Effects of multiplicative colored noise in the growth of dye-laser radiation: The projection operator method

It has been well established by Roy, Fox, Yu and Zhu that in the growth of dye-laser radiation the multiplicative colored noise leads to an increase of the variance and skewness of first-passage time distribution (FPTD) as the laser intensity approaches steady state. In this paper, we develop an analytic method for the approximate treatment of the colored noise effects in the FPTD problem based on the Hanggi ansatz. The mean, variance, and skewness of the FPTD with multiplicative colored noise are obtained by means of the projection operator technique used by the authors to develop a theory of nonlinear external noises. The theoretical results are compared with those obtained from numerical simulations.     

色交叉关联噪声作用下集合种群的稳定性和平均灭绝时间

在Levins模型的基础上研究了色交叉关联噪声对集合种群稳定性的影响, 应用Fokker-Plank方程得到了系统的稳态概率密度函数, 运用最快下降法得到了平均灭绝时间的解析式. 结果表明: 两噪声色关联时, 加性噪声强度和乘性噪声强度均弱化集合种群的稳定性; 噪声关联强度强化集合种群的稳定性. 两噪声之间负关联时, 平均灭绝时间是加性噪声强度和乘性噪声强度的减函数, 是噪声关联时间的增函数; 两噪声之间正关联时, 平均灭绝时间是加性噪声强度和噪声关联时间乘性噪声强度的减函数, 是乘性噪声强度的非单调函数. 关键词： 集合种群 色交叉关联噪声 稳定性 平均灭绝时间     

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.     

噪声对集合种群稳定性的影响

本文在Levins模型的基础上研究了噪声对集合种群的稳定性的影响. 应用Fokker-Planck方程得到了系统的稳态概率分布函数和平均灭绝时间. 经过数值分析,结果如下: 无关联(λ=0 λ为加性噪声和乘性噪声之间的关联强度)时, 加性噪声强度α和乘性噪声强度D均弱化集合种群的稳定性; 噪声之间关联(λ≠0)时, 随着λ的增大,系统的稳定性被增强. 当-(c-e-D)²/(4c√Dα)<λ<1时, λ诱导"共振抑制"现象. D存在一个临界值, 小于临界值时, D可以增强系统的稳定性.     

Delay-induced state transition and resonance in periodically driven tumor model with immune surveillance

The phenomenon of stochastic resonance (SR) in a tumor growth model under the presence of immune surveillance is investigated. Time delay and cross-correlation between multiplicative and additive noises are considered in the system. The signal-to-noise ratio (SNR) is calculated when periodic signal is introduced multiplicatively. Our results show that: (i) the time delay can accelerate the transition from the state of stable tumor to that of extinction, however the correlation between two noises can accelerate the transition from the state of extinction to that of stable tumor; (ii) the time delay and correlation between two noises can lead to a transition between SR and double SR in the curve of SNR as a function of additive noise intensity, however for the curve of SNR as a function of multiplicative noise intensity, the time delay can cause the SR phenomenon to disappear, and the cross-correlation between two noises can lead to a transition from SR to stochastic reverse-resonance. Finally, we compare the SR phenomenon for the multiplicative periodic signal with that for additive periodic signal in the tumor growth model with immune surveillance.     

Impact of colored cross-correlated noises on stochastic resonance and mean extinction rate for a metapopulation system with a multiplicative periodic signal

In this paper, we aim to explore the mean extinction rate and the phenomena of the stochastic resonance (SR) for a metapopulation system induced by a multiplicative periodic signal, colored cross-correlated multiplicative and additive Gaussian noises. By use of the fast descent method and the adiabatic approximation theory for the signal-to-noise ratio, we obtain the expression of the signal-to-noise ratio (SNR). Numerical results indicate that the various SR phenomena occur in the metapopulation system due to the variation of the noise terms and the correlation time. Specifically, the noise correlation always plays a critical role in motivating the SR phenomenon, while the multiplicative noise exerts the inhibition effect on the SR. Interestingly, the weak additive noise can stimulate the resonant peak of the SNR, while the further increase of the noise intensity will lead to the reduction of the SR effect. On the other hand, the noise correlation time τ plays antipodal roles in motivating the SR phenomenon under different circumstances. With regard to the mean extinction rate of the population from the boom state to the extinction one, by performing the numerical calculations, it is found that the additive noise always accelerate the extinction of the population, while the correlation noise will slow down the decline for the population. The role that the noise correlation time plays in the population extinction depends on the values that λ takes.     

Dynamics of the Langevin model subjected to colored noise: Functional-integral method

We have discussed the dynamics of Langevin model subjected to colored noise, by using the functional-integral method (FIM) combined with equations of motion for mean and variance of the state variable. Two sets of colored noise have been investigated: (a) one additive and one multiplicative colored noise, and (b) one additive and two multiplicative colored noise. The case (b) is examined with relevance to a recent controversy on the stationary subthreshold voltage distribution of an integrate-and-fire model including stochastic excitatory and inhibitory synapses and a noisy input. We have studied the stationary probability distribution and dynamical responses to time-dependent (pulse and sinusoidal) inputs of the linear Langevin model. Model calculations have shown that results of the FIM are in good agreement with those of direct simulations (DSs). A comparison is made among various approximate analytic solutions such as the universal colored noise approximation (UCNA). It has been pointed out that dynamical responses to pulse and sinusoidal inputs calculated by the UCNA are rather different from those of DS and the FIM, although they yield the same stationary distribution.     

