Effect of spatially correlated noise on stochastic synchronization in globally coupled FitzHugh-Nagumo neuron systems

The phenomenon of stochastic synchronization in globally coupled FitzHugh-Nagumo (FHN) neuron system subjected to spatially correlated Gaussian noise is investigated based on dynamical mean-field approximation (DMA) and direct simulation (DS). Results from DMA are in good quantitative or qualitative agreement with those from DS for weak noise intensity and larger system size. Whether the consisting single FHN neuron is staying at the resting state, subthreshold oscillatory regime, or the spiking state, our investigation shows that the synchronization ratio of the globally coupled system becomes higher as the noise correlation coefficient increases, and thus we conclude that spatial correlation has an active effect on stochastic synchronization, and the neurons can achieve complete synchronization in the sense of statistics when the noise correlation coefficient tends to one. Our investigation also discloses that the noise spatial correlation plays the same beneficial role as the global coupling strength in enhancing stochastic synchronization in the ensemble. The result might be useful in understanding the information coding mechanism in neural systems.     

Construction of the stationary probability density for a family of SDOF strongly non-linear stochastic second-order dynamical systems

In this paper, a new procedure is proposed to construct the stationary probability density for a family of the single-degree-of-freedom (SDOF) strongly non-linear stochastic second-order dynamical systems subjected to parametric and/or external Gaussian white noises. First of all, the Fokker-Planck-Kolmogorov (FPK) equation associated with the original Itô stochastic differential equation is replaced by the equivalent FPK equation by adding arbitrary anti-symmetric diffusion coefficient. Then, a family of invariant measures depending on the arbitrary anti-symmetric diffusion coefficient and another arbitrary function is constructed by vanishing the probability flows in two directions. Finally, the drift vector associated with a family of Itô stochastic differential equations is deduced by giving, a priori, these two arbitrary functions. It is shown that the known invariant measures dependent on energy are only the special cases of invariant measures presented in this paper, while some other classes of invariant measures are independent of energy. Thus, the invariant measures constructed in this paper are those belonging to the most general class of the SDOF strongly non-linear stochastic second-order dynamical systems so far.     

一类非线性系统在随机激励下的分叉

本文研究一类阻尼为线性，弹性恢复力为非线性的振动系统在随机外部激励作用下的随机分叉。文中采用广义稳态势和方法，求解系统响应的稳态联合概率密度函数。在此基础上根据由不变测度定义的随机分叉，讨论了具有权式分叉的确定性非线性系统在随机扰动下分叉行为。     

Limiting Behavior of Invariant Measures of Stochastic Delay Lattice Systems

Journal of Dynamics and Differential Equations - This paper deals with the limiting behavior of invariant measures of the stochastic delay lattice systems. Under certain conditions, we first show...     

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.     

Inertial Manifolds and Forms for Stochastically Perturbed Retarded Semilinear Parabolic Equations

We construct inertial manifolds for a class of random dynamical systems generated by retarded semilinear parabolic equations subjected to additive white noise. These inertial manifolds are finite-dimensional invariant surfaces, which attract exponentially all trajectories. We study the corresponding inertial forms, i.e., the restriction of the stochastic equation to the inertial manifold. These inertial forms are finite-dimensional Ito equations and they completely describe the long-time dynamics of the system under consideration. The existence of inertial manifolds and the properties of inertial forms allow us to show that under mild additional conditions the system has a global (random) attractor in the sense of the theory of random dynamical systems.     

Qualitative Properties of Local Random Invariant Manifolds for SPDEs with Quadratic Nonlinearity

The qualitative properties of local random invariant manifolds for stochastic partial differential equations with quadratic nonlinearities and multiplicative noise is studied by a cut off technique. By a detail estimates on the Perron fixed point equation describing the local random invariant manifold, the structure near a bifurcation is given.     

Extremal exponents of random dynamical systems do not vanish

A family of random diffeomorphisms on a manifoldM is said to be a random dynamical system or RDS if it has the so-called cocycle property. The multiplicative ergodic theorem assignsd (=dimM) Lyapunov exponents to every invariant measure of the system. Take the maximum of the leading exponents associated with the various invariant measures. The resulting number is said to be the maximal exponent of the system. The minimal exponent is defined in a similar fashion. It is shown that the minimal exponent of an RDS on a compact manifold is negative, provided not all invariant measures are determined by the future of. A similar statement relates the maximal exponent with the past of. We proceed by introducing Markov systems and Markov measures. This notion covers flows of stochastic differential equations as well as products of random diffeomorphisms in Markovian dependence, in particular, products of iid diffeomorphisms. Markov measures are characterized by the fact that they are functionals of the past. Consequently, if there exists a non-Markovian invariant measure, then the maximal exponent does not vanish. Typically, Markov systems do have non-Markovian invariant measures. Finally, for linear systems we recover results of Ledrappier. In particular, these results provide another proof of Furstenberg's theorem on the positivity of the leading exponent of a product of iid unimodular matrices.     

