Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise

A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker--Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon's information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.     

色噪声驱动的双奇异随机系统随时间演化的熵变化率上界

通过变换的方法讨论了一类高斯色噪声驱动的双奇异随机系统所对应的Fokker-Planck方程, 并结合Shannon信息熵的定义及Schwartz不等式原理给出了经变换后该系统随时间演化的熵变化率上界的精确表达式. 分析了奇异性强度参数、噪声相关时间与耗散参数对熵变化率上界的显著影响.     

Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

It is shown how the cross-correlation time and strength of coloured cross-correlated white noises can set an upper bound for the time derivative of entropy in a nonequilibrium system. The value of upper bound can be calculated directly based on the Schwartz inequality principle and the Fokker--Planck equation of the dynamical system driven by coloured cross-correlated white noises. The present calculations can be used to interpret the interplay of the dissipative constant and cross-correlation time and strength of coloured cross-correlated white noises on the upper bound.     

准单色噪声驱动的耗散动力系统的信息熵演化

准单色噪声是一类所谓真正有色的噪声.本文对准单色噪声驱动的耗散动力系统的信息熵演化进行研究,文中首先运用线性变换的方法给出了所研究系统的Fokker-Planck方程,然后结合Shannon信息熵定义推导了该系统随时间演化信息熵的精确表达式, 最后分析了系统耗散参数和准单色噪声对系统信息熵的显著影响.     

准单色噪声驱动的耗散动力系统的信息熵演化

准单色噪声是一类所谓真正有色的噪声.本文对准单色噪声驱动的耗散动力系统的信息熵演化进行研究,文中首先运用线性变换的方法给出了所研究系统的Fokker-Planck方程,然后结合Shannon信息熵定义推导了该系统随时间演化信息熵的精确表达式,最后分析了系统耗散参数和准单色噪声对系统信息熵的显著影响.     

Influences of noise correlation and time delay on stochastic resonance induced by multiplicative signal in a cancer growth system

This paper investigates the stochastic resonance (SR) phenomenon induced by the multiplicative periodic signal in a cancer growth system with the cross-correlated noises and time delay. To describe the periodic change of the birth rate due to the periodic treatment, a multiplicative periodic signal is added to the system. Under the condition of small delay time, the analytical expression of the signal-to-noise ratio R_{\rm SNR} is derived in the adiabatic limit. By numerical calculation, the effects of the cross-correlation strength \lambda and the delay time \tau on R_{\rm SNR} are respectively discussed. The existence of a peak in the curves of R_{\rm SNR} as a function of the noise intensities indicates the occurrence of the SR phenomenon. It is found that \lambda and \tau play opposite role on the SR phenomenon, i.e., the SR is suppressed by increasing \lambda whereas it is enhanced with the increase of \tau, which is different from the case where the periodic signal is additive.     

Time evolution of information entropy for a stochastic system with double singularities driven by quasimonochromatic noise

<正>This paper deals with the time evolution of information entropy for a stochastic system with double singularities driven by quasimonochromatic noise.The dimension of the Fokker-Planck equation is reduced by the linear transformation. The exact expression of the time dependence of information entropy is obtained based on the definition of Shannon’s information entropy.The relationships between the properties of dissipative parameters,system singularity strength parameter,quasimonochromatic noise,and their effects on information entropy are discussed.     

时间延迟对基因调节回路中生物记忆影响研究

生物记忆是广泛存在于各种生物子系统的一种重要的效应. 基于一个双反馈的基因调节回路模型, 采用数值模拟的方法研究了局部反馈中存在的时间延迟对生物记忆时间的影响. 结果发现, 小量的延迟能够很大地提高生物记忆时间. 并且, 生物记忆随延迟时间呈线性增加. 这种增强模式与噪声对生物记忆时间的提高完全不同. 延迟和噪声对生物记忆的提高可以进行相互的控制增强, 但不会影响对方的增强模式.     

非高斯噪声驱动的双奇异随机系统的熵流与熵产生

研究了一类受非高斯噪声驱动的双奇异随机系统,应用路径积分法和变换的方法得到了该系统对应的Fokker-Plank方程,并结合Shannon信息熵的定义给出了此类系统的熵流与熵产生随时间演化的表达式,分析了非平衡约束下所引入的系统耗散参数、奇异性强度参数、噪声相关时间和噪声偏离参数对熵流与熵产生的影响. 关键词： 信息熵 熵流与熵产生 非高斯噪声 双奇异随机系统     

色噪声驱动的双奇异随机系统的熵流与熵产生

讨论一类 (非平衡约束下) 高斯色噪声驱动的双奇异随机系统对应的Fokker-Planck方程，结合Shannon信息熵定义给出此类系统的熵流、熵产生随时间演化的精确表达式.分析(非平衡约束下)所引入的奇异性强度参数、噪声相关时间与耗散参数的相互作用以及对熵流、熵产生的显著影响. 关键词： 信息熵 熵流与熵产生 双奇异随机系统 高斯色噪声     

Information entropy of a dynamical system driven by quasimonochromatic noise

This paper shows the Fokker-Planck equation of a dynamical system driven by quasimonochromatic noise. Based on the Fokker-Planck equation and the definition of Shannon's information entropy, the exact time dependence of entropy flux and entropy production for the system is calculated. The relationship between the properties of quasimonochromatic noise and dissipative parameter and their effects on entropy flux and entropy production are discussed.     

