the two types of noise does not influence the existence of the RA.     

Particle Transport with Asymmetric Unbiased Forces and Entropic Barrier

Transport of a Brownian particle moving along the axis of a three-dimensional （313） symmetric and periodic tube is investigated in the presence of asymmetric unbiased forces. It is found that in the presence of entropic barrier, the asymmetry of the unbiased forces is a way of inducing a net particle current. The particle current is a peaked function of temperature, which indicates that the thermal noise may facilitate the transport even in the presence of entropic barrier. There exists an optimized radius at the bottleneck at which the particle current takes its maximum value. The current can be influenced by the slope of tube walls and there exists an optimized slope for which the particle current takes its maximum value.     

Escape of Brownian Particles in the System Driven by Correlated White Noises:Comparison of Three Models

The relative escape rate (RER) in the bistable sawtooth system driven by correlated white noises was studied in the case of linear multiplicative noise coefficient.And we compare the RER of linear multiplicative noise coefficient with the RER of the piecewise constant multiplicative noise coefficient in the bistable sawtooth system,finally compare the RER of the bistable sawtooth potential with the RER of the quartic potential in the case of linear multiplicative noise coefficient.It can be seen that the form of the multiplicative noise coefficient and the nonlinearity of potential have an important influence on the resonant activation and the suppression of the RER.The resonant activation of the RER vanishes in the negative correlation when the multiplicative noise coefficient was shifted from piecewise constant to linear function in the bistable sawtooth potential.The suppression of the RER disappears in the negative correlation when thelinear potential is converted into nonlinear one.``     

Escape of Brownian Particles in the System Driven by Correlated White Noises:Comparison of Three Models

The relative escape rate (RER) in the bistable sawtooth system driven by correlated white noises was studied in the case of linear multiplicative noise coefficient.And we compare the RER of linear multiplicative noise coefficient with the RER of the piecewise constant multiplicative noise coefficient in the bistable sawtooth system,finally compare the RER of the bistable sawtooth potential with the RER of the quartic potential in the case of linear multiplicative noise coefficient.It can be seen that the form of the multiplicative noise coefficient and the nonlinearity of potential have an important influence on the resonant activation and the suppression of the RER.The resonant activation of the RER vanishes in the negative correlation when the multiplicative noise coefficient was shifted from piecewise constant to linear function in the bistable sawtooth potential.The suppression of the RER disappears in the negative correlation when thelinear potential is converted into nonlinear one.     

Stochastic resonance in FitzHugh-Nagumo system with time-delayed feedback

The dynamics of a periodically driven FitzHugh-Nagumo system with time-delayed feedback and Gaussian white noise is investigated. The stochastic resonance which is characterized by the Fourier coefficient Q is numerically calculated. It is found that the stochastic resonance of the system is a non-monotonic function of the noise strength and the signal period. The variation of the time-delayed feedback can induce periodic stochastic resonance in the system.