Response of quasi-integrable Hamiltonian systems with delayed feedback bang–bang control

The response of quasi-integrable Hamiltonian systems with delayed feedback bang–bang control subject to Gaussian white noise excitation is studied by using the stochastic averaging method. First, a quasi-Hamiltonian system with delayed feedback bang–bang control subjected to Gaussian white noise excitation is formulated and transformed into the Itô stochastic differential equations for quasi-integrable Hamiltonian system with feedback bang–bang control without time delay. Then the averaged Itô stochastic differential equations for the later system are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems and the stationary solution of the averaged Fokker–Plank–Kolmogorov (FPK) equation associated with the averaged Itô equations is obtained for both nonresonant and resonant cases. Finally, two examples are worked out in detail to illustrate the application and effectiveness of the proposed method and the effect of time delayed feedback bang–bang control on the response of the systems.     

Stability and Capsizing of Ships in Random Sea – a Survey

This report is a survey of methods of stochastic and nonlinear dynamics in ship stability. After a brief introduction we describe the sea as a stationary random field. We then derive the general equations of motion of a ship from ‘first principles’, specializing to the case of the equations of motion for roll, heave and sway using strip theory from which eventually the ‘archetypal’ nonlinear random differential equation for the roll motion follows. This determines in particular how and where the stochasticity of the sea enters the equation. We then analyze simple nonlinear models of ship motion by means of the theory of random dynamical systems which amounts to studying invariant measures, Lyapunov exponents, random attractors and their (random) domain of attraction and to using stochastic bifurcation theory to describe qualitative changes.     

Stochastic stability for nonlinear systems driven by Lévy noise

This paper is to investigate the stochastic stability for nonlinear systems with Lévy process based on Lyapunov exponents. A method of equivalent linearization is proposed to reduce and simplify the original systems. And the mean square responses are carried out to verify the effectiveness of the proposed approach. Then the Lyapunov exponents will be defined and derived to explore the stochastic stability, and two examples are presented to demonstrate the procedure of equivalent linearization and stochastic stability is considered for these two special examples. The results show that the technique of equivalent linearization can be used to study nonlinear systems excited by Lévy noise.     

Stochastic averaging of quasi integrable and resonant Hamiltonian systems excited by fractional Gaussian noise with Hurst index 1/2<H<1

A stochastic averaging method of quasi integrable and resonant Hamiltonian systems under excitation of fractional Gaussian noise(fGn) with the Hurst index 1/2 H 1 is proposed. First, the definition and the basic property of f Gn and related fractional Brownian motion(fBm) are briefly introduced. Then, the averaged fractional stochastic differential equations(SDEs) for the first integrals and combinations of angle variables of the associated Hamiltonian systems are derived. The stationary probability density and statistics of the original systems are then obtained approximately by simulating the averaged SDEs numerically. An example is worked out to illustrate the proposed stochastic averaging method. It is shown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of original system agree well.     

随机激励的耗散的Hamilton系统理论的研究进展

近几年中,利用Ｈａｍｉｌｔｏｎ系统的可积性与共振性概念及Ｐｏｉｓｓｏｎ括号性质等,提出了高斯白噪声激励下多自由度非线性随机系统的精确平稳解的泛函构造与求解方法,并在此基础上提出了等效非线性系统法,提出了拟Ｈａｍｉｌｔｏｎ系统的随机平均法,并在该法基础上研究了拟Ｈａｍｉｌｔｏｎ系统随机稳定性、随机分岔、可靠性及最优非线性随机控制,从而基本上形成了一个非线性随机动力学与控制的Ｈａｍｉｌｔｏｎ理论框架．本文简要介绍了这方面的进展．     

Dynamics of firing patterns, synchronization and resonances in neuronal electrical activities： experiments and analysis

Recent advances in the experimental and theoretical study of dynamics of neuronal electrical firing activities are reviewed. Firstly, some experimental phenomena of neuronal irregular firing patterns, especially chaotic and stochastic firing patterns, are presented, and practical nonlinear time analysis methods are introduced to distinguish deterministic and stochastic mechanism in time series. Secondly, the dynamics of electrical firing activities in a single neuron is concerned, namely, fast-slow dynamics analysis for classification and mechanism of various bursting patterns, one- or two-parameter bifurcation analysis for transitions of firing patterns, and stochastic dynamics of firing activities （stochastic and coherence resonances, integer multiple and other firing patterns induced by noise, etc.）. Thirdly, different types of synchronization of coupled neurons with electrical and chemical synapses are discussed. As noise and time delay are inevitable in nervous systems, it is found that noise and time delay may induce or enhance synchronization and change firing patterns of coupled neurons. Noise-induced resonance and spatiotemporal patterns in coupled neuronal networks are also demonstrated. Finally, some prospects are presented for future research. In consequence, the idea and methods of nonlinear dynamics are of great significance in exploration of dynamic processes and physiological functions of nervous systems.     

Topological Fixed Point Theorems Do Not Hold for Random Dynamical Systems

The aim of this paper is to demonstrate that topological fixed point theorems have no canonical generalization to the case of random dynamical systems. This is done by using tools from algebraic ergodic theory. We give a criterion for the existence of invariant probability measures for group valued cocycles. With that, examples of continuous random dynamical systems on a compact interval without random invariant points, which are an appropriate generalization of fixed points, are constructed.     

脑科学中若干非线性动力学问题

对近年发展起来的脑科学中的非线性问题作一介绍.这些问题得到脑科学界的广泛注意.它们是同步, 混沌与混沌周游, 噪声与随机共振.在很多不同背景下的神经生理实验表明脑皮层的振荡活动都存在同步与去同步现象.混沌在人与动物的脑中扮演着重要的角色, 混沌周游与Freeman模型被认为与联想记忆或记忆的动态连接有关.适当噪声强度导致信噪比的极大提高------随机共振是脑神经系统能检测到极其微弱信号的工作机制.噪声也导致同步态并使之稳定.此外,噪声的一些其他作用也在本文中提及.      

Stochastic Hopf bifurcation of quasi-integrable Hamiltonian systems with multi-time-delayed feedback control and wide-band noise excitations

The stochastic Hopf bifurcation of multi-degree-of-freedom (MDOF) quasi-integrable Hamiltonian systems with multi-time-delayed feedback control subject to wide-band noise excitations is studied. First, the time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into an ordinary quasi-integrable Hamiltonian system. The averaged It? stochastic differential equations are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then the expression for average bifurcation parameter of the averaged system is obtained approximately and a criterion for determining the stochastic Hopf bifurcation induced by time-delayed feedback control forces in the original system using average bifurcation parameter is proposed. An example is worked out in detail to illustrate the criterion and its validity and to show the effect of time delay in feedback control on stochastic Hopf bifurcation of the system.     

Complex response analysis of a non-smooth oscillator under harmonic and random excitations

It is well-known that practical vibro-impact systems are often influenced by random perturbations and external excitation forces, making it challenging to carry out the research of this category of complex systems with non-smooth characteristics. To address this problem, by adequately utilizing the stochastic response analysis approach and performing the stochastic response for the considered non-smooth system with the external excitation force and white noise excitation, a modified conducting process has proposed. Taking the multiple nonlinear parameters, the non-smooth parameters, and the external excitation frequency into consideration, the steady-state stochastic P-bifurcation phenomena of an elastic impact oscillator are discussed. It can be found that the system parameters can make the system stability topology change. The effectiveness of the proposed method is verified and demonstrated by the Monte Carlo(MC) simulation.Consequently, the conclusions show that the process can be applied to stochastic non-autonomous and non-smooth systems.     

Exact solutions for stationary responses of several classes of nonlinear systems to parametric and/or external white noise excitations

The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external white noise excitations are constructed by using Fokker-Planck-Kolmogorov equation approach. The conditions for the existence and uniqueness and the behavior of the solutions are discussed. All the systems under consideration are characterized by the dependence of nonconservative forces on the first integrals of the corresponding conservative systems and are called generalized-energy-dependent (G.E.D.) systems. It is shown taht for each of the four classes of G.E.D. nonlinear stochastic systems there is a family of non-G.E.D. systems which are equivalent to the G.E.D. system in the sense of having identical stationary solution. The way to find the equivalent stochastic systems for a given G.E.D. system is indicated and as an example, the equivalent stochastic systems for the second order G.E.D. nonlinear stochastic system are given. It is pointed out and illustrated with example that the exact stationary solutions for many non-G.E.D. nonlinear stochastic systems may be found by searching the equivalent G.E.D. systems.Project Supported by The National Natural Science Foundation of China. Accepted by XVIIth International Congress of Theoretical and Applied Mechanics.     

STOCHASTIC OPTIMAL CONTROL FOR THE RESPONSE OF QUASI NON-INTEGRABLE HAMILTONIAN SYSTEMS~

A strategy is proposed based on the stochastic averaging method for quasi nonintegrable Hamiltonian systems and the stochastic dynamical programming principle. The proposed strategy can be used to design nonlinear stochastic optimal control to minimize the response of quasi non-integrable Hamiltonian systems subject to Gaussian white noise excitation. By using the stochastic averaging method for quasi non-integrable Hamiltonian systems the equations of motion of a controlled quasi non-integrable Hamiltonian system is reduced to a one-dimensional averaged Ito stochastic differential equation. By using the stochastic dynamical programming principle the dynamical programming equation for minimizing the response of the system is formulated.The optimal control law is derived from the dynamical programming equation and the bounded control constraints. The response of optimally controlled systems is predicted through solving the FPK equation associated with It5 stochastic differential equation. An example is worked out in detail to illustrate the application of the control strategy proposed.