Combined action of time-delay and colored cross-associated multiplicative and additive noises on stability and stochastic resonance for a stochastic metapopulation system

In this paper, the transition between the stable state of a big density and theextinction state and stochastic resonance (SR) for a time-delayed metapopulation systemdisturbed by colored cross-correlated noises are investigated. By applying the fastdescent method, the small time-delay approximation and McNamara and Wiesenfeld’s SRtheory, we investigate the impacts of time-delay, the multiplicative, additive noises andcolored cross-correlated noise on the SNR and the shift between the two states of thesystem. Numerical results show that the multiplicative, additive noises and time-delay canall speed up the transition from the stable state to the extinction state, while thecorrelation noise and its correlation time can slow down the extinction process of thepopulation system. With respect to SNR, the multiplicative noise always weakens the SReffect, while noise correlation time plays a dual role in motivating the SR phenomenon.Meanwhile, time-delay mainly plays a negative role in stimulating the SR phenomenon.Conversely, it could motivate the SR effect to increase the strength of thecross-correlation noise in the SNR-β plot, while the increase of additive noiseintensity will firstly excite SR, and then suppress the SR effect.     

Dynamics of Gompertzian tumour growth under environmental fluctuations

We investigate the effect of correlated additive and multiplicative Gaussian white noise on the Gompertzian growth of tumours. Our results are obtained by solving numerically the time-dependent Fokker-Planck equation (FPE) associated with the stochastic dynamics. In our numerical approach we have adopted B-spline functions as a truncated basis to expand the approximated eigenfunctions. The eigenfunctions and eigenvalues obtained using this method are used to derive approximate solutions of the dynamics under study. We perform simulations to analyze various aspects, of the probability distribution, of the tumour cell populations in the transient- and steady-state regimes. More precisely, we are concerned mainly with the behaviour of the relaxation time (τ) to the steady-state distribution as a function of (i) of the correlation strength (λ) between the additive noise and the multiplicative noise and (ii) as a function of the multiplicative noise intensity (D) and additive noise intensity (α). It is observed that both the correlation strength and the intensities of additive and multiplicative noise, affect the relaxation time.     

Impact of Colored Noise on Population Model with Allee Effect

We study a population model with strong and weak Allee effect driven by internal noise and external noise.Firstly, a single-species population model with Allee effect under environmental colored noise is established, then stable and unstable states are analyzed and interpreted in biology. After that, stationary probability distribution(SPD) of population is derived based on Fokker-Planck equation. Next, mean first-passage time(MFPT) is defined in order to quantify the transition between extinction state and survival state with Allee effect. It is found that population will not extinct when weak Allee effect exists. It is not beneficial to survival of the population with the increase of Allee threshold no matter whether strong Allee effect or weak Allee effect. When strong Allee effect occurs, the correlation time of multiplicative noise plays a positive role in survival of population, while the correlation time of additive noise has a negative effect. Crucially, the phenomenon of resonant activation is firstly discovered in population dynamics with Allee effect. The conclusions we obtain can be applied to the further research of population dynamics in ecology.     

Noise-controlled slow–fast oscillations in predator–prey models with the Beddington functional response

The influence of environmental fluctuations (modeled as a multiplicative dichotomous noise) on predator–prey interaction is studied using a metapopulation model with N prey-subpopulations. Investigating the role that predator interference plays in the dynamics of such trophic systems, the Beddington functional response is considered. In case the growth rates of prey and predator are widely different, we obtain analytic results by a dynamical mean-field approximation. In some regions of the system parameters, variations of noise amplitude or correlation time can cause transitions of the mean field from a globally stable equilibrium to the stable limit cycle as well as in the opposite direction. The conditions for the occurrence of such a phenomenon are found and illustrated by phase diagrams. Implications of the results on the colored-noise-induced extinction of a predator population are also discussed.     

激光相干场成像散斑噪声复合去噪方法

噪声是影响激光相干场高分辨成像系统像质的重要因素,激光相干场成像系统既受背景光加性噪声影响,又受激光乘性散斑噪声影响.为解决激光相干场成像系统受激光乘性散斑噪声和背景光加性噪声叠加引起的成像像质退化效应问题,从噪声抑制角度提高激光相干场系统高分辨成像像质,研究建立了激光散斑乘性噪声和背景光加性噪声对大气下行链路激光回波场信号影响干扰模型,并基于该模型提出了一种基于同态滤波和稀疏基追踪级联复合去噪算法.首先基于同态滤波理论将激光乘性散斑噪声转化为加性噪声,再由高通滤波器滤除散斑噪声,最后采用基追踪稀疏理论方法抑制背景光等加性噪声对像质的影响.研究表明,较现有单一去噪方法,该级联复合去噪方法可一次性消除激光乘性散斑噪声和背景加性噪声两种不同性质的噪声,有效改善了激光相干场成像质量.     

Pure Multiplicative Noises Induced Population Extinction in an Anti-tumor Model under Immune Surveillance

The dynamical characters of a theoretical anti-tumor model under immune surveillance subjected to a pure multiplicative noise are investigated. The effects of pure multiplicative noise on the stationary probability distribution （SPD） and the mean first passage time （MFPT） are analysed based on the approximate Fokker-Planck equation of the system in detail. For the anti-tumor model, with the multiplieative noise intensity D increasing, the tumor population move towards to extinction and the extinction rate can be enhanced. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.     

Transient Properties of a Bistable System with Delay Time Driven by Non-Gaussian and Gaussian Noises: Mean First-Passage Time

The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter (measures deviation from Gaussian character) r, the delay time τ, the noise correlation time τ₀, the intensities D and α of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ₀, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.     

Mean First-Passage Time of an Asymmetric Kinetic Model Driven by Two Different Kinds of Colored Noises

The mean first-passage time （MFPT） of an asymmetric bistable system between multiplicative non-Gaussian noise and additive Gaussian white noise with nonzero cross-correlation time is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker Planck equation is obtained by applying the unified colored noise approximation and the.Novikov Theorem. The steady-state probability distribution （SPD） is also obtained. The basal functional analysis and simplification are employed to obtain the approximate expressions of MFPT T^±. The effects of the asymmetry parameter β, the non-Gaussian parameter （measures deviation from Gaussian character） r, the noise correlation times τ and τ2, the coupling coefficient A, the intensities D and a of noise on the MFPT are discussed. It is found that the asymmetry parameter β, the non-Gaussian parameter r and the coupling coefficient A can induce phase transition. Moreover, the main findings are that the effect of self-existent parameters （D, α, and τ） of noise and cross-correlation parameters （A, 7-2） between noises on MFPT T^± is different.     

色噪声对光学双稳态的影响

采用统一色噪声近似构建了由乘法色噪声驱动的纯吸收型光学双稳态状态方程,并分析了色噪声对光学双稳态的影响,将结果与白噪声驱动的光学双稳态进行比较.结果表明:当乘法噪声与加法噪声处在正关联时,增加乘法色噪声的自关联时间r,光学双稳性的区域显著变宽,即磁滞回线面积变大;当乘法噪声与加法噪声处在负关联时,只有乘法噪声较小时,改变乘法色噪声的自关联时间r,光学双稳态才发生改变;当乘法噪声的自相关时间等于零时,本文模型退化为乘法白噪声驱动的光学双稳性状态方程.     

Impact of time delay and a multiplicative periodic signal on stochastic resonance and steady states shift for a stochastic insect outbreak system subjected to Gaussian noises

In this paper, we aim to investigate comprehensively the steady-states characteristics, the stochastic resonance phenomenon and the mean decline time for an insect outbreak system caused by the terms of the multiplicative, additive noises and time delay,. Our results exhibit that the multiplicative noise and the time delay can both reduce the stability of the biological system and speed up the extinction process of the insect population, while the additive noise can decrease the possibility of the decline of the biological population by a wide margin and make contribution to the survival and reproduction of the insect system to some extent. On the other hand, as regards to the stochastic resonance phenomenon (SR) induced by noise terms, time delay term and a weak multiplicative periodic signal, the numerical results show that the multiplicative noise intensity Q always suppresses the SR effect in any case, while the additive noise intensity M can inhibit the SR effect in the case of a big value of Q, but excite the maximum of the SNR for the case of a small value of Q. Moreover, time delay τ exerts mainly the inhibitory effect on the SR phenomenon except that in the SNR-Q plot.     

Influence of strong noise on the decline and propagation of population in the delayed Malthus-Verhulst model

The effects of strong noise on the decline and propagation processes of a population in the Malthus-Verhulst model with time delay are investigated by a stochastic simulation. Time delays in two different processes are concurrent in ecosystems. The simulation results indicate that: The stability of the population is enhanced by the decreasing multiplicative noise intensity and the increasing delay time. The replacement of old individuals with young ones is accelerated by an increasing multiplicative noise intensity, an increasing additive noise intensity and a decreasing delay time. An increasing multiplicative noise intensity will drive the population of species to fluctuate more largely.     

Noise induced oscillations in time delayed semiconductor laser system

The paper reports a detailed analysis of the chaotic dynamics of a theoretical model of a time delayed semi conductor laser. The periodic, quasi-periodic and chaotic nature is investigated with phase-plots, bifurcation analysis and lyapunov exponents. The effect of the system when induced by colored and bounded sine-Wiener noise has been examined extensively. The nature of the noise-induced propagating waves is investigated with the help of wavelet power spectra. It has been observed that the additive noise can suppress the chaotic dynamics of the system. Also the system is more chaotic in the presence of multiplicative noise. Moreover, the additive and multiplicative noise can modulate the output power upto a certain level, with constant input parameters.