Growth and Nonlinear Saturation of Fluctuations in a Nonlinear Oscillator at the Threshold of a Bifurcation of Spontaneous Symmetry Breaking

We consider the phenomenon of prebifurcation noise amplification in a nonlinear oscillator at the threshold of a bifurcation of spontaneous symmetry breaking. The studies are based on the model of a nonlinear oscillator in which the potential relief transforms from monostable to symmetric bistable and the noise acting on the system is assumed Gaussian and short-correlated. The fluctuation variance as a function of the regime of the system and the rate at which the bifurcation threshold is reached are examined. Our analytical estimates are in good agreement with the results of numerical simulation for both the linear growth and the nonlinear saturation of fluctuations. It is noted that in the case of fast bifurcation transitions, a loop of noise-dependent hysteresis and breaking of probability symmetry of stable final states are observed in the nonlinear oscillator. __________ Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 48, No. 5, pp. 425–435, May 2005.     

Additive global noise delays Turing bifurcations

We apply a stochastic center manifold method to the calculation of noise-induced phase transitions in the stochastic Swift-Hohenberg equation. This analysis is applied to the reduced mode equations that result from Fourier decomposition of the field variable and of the temporal noise. The method shows a pitchfork bifurcation at lower perturbation order, but reveals a novel additive-noise-induced postponement of the Turing bifurcation at higher order. Good agreement is found between the theory and the numerics for both the reduced and the full system. The results are generalizable to a broad class of nonlinear spatial systems.     

Stable nonequilibrium probability densities and phase transitions for meanfield models in the thermodynamic limit

A nonlinear Fokker-Planck equation is derived to describe the cooperative behavior of general stochastic systems interacting via mean-field couplings, in the limit of an infinite number of such systems. Disordered systems are also considered. In the weak-noise limit; a general result yields the possibility of having bifurcations from stationary solutions of the nonlinear Fokker-Planck equation into stable time-dependent solutions. The latter are interpreted as non-equilibrium probability distributions (states), and the bifurcations to them as nonequilibrium phase transitions. In the thermodynamic limit, results for three models are given for illustrative purposes. A model of self-synchronization of nonlinear oscillators presents a Hopf bifurcation to a time-periodic probability density, which can be analyzed for any value of the noise. The effects of disorder are illustrated by a simplified version of the Sompolinsky-Zippelius model of spin-glasses. Finally, results for the Fukuyama-Lee-Fisher model of charge-density waves are given. A singular perturbation analysis shows that the depinning transition is a bifurcation problem modified by the disorder noise due to impurities. Far from the bifurcation point, the CDW is either pinned or free, obeying (to leading order) the Grüner-Zawadowki-Chaikin equation. Near the bifurcation, the disorder noise drastically modifies the pattern, giving a quenched average of the CDW current which is constant. Critical exponents are found to depend on the noise, and they are larger than Fisher's values for the two probability distributions considered.     

非线性动力系统分岔点邻域内随机共振的特性

研究了叉形分岔系统和FitzHugh Nagumo(FHN)细胞模型两种非线性动力系统分岔点邻域内 随机共振的特性.研究结果表明：这两种系统在分岔发生时具有由一个吸引子变为两个吸引 子或者由两个吸引子变为一个吸引子共同的分岔特性，即在分岔点的邻域内, 系统在分岔点 的两侧有分岔前吸引子和分岔后吸引子存在，在噪声的作用下，系统的运动除了像传统随机 共振的机理那样在分岔点一侧共存的吸引子之间跃迁，还在分岔点两侧三个吸引子（分岔前 一个吸引子和分岔后两个吸引子）之间跃迁，并且这种跃迁单独诱发了随机共振 ；在两种 跃迁都发生的情况下, 在其分岔点的邻域内，由第二种跃迁诱发的随机共振在引起第一种跃 迁噪声的强度很大的范围内变化仍可维持, 而第一种跃迁诱发的随机共振在引起第二种跃迁 噪声的强度很小的范围内变化即迅速消失. 关键词： 随机共振 吸引子 分岔点 跃迁     

On the Eckhaus instability for spatially periodic patterns

The range of stable wavevectors is near the threshold for appearance of periodic patterns in quasi-one-dimensional systems limited by the long-wavelength Eckhaus instability. At this instability saddle-point solutions characterizing the wavelength-changing processes inside the stable range merge with the periodic solutions. We first analyse this bifurcation near threshold using the amplitude expansion in lowest order. Then a nonlinear equation for the evolution of slow modulations of the periodic pattern far from threshold but near the Eckhaus instability is derived and used to analyse the universal properties of the Eckhaus bifurcation. More detailed information concerning the spatial symmetry of saddle-point solutions is obtained by numerical integration of simple model systems.     

Successive bifurcations leading to stochastic behavior

A model of interacting normal modes in a nonlinear, dissipative system is constructed in order to analyze speculations by Ruelle and Takens. The first bifurcation leads to a periodic state. The second bifurcation leads to phaselocking, if the first mode is sufficiently energetic. A third bifurcation leads to stochastic behavior. Possible relevance of these phenomena for physical systems is discussed.     

Multi-scale continuum mechanics: from global bifurcations to noise induced high-dimensional chaos

Many mechanical systems consist of continuum mechanical structures, having either linear or nonlinear elasticity or geometry, coupled to nonlinear oscillators. In this paper, we consider the class of linear continua coupled to mechanical pendula. In such mechanical systems, there often exist several natural time scales determined by the physics of the problem. Using a time scale splitting, we analyze a prototypical structural-mechanical system consisting of a planar nonlinear pendulum coupled to a flexible rod made of linear viscoelastic material. In this system both low-dimensional and high-dimensional chaos is observed. The low-dimensional chaos appears in the limit of small coupling between the continua and oscillator, where the natural frequency of the primary mode of the rod is much greater than the natural frequency of the pendulum. In this case, the motion resides on a slow manifold. As the coupling is increased, global motion moves off of the slow manifold and high-dimensional chaos is observed. We present a numerical bifurcation analysis of the resulting system illustrating the mechanism for the onset of high-dimensional chaos. Constrained invariant sets are computed to reveal a process from low-dimensional to high-dimensional transitions. Applications will be to both deterministic and stochastic bifurcations. Practical implications of the bifurcation from low-dimensional to high-dimensional chaos for detection of damage as well as global effects of noise will also be discussed.     

Modification of instability processes by multiplicative noises

We study two dynamical systems submitted to white and Gaussian random noise acting multiplicatively. The first system is an imperfect pitchfork bifurcation with a noisy departure from onset. The second system is a pitchfork bifurcation in which the noise acts multiplicatively on the non-linear term of lowest order. In both cases noise suppresses some solutions that exist in the deterministic regime. Besides, for the first system, the imperfectness of the bifurcation reduces the regime of on-off intermittency. For the second system, the unstable mode can achieve a jump of finite amplitude at instability but without hysteresis. We finally identify a generic property that is verified by the stationary probability density function of the dynamical variable when a control parameter is varied.     

单模激光系统线性化近似适用范围的分析

采用线性化近似方法计算了具有实虚部关联的量子噪声和泵噪声驱动的单模激光损失模型的光强相对涨落,为了对线性化近似的适用范围进行详细的分析,分别讨论了量子噪声强度、泵噪声强度、量子噪声实虚部间关联系数对光强相对涨落的影响,得出在小噪声、远离阈值时,线性化近似适用范围扩大;小噪声、远离阈值且当量子噪声实虚部无关联时,线性化近似适用范围极大的结论.     

多频谐和与噪声作用下Flickering振子的安全盆侵蚀与混沌

研究了催化反应Flickering振子在多频率确定性谐和外力和有界随机噪声联合作用下,系统安全盆的侵蚀和混沌现象.将Melnikov方法推广到包含有限多个频率外力和随机噪声联合作用的情形,推导出了系统的随机Melnikov过程,根据Melnikov过程在均方意义上出现简单零点的条件给出了系统出现混沌的临界值,然后用数值模拟方法计算了系统的安全盆分岔点.结果表明,由于随机扰动的影响,系统的安全盆分岔点发生了偏移,并且使得混沌容易发生.同时证明,激励频率数目的增加扩大了参数空间上的混沌区域,也使得安全盆分岔提 关键词： 多频率激励 Flickering振子 安全盆 混沌     

Effect of dispersion on nonlinear phase noise in optical transmission systems

An analytic expression for the variance of nonlinear phase noise that uses a first-order perturbation technique is obtained. The results show that for highly dispersive transmission systems, amplified spontaneous emission-induced phase noise due to self-phase modulation becomes much smaller than that for the systems with no dispersion.     

Coherence resonance and stochastic synchronization in a nonlinear circuit near a subcritical Hopf bifurcation

We analyze noise-induced phenomena in nonlinear dynamical systems near a subcritical Hopf bifurcation. We investigate qualitative changes of probability distributions (stochastic bifurcations), coherence resonance, and stochastic synchronization. These effects are studied in dynamical systems for which a subcritical Hopf bifurcation occurs. We perform analytical calculations, numerical simulations and experiments on an electronic circuit. For the generalized Van der Pol model we uncover the similarities between the behavior of a self-sustained oscillator characterized by a subcritical Hopf bifurcation and an excitable system. The analogy is manifested through coherence resonance and stochastic synchronization. In particular, we show both experimentally and numerically that stochastic oscillations that appear due to noise in a system with hard excitation, can be partially synchronized even outside the oscillatory regime of the deterministic system.     

