Noise-induced dynamics in a delayed bistable system with correlated noises

The resonance behaviors, such as coherence resonance and stochastic resonance, are studied in a delayed bistable system subject to correlated noises and a weak harmonic excitation. For weak noise intensities and small feedback gains, the analytic expressions of output spectrum and linear spectrum amplification are derived based on the theory proposed by Tsimring [14] [L.S. Tsimring, A. Pikovsky, Noise-induced dynamics in bistable systems with delay, Phys. Rev. Lett. 87 (2001) 250602]. The results show that the peak in the output spectrum at the frequency corresponding to the time delay attains the maximum for an intermediate amount of noise intensity and the coherence resonance appears. The correlation between noises can induce the suppression and the stochastic resonance in the curve of spectrum amplification, which is absent for the case of uncorrelated additive and multiplicative noises. