Escape over fluctuating potential barrier for system only driven by dichotomous noise

The escape for the mean first passage time (MFPT) over the fluctuating potential barrier for system only driven by a dichotomous noise is investigated. It is found that, in some circumstances, the dichotomous noise can induce the resonant activation for the MFPT over the fluctuating potential barrier, but in other circumstances, it cannot. There are two resonant activations for the MFPT. One is the MFPT as a function of the flipping rate of the fluctuating potential barrier, the other is the MFPT as a function of the transition rate of the dichotomous noise.     

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.     

Probability evolution method for exit location distribution

The exit problem in the framework of the large deviation theory has been a hot topic in the past few decades. The most probable escape path in the weak-noise limit has been clarified by the Freidlin–Wentzell action functional. However, noise in real physical systems cannot be arbitrarily small while noise with finite strength may induce nontrivial phenomena, such as noise-induced shift and noise-induced saddle-point avoidance. Traditional Monte Carlo simulation of noise-induced escape will take exponentially large time as noise approaches zero. The majority of the time is wasted on the uninteresting wandering around the attractors. In this paper, a new method is proposed to decrease the escape simulation time by an exponentially large factor by introducing a series of interfaces and by applying the reinjection on them. This method can be used to calculate the exit location distribution. It is verified by examining two classical examples and is compared with theoretical predictions. The results show that the method performs well for weak noise while may induce certain deviations for large noise. Finally, some possible ways to improve our method are discussed.     

AN INVESTIGATION OF STABILITY IN THE LARGE BEHAVIOUR OF A CONTROL SURFACE WITH STRUCTURAL NON-LINEARITIES IN SUPERSONIC FLOW

It is well known that the presence of non-linearities may significantly affect the aeroelastic response of an aerospace vehicle structure. In this paper, the aeroelastic behaviour at high Mach numbers of an all-moving control surface with a non-linearity in the root support is investigated. Very often, a stable equilibrium point, corresponding to zero displacement of the structure, together with an unstable limit cycle arising from a sub-critical Hopf bifurcation results from the presence of the non-linearity. The stable equilibrium point will then possess a domain of attraction. In this paper, this situation is investigated by first applying the averaging method to obtain a new set of aeroelastic equations in which the limit cycle is replaced by an unstable equilibrium point. A fourth order power series approximation to the stable manifold in the neighbourhood of this equilibrium point is then determined. From the stable manifold, predictions of the domain of attraction of the stable equilibrium point may then be made. The method is applied to two examples in which the non-linearity in the root support was due to either a cubic hardening restoring moment or the presence of freeplay. The approximation to the stable manifold was sufficient to enable significant information about the domain of attraction of the stable equilibrium point of the control surface to be obtained; agreement with predictions from numerical integration of the aeroelastic equations in the time domain was shown to be generally good in the cases considered, though outside the region of validity of the stable manifold expansion, discrepancies will occur. The averaging method was shown to be sufficiently accurate for this analysis even when the non-linearities could not be considered as weak.     

Noise-induced Hopf-bifurcation-type sequence and transition to chaos in the lorenz equations

We study the effects of noise on the Lorenz equations in the parameter regime admitting two stable fixed point solutions and a strange attractor. We show that noise annihilates the two stable fixed point attractors and evicts a Hopf-bifurcation-like sequence and transition to chaos. The noise-induced oscillatory motions have very well defined period and amplitude, and this phenomenon is similar to stochastic resonance, but without a weak periodic forcing. When the noise level exceeds certain threshold value but is not too strong, the noise-induced signals enable an objective computation of the largest positive Lyapunov exponent, which characterize the signals to be truly chaotic.     

Enhancement of stability in randomly switching potential with metastable state

The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer time than in the absence of white noise. The mean first passage time (MFPT) has a maximum at a finite value of white noise intensity. The analytical expression of MFPT in terms of the white noise intensity, the parameters of the potential barrier, and of the dichotomous noise is derived. The conditions for the NES phenomenon and the parameter region where the effect can be observed are obtained. The mean first passage time behaviors as a function of the mean flipping rate of the potential for unstable and metastable initial configurations are also analyzed. We observe the resonant activation phenomenon for initial metastable configuration of the potential profile.Received: 16 June 2004, Published online: 31 August 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 02.50.-r Probability theory, stochastic processes, and statistics - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.)     

Could one single dichotomous noise cause resonant activation for exit time over potential barrier？

This paper studies the mean first passage time （or exit time, or escape time） over the non-fluctuating potential harrier for a system driven only by a dichotomous noise. It finds that the dichotomous noise can make the particles escape over the potential barrier, in some circumstances; but in other circumstances, it can not. In the case that the particles escape over the potential harrier, a resonant activation phenomenon for the mean first passage time over the potential barrier is obtained.     

Mean First Passage Time for System with Fluctuating Potential Barrier and Coupled Noise

In this paper we study the mean first passage time (MFPT) over a fluctuation potential barrier driven by a coupled noise. It is shown that the MFPT over the fluctuation potential barrier displays resonant activations as the function of the flipping rate of the fluctuation potential barrier, and as the function of the dichotomous noise transition rate.     

Influence of non-Gaussian noise on a tumor growth system under immune surveillance

In this paper, the stationary probability distribution (SPD) function and the mean first passage time (MFPT) are investigated in a tumor growth model driven by non-Gaussian noise which is introduced to mimic random fluctuations in the levels of the immune system. Results demonstrate the different transitions induced by the strength of non-Gaussian noise under different immune coefficients and the dual roles of non-Gaussian noise in promoting host protection against cancer and in facilitating tumor escape from immune destruction. Additionally, it can be discovered that increases in noise strength, the degree of departure from Gaussian noise, and the immune coefficient can accelerate the extinction of tumor cells. Numerical simulations are performed, and their results present good agreement with the theoretical results.     

Computing the invariant density of bistable noisy maps

A numerical method is presented allowing the computation of the invariant density of a time-discrete bi- or multistable map perturbed by weak noise. It permits the examination of noise-induced transitions between different stable states in the limit of weak but not amplitude-limited noise. The method is tested by comparing the results with computer experiments. For this purpose a new one-parameter family of bistable maps is introduced. It turns out that the numerics are in good agreement with the experiments. The results suggest the conjecture that in the limit of weak but transition-inducing noise the probability of being in one basin of attraction approaches one. A simple example which can be solved in closed form and which illustrates these findings is discussed.     

Noise-induced reentrant transition of the stochastic Duffing oscillator

We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show that the system undergoes a noise-induced reentrant transition in a given range of parameters. The fixed point is stabilised when the amplitude of the noise belongs to a well-defined interval. Noisy oscillations are found outside that range, i.e., for both weaker and stronger noise.Received: 20 February 2004, Published online: 20 April 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems     

Noise and O(1) amplitude effects on heteroclinic cycles

The dynamics of structurally stable heteroclinic cycles connecting fixed points with one-dimensional unstable manifolds under the influence of noise is analyzed. Fokker-Planck equations for the evolution of the probability distribution of trajectories near heteroclinic cycles are solved. The influence of the magnitude of the stable and unstable eigenvalues at the fixed points and of the amplitude of the added noise on the location and shape of the probability distribution is determined. As a consequence, the jumping of solution trajectories in and out of invariant subspaces of the deterministic system can be explained. (c) 1999 American Institute of Physics.     

Effect of time delay in FitzHugh-Nagumo neural model with correlations between multiplicative and additive noises

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.     

Renormalization and transition to chaos in area preserving nontwist maps

The problem of transition to chaos, i.e. the destruction of invariant circles or KAM (Kolmogorov-Arnold-Moser) curves, in area preserving nontwist maps is studied within the renormalization group framework. Nontwist maps are maps for which the twist condition is violated along a curve known as the shearless curve.In renormalization language this problem is that of finding and studying the fixed points of the renormalization group operator that acts on the space of maps. A simple period-two fixed point of , whose basin of attraction contains the nontwist maps for which the shearless curve exists, is found. Also, a critical period-12 fixed point of , with two unstable eigenvalues, is found. The basin of attraction of this critical fixed point contains the nontwist maps for which the shearless curve is at the threshold of destruction. This basin defines a new universality class for the transition to chaos in area preserving maps.     

Escape over Fluctuating Barrier for a Stochastic Model of Motor Proteins in the Case of Environmental Perturbation

We study the mean first passage time (MFPT) over the fluctuatingpotential barrier for a stochastic model of motor proteins in the case of environmental perturbation proposed by J.H. LI et al. [Phys. Rev. E57 (1998) 39171. The MFPT is derived for a particle over the fluctuating potential barrier. It is shown that (i) there is resonant activation for the MFPT as a function of the flipping rate of the fluctuating potential barrier; (ii) the additive and multiplicative noises can weaken the resonant activation, but the correlations between them enhance the resonant activation; (iii) the susceptibility of the resonant activation to the multiplicative noise is far larger than that to the additive noise.     

Logarithmic correction to the probability of capture for dissipatively perturbed Hamiltonian systems

Hamiltonian systems are analyzed with a double homoclinic orbit connecting a saddle to itself. Competing centers exist. A small dissipative perturbation causes the stable and unstable manifolds of the saddle point to break apart. The stable manifolds of the saddle point are the boundaries of the basin of attraction for the competing attractors. With small dissipation, the boundaries of the basins of attraction are known to be tightly wound and spiral-like. Small changes in the initial condition can alter the equilibrium to which the solution is attracted. Near the unperturbed homoclinic orbit, the boundary of the basin of attraction consists of a large sequence of nearly homoclinic orbits surrounded by close approaches to the saddle point. The slow passage through an unperturbed homoclinic orbit (separatrix) is determined by the change in the value of the Hamiltonian from one saddle approach to the next. The probability of capture can be asymptotically approximated using this change in the Hamiltonian. The well-known leading-order change of the Hamiltonian from one saddle approach to the next is due to the effect of the perturbation on the homoclinic orbit. A logarithmic correction to this change of the Hamiltonian is shown to be due to the effect of the perturbation on the saddle point itself. It is shown that the probability of capture can be significantly altered from the well-known leading-order probability for Hamiltonian systems with double homoclinic orbits of the twisted type, an example of which is the Hamiltonian system corresponding to primary resonance. Numerical integration of the perturbed Hamiltonian system is used to verify the accuracy of the analytic formulas for the change in the Hamiltonian from one saddle approach to the next. (c) 1995 American Institute of Physics.     

加性和乘性泊松白噪声联合激励下光滑非连续振子的随机响应

利用广义胞映射方法,研究了加性和乘性泊松白噪声联合作用下SD振子(smooth and discontinuous oscillator)的随机响应问题.基于图分析算法,获得确定SD振子的吸引子、吸引域、域边界、鞍和不变流形等全局特性.基于矩阵分析算法,计算了SD振子在泊松白噪声激励下的瞬态和稳态响应.结果表明:随机响应的概率密度函数演化方向和确定情况下的不稳定流形形状之间存在密切联系.蒙特卡罗模拟结果表明,所使用的方法是有效且准确的.     

Desynchronization of chaos in coupled logistic maps

When identical chaotic oscillators interact, a state of complete or partial synchronization may be attained in which the motion is restricted to an invariant manifold of lower dimension than the full phase space. Riddling of the basin of attraction arises when particular orbits embedded in the synchronized chaotic state become transversely unstable while the state remains attracting on the average. Considering a system of two coupled logistic maps, we show that the transition to riddling will be soft or hard, depending on whether the first orbit to lose its transverse stability undergoes a supercritical or subcritical bifurcation. A subcritical bifurcation can lead directly to global riddling of the basin of attraction for the synchronized chaotic state. A supercritical bifurcation, on the other hand, is associated with the formation of a so-called mixed absorbing area that stretches along the synchronized chaotic state, and from which trajectories cannot escape. This gives rise to locally riddled basins of attraction. We present three different scenarios for the onset of riddling and for the subsequent transformations of the basins of attraction. Each scenario is described by following the type and location of the relevant asynchronous cycles, and determining their stable and unstable invariant manifolds. One scenario involves a contact bifurcation between the boundary of the basin of attraction and the absorbing area. Another scenario involves a long and interesting series of bifurcations starting with the stabilization of the asynchronous cycle produced in the riddling bifurcation and ending in a boundary crisis where the stability of an asynchronous chaotic state is destroyed. Finally, a phase diagram is presented to illustrate the parameter values at which the various transitions occur.