Local and occupation time of a particle diffusing in a random medium

We consider a particle moving in a one-dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean value) and the occupation time (spent above its mean value) within an observation time window of size t. In the absence of quenched randomness, these distributions have three typical asymptotic behaviors depending on whether the deterministic potential is unstable, stable, or flat. These asymptotic behaviors are shown to get drastically modified when the random part of the potential is switched on, leading to the loss of self-averaging and wide sample to sample fluctuations.     

Singularities in forward scattering through random media

We consider a random medium in which scattering is exclusively in the forward direction. Waves are emitted by an object in the medium and Fourier components of the intensity are shown to propagate independently. At small wavevectors the intensity propagates very simply through increasing thickness, z, of medium, as λ^z, and Fourier components of the object can easily be reconstructed. For wavevectors greater than a critical value, q_c, the intensity changes with z in a more complex fashion making it very difficult to reconstruct the object. They develop a simple model for the singularity and apply it to the reconstruction of an object degraded by passage through a random medium.     

Detection of Mechanism of Noise-Induced Synchronization between Two Identical Uncoupled Neurons

We investigate the noise-induced synchronization between two identical uncoupled Hodgkin-Huxley neurons with sinusoidal stimulations. The numerical results confirm that the value of critical noise intensity for synchronizing two systems is much less than the magnitude of mean size of the attractor in the original system, and the deterministic feature of the attractor in the original system remains unchanged. This finding is significantly different from the previous work [Phys. Rev. E 67 （2003） 027201] in which the value of the critical noise intensity for synchronizing two systems was found to be roughly equal to the magnitude of mean size of the attractor in the original system, and at this intensity, the noise swamps the qualitative structure of the attractor in the original deterministic systems to synchronize to their stochastic dynamics. Further investigation shows that the critical noise intensity for synchronizing two neurons induced by noise may be related to the structure of interspike intervals of the original systems.     

Analysis of stochastic bifurcation and chaos in stochastic Duffing--van der Pol system via Chebyshev polynomial approximation

The Chebyshev polynomial approximation is applied to investigate the stochastic period-doubling bifurcation and chaos problems of a stochastic Duffing--van der Pol system with bounded random parameter of exponential probability density function subjected to a harmonic excitation. Firstly the stochastic system is reduced into its equivalent deterministic one, and then the responses of stochastic system can be obtained by numerical methods. Nonlinear dynamical behaviour related to stochastic period-doubling bifurcation and chaos in the stochastic system is explored. Numerical simulations show that similar to its counterpart in deterministic nonlinear system of stochastic period-doubling bifurcation and chaos may occur in the stochastic Duffing--van der Pol system even for weak intensity of random parameter. Simply increasing the intensity of the random parameter may result in the period-doubling bifurcation which is absent from the deterministic system.     

Statistics of diffusive and localized fields in the vortex core

The statistics of the field structure in the vortex core surrounding phase singularities in random wave fields are measured and calculated for diffusive and localized waves. Excellent agreement is found between experiment and theory. The variation of phase with the geometric angle is deterministic, depending only upon the eccentricity of elliptical intensity contours, epsilon, whose probability distribution is shown to be universal. The distribution of vorticity is shown to reflect both the vorticity distributions within a Gaussian random wave field with a given value of the total transmission and the mesoscopic distribution of total transmission.     

Random to deterministic transform

A method of transforming an ergodic random signal to its deterministic equivalent is presented. The transform requires that the spectral density of the random signal should be known. It also depends on the ability to obtain the inverse Fourier transform of a function. A specific relationship is developed to evaluate the root mean square of a random signal based on its deterministic equivalent. A sample application is presented to demonstrate that a step input can be equivalent to a hyperbolic spectral density. A linear system is subjected to the hyperbolic spectral density and the equivalent step. The calculated root mean square outputs are found to be identical. Deterministic equivalents for other random signals are also indicated.     

Singularities in forward scattering through random media

Abstract

We consider a random medium in which scattering is exclusively in the forward direction. Waves are emitted by an object in the medium and Fourier components of the intensity are shown to propagate independently. At small wavevectors the intensity propagates very simply through increasing thickness, z, of medium, as λ ^z , and Fourier components of the object can easily be reconstructed. For wavevectors greater than a critical value, q _c , the intensity changes with z in a more complex fashion making it very difficult to reconstruct the object. They develop a simple model for the singularity and apply it to the reconstruction of an object degraded by passage through a random medium.     

Sensitivity analysis of stochastic attractors and noise-induced transitions for population model with Allee effect

We study a stochastically forced predator-prey model with Allee effect. In the deterministic case, this model exhibits non-trivial stable equilibrium or limit cycle corresponding to the coexistence of both species. Computational methods based on the stochastic sensitivity functions technique are suggested for the analysis of the dispersion of random states in stochastic attractors. Our method allows to construct confidence domains and estimate the threshold value of the intensity for noise generating a transition from the coexistence to the extinction.     

Phase retrieval using an aperture-array filter under partially coherent illumination

Recently we have proposed a deterministic phase retrieval method using an aperture-array filter to reconstruct a complex-valued object from a single diffraction intensity pattern. We describe here the effect of quasi-monochromatic partially coherent illumination on the object reconstruction by the phase retrieval method, and then present the method of eliminating the effect of the partially coherent illumination from the diffraction intensity pattern via a simple Fourier deconvolution operation provided that the complex degree of spatial coherence of the illuminating beam is known. The usefulness of this method is shown in computer-simulated examples of the object reconstructions under Gaussian Schell-model partially coherent illumination.     

天文望远镜像差对斑点成像技术的影响

着重研究了采用斑点成像技术处理天文望远镜图像时,光学系统固定像差对图像恢复结果的影响。在详细研究各种恢复天文图像振幅和相位的理论和方法的基础上,建立了一个包括Labeyrie振幅恢复方法和KnoxThompson相位重构方法的恢复扩展目标的斑点成像处理模型,分析了光学系统固定像差对系统传递函数相位分布和目标相位重构的影响：天文目标通过大气成像,固定像差将会被淹没在大气湍流随机起伏中,像差对相位重构没有显著影响。处理图像结果表明,斑点成像技术能同时消除大气湍流和望远镜系统固定像差的影响,得到高分辨力的扩展目标图像。还提出了一种消除光学系统像差的方法。     

优化的两步相移算法在图像加密中的应用研究

优化了此前提出的两步相移算法,仅通过两幅去除背景光强(或抑制直流分量)后的干涉图数据和一个(0,π)区间的相移值,就可以成功再现出原始物波场信息,无需借助于物光光强、参考光光强等其他辅助测量信息.与菲涅耳域的双随机相位编码技术结合,该优化算法可以应用于图像加密方案中,通过计算机仿真实验验证了所提方案的可行性,并对几何密钥的灵敏度进行了测试分析.     

Anomalous diffusion of inertial, weakly damped particles

The anomalous (i.e., non-Gaussian) dynamics of particles subject to a deterministic acceleration and a series of "random kicks" is studied. Based on an extension of the concept of continuous time random walks to position-velocity space, a new fractional equation of the Kramers-Fokker-Planck type is derived. The associated collision operator necessarily involves a fractional substantial derivative, representing important nonlocal couplings in time and space. For the force-free case, a closed solution is found and discussed.     

有界噪声和谐和激励联合作用下一类非线性系统的混沌研究

研究一类有界噪声和谐和激励联合作用下的非线性系统，首先用多尺度方法将该系统约化，针对约化后的平均系统，利用随机Melnikov过程方法结合均方值准则导出随机系统可能产生混沌运动的临界条件，结果表明在一定的参数范围内，随着Weiner过程强度参数值的增大，混沌的临界激励幅值先递减继而递增. 同时，用两类数值方法即最大Lyapunov指数法和Poincare截面法验证了解析结果. 关键词： 有界噪声 多尺度 随机Melnikov过程 混沌     

Stochastic period-doubling bifurcation analysis of a R?ssler system with a bounded random parameter

This paper aims to study the stochastic period-doubling bifurcation of the three-dimensional R?ssler system with an arch-like bounded random parameter. First, we transform the stochastic R?ssler system into its equivalent deterministic one in the sense of minimal residual error by the Chebyshev polynomial approximation method. Then, we explore the dynamical behaviour of the stochastic R?ssler system through its equivalent deterministic system by numerical simulations. The numerical results show that some stochastic period-doubling bifurcation, akin to the conventional one in the deterministic case, may also appear in the stochastic R?ssler system. In addition, we also examine the influence of the random parameter intensity on bifurcation phenomena in the stochastic R?ssler system.     

Stochastic period-doubling bifurcation in biharmonic driven Dulling system with random parameter

Stochastic period-doubling bifurcation is explored in a forced Duffing system with a bounded random parameter as an additional weak harmonic perturbation added to the system. Firstly, the biharmonic driven Duffing system with a random parameter is reduced to its equivalent deterministic one, and then the responses of the stochastic system can be obtained by available effective numerical methods. Finally, numerical simulations show that the phase of the additional weak harmonic perturbation has great influence on the stochastic period-doubling bifurcation in the biharmonic driven Duffing system. It is emphasized that, different from the deterministic biharmonic driven Duffing system, the intensity of random parameter in the Duffing system can also be taken as a bifurcation parameter, which can lead to the stochastic period-doubling bifurcations.     

