Tests of numerical simulation algorithms for the Kubo oscillator

Numerical simulation algorithms for multiplicative noise (white or colored) are tested for accuracy against closed-form expressions for the Kubo oscillator. Direct white noise simulations lead to spurious decay of the modulus of the oscillator amplitude. A straightforward colored noise algorithm greatly reduces this decay and also provides highly accurate results in the white noise limit.     

基于CCF-TLS-ESPRIT算法的低频振荡在线辨识

低频振荡在线辨识需用到广域测量系统(WAMS)的采集信号,而WAMS采集的信号中常伴有高斯白噪声,经过常规的低通滤波处理后会产生高斯色噪声,从而影响辨识的精度.针对在线辨识中的色噪声问题,提出以互相关函数(CCF)来代替实测信号,从而抑制色噪声,并结合总体最小二乘-旋转不变技术参数估计(TLS-ESPRIT)算法进行模态辨识.仿真结果表明,CCF-TLS-ESPRIT算法能够有效辨识出色噪声环境中的系统低频振荡模态,并具有一定的效率.     

Array-enhanced logical stochastic resonance subject to colored noise

This paper proposes an approach that uses a parallel array to improve the reliability and robustness of logical stochastic resonance subject to colored noise. The experimental results demonstrate that (i) the increase of array size can extend the optimal range of noise intensity and increase the maximum probability of obtaining correct logic operation. (ii) The optimal range of noise correlation time is broadened with the increase of array size. (iii) The main difference between logical stochastic resonance subject to white noise and colored noise is that the increase of noise correlation time broadens the optimal range of noise intensity when the stochastic noise is colored noise. At the same time, the maximum probability of obtaining correct logic operation is close to 1. Therefore, reliable and robust logic gate can be realized under a certain array size.     

关联噪声驱动的非对称双稳系统的随机共振

运用统一色噪声近似理论和两态模型理论,研究了周期矩形信号和关联的乘性色噪声和加性白噪声驱动的非对称双稳系统的随机共振现象,得到了适合信号任意幅值的信噪比表达式.信噪比是乘性噪声强度、加性噪声强度、乘性噪声自关联时间、噪声耦合强度的非单调函数,所以该双稳系统中出现了随机共振.同时,调节加性噪声强度比调节乘性噪声强度更容易产生随机共振.势阱静态非对称性和噪声之间的耦合强度对信噪比的影响是不同的. 关键词： 非对称双稳系统 随机共振 信噪比 周期矩形信号     

Harmonic noise: Effect on bistable systems

The coordinate of a white noise driven harmonic oscillator is used as a stochastic source term in bistable dynamics. This new kind of Gaussian colored noise gives rise to resonance phenomena due to a peak in the spectrum. We investigate its effect on linear and bistable systems. We derive a Markovian approximation for driven bistable oscillators and overdamped systems. In the resonance region computer simulations were carried out using an extension of Fox' algorithm procedure for colored noise. We find an increase of the transition rates in bistable systems as compared with the case of bistable systems driven by white and exponentially correlated noise.     

Brownian motors: Joint effect of non-Gaussian noise and time asymmetric forcing

Previous works have shown that time asymmetric forcing on the one hand, as well as non-Gaussian noises on the other, can separately enhance the efficiency and current of a Brownian motor. Here, we study the result of subjecting a Brownian motor to both effects simultaneously. Our results have been compared with those obtained for the Gaussian white noise regime in the adiabatic limit. We find that, although the inclusion of the time asymmetry parameter increases the efficiency value up to a certain extent, for the present case this increase is much less appreciable than in the white noise case. We also present a comparative study of the transport coherence in the context of colored noise. Though the efficiency in some cases becomes higher for the non-Gaussian case, the Péclet number is always higher in the Gaussian colored noise case than in the white noise as well as non-Gaussian colored noise cases.     

Mode competition Effects of a Two Mode Laser with Multiplicative Colored Noise

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Stochastic Perturbation of Integrable Systems: A Window to Weakly Chaotic Systems

Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor’s diffusion in hydrodynamics. We develop expressions for the Lyapunov exponents for the cases of white and colored noise. The situation described here being ‘multi-resonance’—by nature well beyond the Kolmogorov–Arnold–Moser regime, it offers an analytic glimpse on the regime in which many near-integrable systems, such as some planetary systems, find themselves in practice. We show with the aid of a simple example, how one may model in some cases weakly chaotic deterministic systems by a stochastically perturbed one, with good qualitative results.     

Correlated noise induced spatiotemporal coherence resonance in a square lattice network

The effects of additive correlated noise, which is composed of common Gaussian white noise and local Gaussian colored noise, on a square lattice network locally modelled by the Rulkov map are studied. We focus on the ability of noise to induce pattern formation in a resonant manner. It is shown that local Gaussian colored noise is able to induce pattern formation, which is more coherent at some noise intensity or correlation time, so it is able to induce spatiotemporal coherence resonance in the network. When common Gaussian white noise is applied in addition, it is seen that the correlated noise can induce coherent spatial structures at some intermediate noise correlation, while this is not the case for smaller and larger noise intensities. The mechanism of the observed spatiotemporal coherence resonance is discussed. It is also found that the correlation time of local colored noise has no evident effect on the optimal value of the noise strength for spatiotemporal coherence resonance in the network.     

Effect of Asymmetric Potential and Gaussian Colored Noise on Stochastic Resonance

The phenomenon of stochastic resonance （SR） in a bistable nonlinear system is studied when the system is driven by the asymmetric potential and additive Gaussian colored noise. Using the unified colored noise approximation method, the additive Gaussian colored noise can be simplified to additive Gaussian white noise. The signal-to-noise ratio （SNR） is calculated according to the generalized two-state theory （shown in [H.S. Wio and S. Bouzat, Brazilian J.Phys. 29 （1999） 136]）. We find that the SNR increases with the proximity of a to zero. In addition, the correlation time T between the additive Gaussian colored noise is also an ingredient to improve SR. The shorter the correlation time T between the Gaussian additive colored noise is, the higher of the peak value of SNR.     

Systems under the influence of white and colored poisson noise

We deal in this paper with systems driven by white or colored Poisson noise. For a free Brownian particle under the influence of white Poisson noise an exact generalized master equation in position space is obtained. In the Gaussian and Smoluchowski limits, known results are recovered. For a general process defined by a stochastic differential equation, with colored Poisson noise, we find an approximate generalized master equation, including first order terms in the correlation time and the first correction to the gaussianity. Under a more restrictive approximation, the stationary distribution function is given. This is used to study the phase transition in the steady state for a Verhulst model. Corrections to the gaussianity are discussed in this case.     

Effect of noise on chaos synchronization in time-delayed systems: Numerical and experimental observations

We discuss the constructive role of noise (white and colored) in chaos synchronization in time-delayed systems. We first numerically investigate noise-induced synchronization (NIS) between two identical uncoupled Ikeda and Mackey–Glass systems. We find that synchronization occurs above a critical noise intensity that differs for different colors of noise. Synchronization onset is characterized by the value of the maximum transverse Lyapunov exponent. We then discuss the enhancement of chaos synchronization between two time-delayed systems when they are coupled unidirectionally. The effect of parameter mismatch for NIS is described in detail. We provide experimental evidence of NIS for a Mackey–Glass-like system in an electronic circuit using different colors of noise. An integration scheme for time-delayed systems in the presence of additive white and colored noise is discussed.     

Colored Noise in First-order-like Phase Transition of a Laser System

The decoupling theory is employed to analyze the multiplicative colored noise in a single mode laser system. Steady state intensity distribution function is derived when colored noise is included in the laser system. The first-order-like phase transition driven by multiplicative colored noise is investigated and compared with the case of multiplicative white noise. It is shown that the noise correlation time can affect the parameter plane of the first-order-like phase transition. The steady state intensity distributions in a laser system is changed greatly with noise correlation time τ.     

Colored Noise in First-order-like Phase Transition of a Laser System

The decoupling theory is employed to analyze the multiplicative colored noise in a single mode laser system. Steady state intensity distribution function is derived when colored noise is included in the laser system. The first-order-like phase transition driven by multiplicative colored noise is investigated and compared with the case of multiplicative white noise. It is shown that the noise correlation time can affect the parameter plane of the first-order-like phase transition. The steady state intensity distributions in a laser system is changed greatly with noise correlation time τ.     

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.     

GHZ argument for four-qubit entangled states in the presence of white and colored noise

Greenberger-Horn-Zeilinger (GHZ) argument of nonlocality without inequalities is extended to the case of four-qubit mixed states. Three different kinds of entangled states are analyzed in presence of white and colored noise. The nonlocality properties of these states will be weakened and destroyed by the noise. We found that all these states have the same ability to resist the influence of white noise, while the cluster state is the most robust against colored noise.     

Influence of low intensity noise on assemblies of diffusively coupled chaotic cells

The effect of time-correlated and white Gaussian noises of low intensity on one-dimensional arrays consisting of diffusively coupled chaotic cells is analyzed. An improvement or worsening of the synchronization between cells of the array driven by low-intensity colored noise is observed for a resonant interval of time correlation values. A comparison between colored and white noise and additive and multiplicative contribution has been carried out investigating the nonlinear cooperative effects of noise strength, correlation time, and coupling strength to control spatiotemporal chaos in coupled arrays of chaotic cells. The possibility to distinguish highly correlated areas of a diffusively coupled network of cells by using low-intensity time correlated noise is discussed. (c) 2001 American Institute of Physics.     

Correlation function of an optical bistable system with cross-correlated additive white noise and multiplicative colored noise

Considering an optical bistable system with cross-correlated additive white noise and multiplicative colored noise, we study the effects of correlation between the noises on the correlation function C（s） using the unified colored noise approximation and the Stratonovich deeoupling ansatz formalism. The effects of the self-correlation time τ of the multiplicative colored noise and the correlation intensity λ between the two noises are studied with numerical calculation. It is found that C（s） increases with the increase of the self-correlation timeτ, but decreases with the increase of the correlation intensity λ. At large value of τ, there is almost no change for C（s） when τ changes.     

Noise suppression by external noise and periodic signal in a dynamical system

In a simple stochastic system, an overdamped Kramers oscillator with two—internal white and external colored—noise sources, the suppression of the noise component of the output signal spectrum with increasing intensity of the external noise or periodic signal is discovered and analyzed.