Noisy precursors of nonlinear instabilities

This paper studies the effect of external noise on systems displaying nonlinear instabilities of periodic orbits. Each class of instability is found to have its own characteristic signature, as displayed by the power spectrum. Results are derived for each of the codimension-one instabilities familiar from bifurcation theory.     

Colored noise in a two-dimensional nonlinear system

A two-dimensional decoupling theory is developed when colored noise is included in a nonlinear dynamical system. By a functional analysis, the colored noise is transformed to an effective noise that includes the noise correlation time, the mean dynamical variable, and the original noise strength. When the two-dimensional decoupling theory is applied to single-mode and two-mode dye laser systems, the mean, variance, and effective eigenvalue of laser intensity are calculated. Excellent agreement between theoretical analysis, numerical simulations, and experimental measurements are obtained. It is seen that the increase of noise correlation time can reduce the fluctuations in the laser system. It is also shown that there is relatively large fluctuation in the phase when the laser undergoes from thermal light to coherent light when the theory is applied to a single mode dye laser. Received 20 August 2001 and Received in final form 4 December 2001     

RETRACTED: A Hybrid Nonlinear Active Noise Control Method Using Chebyshev Nonlinear Filter

Investigations into active noise control (ANC) technique have been conducted with the aim of effective control of the low-frequency noise. In practice, however, the performance of currently available ANC systems degrades due to the effects of nonlinearity in the primary and secondary paths, primary noise and louder speaker. This paper proposes a hybrid control structure of nonlinear ANC system to control the non-stationary noise produced by the rotating machinery on the nonlinear primary path. A fast version of ensemble empirical mode decomposition is used to decompose the non-stationary primary noise into intrinsic mode functions, which are expanded using the second-order Chebyshev nonlinear filter and then individually controlled. The convergence of the nonlinear ANC system is also discussed. Simulation results demonstrate that proposed method outperforms the FSLMS and VFXLMS algorithms with respect to noise reduction and convergence rate.     

Theoretical investigation of the generalized synchronization of dissipative coupled chaotic systems in the presence of noise

The noise influence on the generalized synchronization mode in dissipative coupled chaotic systems is analyzed. It is shown that the noise practically does not influence the threshold of the synchronous mode occurrence. The generalized synchronization is noise-resistant. The reasons for the revealed particularity are explained by means of the modified system approach [18] and verified by the results of numerical simulation of unidirectional coupled flow systems and discrete mapping.     

Noise-induced reentrant transition of the stochastic Duffing oscillator

We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show that the system undergoes a noise-induced reentrant transition in a given range of parameters. The fixed point is stabilised when the amplitude of the noise belongs to a well-defined interval. Noisy oscillations are found outside that range, i.e., for both weaker and stronger noise.Received: 20 February 2004, Published online: 20 April 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems     

Homoclinic and heteroclinic chaos in nonlinear systems driven by trichotomous noise

The homoclinic and heteroclinic chaos in nonlinear systems subjected to trichotomous noise excitation are studied.The Duffing system and the Josephson-junction system are taken for example to calculate the corresponding amplitude thresholds for the onset of chaos on the basis of the stochastic Melnikov process with the mean-square criterion. It is shown that the amplitude threshold for the onset of chaos can be adjusted by changing the internal parameters of trichotomous noise, thereby inducing or suppressing chaotic behaviors in the two systems driven by trichotomous noise. The effects of trichotomous noise on the systems are verified by vanishing the mean largest Lyapunov exponent and demonstrated by phase diagrams and time histories.     

The Hopf bifurcation of twodimensional systems under the influence of one external noise source

The behaviour of the Hopf bifurcation under the influence of external noise is investigated by means of a twodimensional model which uses Gaussian white noise as input. The model includes the case of multiplicative and/or additive noise. Applying the Birkhoff transformation the model is transformed to the coordinates normally used to discuss the deterministic Hopf bifurcation. Then the stationary solution of the model is calculated as an expansion for weak noise: The Hopf bifurcation under the influence of noise exhibits a bifurcation interval with width and position depending on the noise power. Moreover, a class of the systems described by the model can perform noise driven bifurcations.     

Dynamical model for nonlinear mirror modes near threshold

Using a reductive perturbative expansion of the Vlasov-Maxwell (VM) equations for magnetized plasmas, a pseudodifferential equation of gradient type is derived for the nonlinear dynamics of mirror modes near the instability threshold. This model, where kinetic effects arise at a linear level only, develops a finite-time singularity, indicating the existence of a subcritical bifurcation. A saturation mechanism based on the local variations of the ion Larmor radius, is then phenomenologically supplemented. In contrast with previous models where saturation is due to the cooling of a population of trapped particles, the resulting equation correctly reproduces results of numerical simulations of VM equations, such as the development of magnetic humps from an initial noise, and the existence of stable large-amplitude magnetic holes both below and slightly above threshold.