Stochastic persistence and stationary distribution in a Holling-Tanner type prey-predator model

In this paper, we study a stochastic predator-prey model with Beddington-DeAngelis type functional response and logistic growth for predators. The deterministic model is already well-studied and we recall some important results here. We construct the stochastic model from the deterministic model by introducing multiplicative noise terms into the growth equations of prey and predator populations. For the stochastic model, we show that the system admits unique positive global solution starting from the positive initial value. Then we prove that the system is strongly persistent in mean when the intensity of environmental forcing is less than some threshold magnitudes. Finally, we show that the system has a stationary distribution under certain parametric restrictions. Numerical simulations are carried out to substantiate the analytical results.     

The stochastic collocation method for radiation transport in random media

Stochastic spectral expansions are used to represent random input parameters and the random unknown solution to describe radiation transport in random media. The total macroscopic cross section is taken to be a spatially continuous log-normal random process with known covariance function and expressed as a memoryless transformation of a Gaussian random process. The Karhunen-Loève expansion is applied to represent the spatially continuous random cross section in terms of a finite number of discrete Gaussian random variables. The angular flux is then expanded in terms of Hermite polynomials and, using a quadrature-based stochastic collocation method, the expansion coefficients are shown to satisfy uncoupled deterministic transport equations. Sparse grid Gauss quadrature rules are investigated to establish the efficacy of the polynomial chaos-collocation scheme. Numerical results for the mean and standard deviation of the scalar flux as well as probability density functions of the scalar flux and transmission function are obtained for a deterministic incident source, contrasting between absorbing and diffusive media.     

随机Bonhoeffer-Van der Pol系统的随机混沌控制

讨论了具有有界随机参数的随机Bonhoeffer-Van der Pol系统的随机混沌现象，并利用噪声对其进行控制.首先运用Chebyshev多项式逼近的方法，将随机Bonhoeffer-Van der Pol系统转化为等价的确定性系统，使原系统的随机混沌控制问题转换为等价的确定性系统的确定性混沌控制问题，继而可用Lyapunov指数指标来研究等价确定性系统的确定性混沌现象和控制问题.数值结果表明，随机Bonhoeffer-Van der Pol系统的随机混沌现象与相应的确定性Bonhoeffer-Van der Pol系统极为相似.利用噪声控制法可将混沌控制到周期轨道，但是在随机参数及其强度的影响下也呈现出一些特点.     

Phase Doppler Anemometer for Measurements of Deterministic Spray Unsteadiness

A method and analysis was developed to quantify the amplitude of deterministic spray unsteadiness based on Phase Doppler Anemometry (PDA), which sampled time‐dependent droplet velocity and size measurements, in order to determine the fluctuations of droplet data rate and number density, which are quantities relevant to fluctuations of droplet concentration. The data processing method of the PDA measurements was assessed in a pulsed spray at a frequency of 20 Hz injected in a swirl‐stabilised burner. Comparisons between quantities relevant to droplet concentration fluctuations, measured by PDA and a light scattering technique, quantified the deterministic spray unsteadiness and agreed to within 15%. The developed PDA approach was applied in the swirl‐stabilised burner to measure the amplitude of deterministic spray unsteadiness of an otherwise steady spray, which was caused by the instability of the atomisation process. The intensity of deterministic fluctuations of droplet data rate and number density, occurring at a frequency range around 600 Hz due to the atomisation process, was quantified to 15% of the corresponding mean value and this spray unsteadiness generated fluctuations on the air and droplet velocity fields. The deterministic spray unsteadiness could survive up to the end of the recirculation zone of the air flow at the burner exit and, therefore, could influence flame stability.     

Ray theory for a locally layered random medium

We consider acoustic pulse propagation in inhomogeneous media over relatively long propagation distances. Our main objective is to characterize the spreading of the travelling pulse due to microscale variations in the medium parameters. The pulse is generated by a point source and the medium is modelled by a smooth three-dimensional background that is modulated by stratified random fluctuations. We refer to such media as locally layered .

We show that, when the pulse is observed relative to its random arrival time, it stabilizes to a shape determined by the slowly varying background convolved with a Gaussian. The width of the Gaussian and the random travel time are determined by the medium parameters along the ray connecting the source and the point of observation. The ray is determined by high-frequency asymptotics (geometrical optics). If we observe the pulse in a deterministic frame moving with the effective slowness , it does not stabilize and its mean is broader because of the random component of the travel time. The analysis of this phenomenon involves the asymptotic solution of partial differential equations with randomly varying coefficients and is based on a new representation of the field in terms of generalized plane waves that travel in opposite directions relative to the layering.