一类时滞非线性相对转动系统的Hopf分岔与周期解的稳定性

讨论了一类时滞非线性相对转动系统的Hopf分岔现象,给出了系统产生Hopf分岔的临界时滞条件,利用多尺度法研究了系统在主共振情况下时滞参数对分岔方向和周期解稳定性的影响,最后,用数值模拟对所得结论进行验证.     

Logistic系统跃迁率的时间延迟效应

本文研究了时间延迟对Logistic系统从亚稳态跃迁到稳定态的跃迁率的影响. 假设在细胞演化过程中细胞衰减存在时间延迟,利用小延迟时间条件下一阶近似方法和最陡下降法导出了系统的跃迁率解析式. 数值计算结果表明,内噪声,外噪声和内外噪声之间的关联促使系统从亚稳态跃迁到稳定态, 而时间延迟阻碍了系统从亚稳态到稳定态的跃迁, 即时间延迟增强了系统亚稳态的稳定性. 关键词： Logistic模型 跃迁率 时间延迟 噪声     

基于信息熵优化相空间重构参数的混沌时间序列预测

提出一种混沌时间序列相空间重构参数的信息熵优化方法(IEOP),该方法首先使用条件熵表示信息量,建立时间延迟和嵌入维数在相空间中的信息熵优化模型,然后利用遗传算法同时求解两个重构参数,使重构坐标间既保持了良好的独立性又保留了原系统的动力学特征.通过在Lorenz和Mackey-Glass系统上的数值实验,该方法不仅能够确定合适的嵌入维数和时间延迟,而且能在优化的相空间中获得更多的信息,提高了混沌时间序列的预测精度.     

Time dependence of entropy flux and entropy production for a dynamical system driven by noises with coloured cross-correlation

This paper shows the Fokker--Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker--Planck equation and the definition of Shannon's information entropy, the time dependence of entropy flux and entropy production can be calculated. The present results can be used to explain the extremal behaviour of time dependence of entropy flux and entropy production in view of the dissipative parameter γ of the system, coloured cross-correlation time \tau and coloured cross-correlation strength \la.     

Effects of time delay on stochastic resonance of a periodically driven linear system with multiplicative and periodically modulated additive white noises

Stochastic resonance (SR) of a periodically driven time-delayed linear system with multiplicative white noise and periodically modulated additive white noise is investigated. In the condition of small delay time, an approximate analytical expression of output signal-to-noise ratio (SNR) is obtained. The analytical results indicate that (1) there exists a resonance peak in the curve for SNR versus time delay; (2) the time delay will suspend the SR dramatically for SNR versus other parameters of the system, such as noise intensity, correlation intensity, and signal frequency, once a certain value is reached, the SR phenomenon disappears.     

小世界神经元网络随机共振现象:混合突触和部分时滞的影响

实际神经元网络中,信息传递时电突触和化学突触同时存在,并且有些神经元间的时滞很小可以忽略.本文构建了带有不同类型突触耦合的小世界网络,研究部分时滞、混合突触及噪声对随机共振的影响.结果表明:兴奋性和抑制性突触的比例影响共振的产生;在抑制性突触为主的网络里,几乎不产生随机共振.系统最佳噪声强度和化学突触比例大致呈线性递增关系;特别是在以化学耦合为主的混合突触网络里,仅当兴奋性突触与抑制性突触比例约为4:1时,噪声才可诱导网络产生共振行为.在此比例下,引入部分时滞发现时滞可诱导网络产生随机多共振,且随网络中时滞边比例的增加,系统响应强度达到最优水平的时滞取值区间逐渐变窄;同时发现,网络中含有的化学突触越多,部分时滞诱导产生的多共振行为越强.此外,当时滞为系统固有周期的整数倍时,时滞越大共振所对应的噪声区域越广;并且网络中时滞边越多,越容易促使噪声和时滞诱导其产生明显的共振行为.     

分布式光纤中的稳健时间延迟估计方法

在分布式光纤传感系统定位中,传统时延估计算法常由于噪声相关性较强而失效。采用一种削弱相关噪声的改进型广义相关法,并针对系统特点,为进一步改善分布式光纤传感定位的准确度与稳定度,提出了一种先对数据按事件信号进行分帧,再采用卡尔曼滤波器对分帧时延估计结果进行跟踪的时延估计方案。系统仿真实验与实际数据测试结果均表明:提出的时延估计方案能够有效抑制强相关性的噪声,提高时延估计的准确度与稳定度。经大量现场测试,本文的方案能够有效地将时延估计误差稳定地控制在0.2个采样间隔以内,能够满足系统实际定位精度要求。     

Effects of time delay on stochastic resonance of the stock prices in financial system

The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing.