Langevin Equation Involving Three Fractional Orders

In this paper, the existence and uniqueness of initial value problems for nonlinear Langevin equation involving three fractional orders are discussed. We use a new norm that is convenient for the fractional and singular differential equations. This norm and the contraction mapping principles are the main tools for investigating the existence and uniqueness of the desired issue. The fractional derivatives are described in Caputo sense.

     

Stochastic Multiresonance for a Fractional Linear Oscillator with Quadratic Trichotomous Noise

The stochastic multiresonance behavior for a fractional linear oscillator with random system frequency is investigated. The fluctuation of the system frequency is a quadratic trichotomous noise, the memory kernel of the fractional oscillator is modeled as a Mittag–Leffler function. Based on linear system theory, applying Laplace transform and the definition of fractional derivative, the expression of the system output amplitude(SPA) is obtained. Stochastic multiresonance phenomenon is found on the curves of SPA versus the memory time and the memory exponent of the fractional oscillator, as well as versus the trichotomous noise amplitude. The SPA depends non-monotonically on the stationary probability of the trichotomous noise, on the viscous damping coefficient and system characteristic frequency of the oscillator, as well as on the driving frequency of external force.     

Fractional Stochastic Differential Equation Approach for Spreading of Diseases

The nonlinear fractional stochastic differential equation approach with Hurst parameter H within interval H∈(0,1) to study the time evolution of the number of those infected by the coronavirus in countries where the number of cases is large as Brazil is studied. The rises and falls of novel cases daily or the fluctuations in the official data are treated as a random term in the stochastic differential equation for the fractional Brownian motion. The projection of novel cases in the future is treated as quadratic mean deviation in the official data of novel cases daily since the beginning of the pandemic up to the present. Moreover, the rescaled range analysis (RS) is employed to determine the Hurst index for the time series of novel cases and some statistical tests are performed with the aim to determine the shape of the probability density of novel cases in the future.     

Effect of Correlated Dichotomous Noises on Stochastic Resonance in a Linear System

A linear system driven by correlated asymmetric dichotomous noises and periodic signal was investigated in the overdamped case. The exact expressions of output signal amplitude and signal-to-noise ratio (SNR) of the system were derived. By means of numerical calculations, we found that: (i) At some fixed multiplicative noise intensities, the output signal amplitude with frequency exhibits the structure of a weak peak, even no peak as the dichotomous noise is asymmetric; (ii) In the case of asymmetric dichotomous noise, the signal frequency can cause non-monotonous behavior of the output signal amplitude with respect to multiplicative noise intensity; (iii) The curve of SNR with frequency has a weak peak and a trough in the case of symmetric dichotomous noise, but no peak with asymmetric; (iv) Whether the multiplicative noise is symmetric or asymmetric, the noise can enhance response of the system; (v) The SNR increases with the correlation strength between the two noises decreasing. In addition, the plane of multiplicative noise intensity versus noise symmetric parameter was plotted.     

Multiplicative Stochastic Resonance for a Linear System Driven by O-U Noise

In the paper, we study a linear system driven by O-U noise and give a method which is different from the one stated in Europhys. Lett. 40 （1997） 117. We find the same phenomenon of multiplicative stochastic resonance for the response of the system to the signal as the one found in Europhys. Left. 40 （1997） 117. The merit of our method is that it prevents the complex formulas when making sum from n = 0 to n →∞ as in Europhys. Lett. 40 （1997） 117, which leads to the approximate results of the figures.     

Generalized Stochastic Resonance for a Fractional Noisy Oscillator with Random Mass and Random Damping

Journal of Statistical Physics - In this paper, we consider the random dichotomous fluctuations on both mass and damping in a fractional oscillator, which is subjected to an additive fractional...     

A numerical solution of a nonlinear Langevin Equation

A one-dimensional Langevin Equation in which the friction term and the stochastic force term depend nonlinearly on the velocity is presented. Assuming that the Maxwell distribution is the stationary solution of the Fokker Planck Equation (which is equivalent to the nonlinear Langevin Equation) we derive a generalization of the Fluctuation Dissipation theorem. A numerical algorithm is developed which allows us to integrate the nonlinear Langevin Equation. From this numerical solution correlation functions are obtained.     

Injected Power Fluctuations in Langevin Equation

In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the probability density function of the power (averaged over a time interval of length ) injected (and dissipated) by the random force into a Brownian particle driven by a Langevin equation. The resulting distribution, as well as the associated large deviation function, display strong asymmetry, whose origin is explained. Connections with the so-called Fluctuation Theorem are thereafter discussed. Finally, considering Langevin equations with a pinning potential, we show that the large deviation function associated with the injected power is completely insensitive to the presence of a potential.     

Stochastic Resonance in an Over-Damped Bias Linear System with Dichotomous Noise

The stochastic resonance in an over-damped bias linear system subject to multiplicative and additive dichotomous noise （DN） is investigated. By using the linear-response theory and the properties of the DN, the exact expressions are found for the signal-to-noise ratio （SNR）. It is shown that the SNR is a non-monotonic function of the correlation time of the additive DN, and it varies non-monotonically with the bias of the external field, the intensity and asymmetry of the multiplicative DN, as well as the external field frequency. Moreover, the SNR depends on the bias of the system, as well as the strength and asymmetry of the additive DN.     

Fractional Langevin equation and Riemann-Liouville fractional derivative

In this present work we consider a fractional Langevin equation with Riemann-Liouville fractional time derivative which modifies the classical Newtonian force, nonlocal dissipative force, and long-time correlation. We investigate the first two moments, variances and position and velocity correlation functions of this system. We also compare them with the results obtained from the same fractional Langevin equation which uses the Caputo fractional derivative.     

Non-Markovian Diffusion Over a Saddle with a Generalized Langevin Equation

The diffusion over a simple parabolic barrier is exactly solved with a non-Markovian Generalized Langevin Equation. For a short relaxation time, the problem is shown to be similar to a Markovian one, with a smaller effective friction. But for longer relaxation time, the average trajectory starts to oscillate and the system can have a very fast first passage over the barrier. For very long relaxation times, the solution tends to a zero-friction limit. PACS: 02.50.EY, 05.40.−a, 25.70.Jj     

Long-Time Dynamic Response and Stochastic Resonance of Subdiffusive Overdamped Bistable Fractional Fokker--Planck Systems

To explore the influence of anomalous diffusion on stochastic resonance （SR） more deeply and effectively, the method of moments is extended to subdiffusive overdamped bistable fractional Fokker-Planck systems for calculating the long-time linear dynamic response. It is found that the method of moments attains high accuracy with the truncation order N = 10, and in normal diffusion such obtained spectral amplification factor （SAF） of the first-order harmonic is also confirmed by stochastic simulation. Observing the SAF of the odd-order harmonics we find some interesting results, i.e. for smaller driving frequency the decrease of subdiffusion exponent inhibits the stochastic resonance （S.R）, while for larger driving frequency＂ the decrease of subdiffusion exponent enhances the second SR peak, but the first one vanishes and a double SR is induced in the third-order harmonic at the same time. These observations suggest that the anomalous diffusion has important influence on the bistable dynamics.     

Nonlinear Langevin Equation for a System of Coulomb Particles

The nonlinear Langevin equation for a system of Coulomb particles with random processes, which are functionals of the velocity distribution function of such particles, has been derived and analyzed. It is shown by direct numerical solutions that this equation correctly describes the collisional relaxation of such a system even in the case of anomalous deviation of the initial velocity distribution of particles from the equilibrium distribution. The equation can be conveniently used in the Monte Carlo methods and in “particle-in-cell” methods.     

Frequency （Stochastic） Resonance and Stochastic Resonance for a Superconducting Junctions＇ Device

In this paper, we investigate a Josephson-junction device with dichotomous resistance or a special SQUID （superconducting quantum interference device）. It is shown that frequency （stochastic） resonance and stochastic reso- nance can appear for some suitably selected parameters＇ values of the device respectively. Our results can provide some insights for the investigation of the SQUID response to the signal （including the input alternating current, the added al- ternating voltage, the vertically added alternating magnetic field, and the detected （electric-magnetic） temporal-periodic signal）.     

量子噪音与量子Langevin方程

介绍了量子噪音和量子Langevin方程 ,并与经典噪音和经典Langevin方程进行了比较 .量子噪音来源于两种途径 ,第一种与经典噪音相似 ,第二种则起源于Heisengberg测不准原理 .同时 ,也简略给出了量子Langevin方程的推导.The properties of quantum noise and Langevin equation are discussed. Comparisons between the quantum noise and Langevin eqution and the classic one are presented. A brief derivation for quantum Langevin equation is showed. The quantum noise comes from two ways, namely, the way as same as that of classic noise and the Heisenberg uncertainty.     

Analytical Approach to Exact Solutions for the Wick-Type Stochastic Space-Time Fractional KdV Equation

This study is devoted to giving an analytical approach to exact solutions for the Wick-type stochastic spacetime fractional KdV equation. By means of Hermite transform, white noise theory, and the fractional Riccati equation method, we derive white noise functional solutions for the Wick-type stochastic space-time fractional KdV equations. Exact traveling wave solutions for the variable coefficients space-time fractional KdV equations are given by using the fractional Riccati equation method. The obtained results include soliton-like, periodic, and rational solutions.     

Stochastic Resonance in Linear Region of a Single-Mode Laser： Effects of Amplitude Modulation of Signal

A single-mode laser noise model driven by quadratic colored pump noise and amplitude modulation signal is proposed. The real and imaginary parts of the pump noise are assumed to be cross-correlation. The effect of cross-correlation of noise and amplitude modulation of signal on laser statistical properties is studied by using the linearized approximation. The analytic expression of signal-to-noise ratio (SNR) is calculated. It is found that the phenomena of stochastic resonance (SR) respectively exist in the curves of the SNR versus the noise cross-correlation coefficient λ and the SNR versus the pump parameter a, as well as the SNR versus the signal frequency ω in our model. It is shown that there are three different typies of SR in the model: the conventional form of SR, the SR in the broad sense, and the bona fide SR.     

Fractional generalized Langevin equation approach to single-file diffusion

Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short and long time behavior for the mean square displacement of single-file diffusion when appropriate choice of parameters associated with fractional generalized Langevin equation are used. By considering some special cases of the fractional generalized Langevin equation, a new class of closed analytic expressions for the mean square displacement of single-file diffusion can be obtained. The effective Fokker-Planck equation associated with single-file diffusion is briefly considered.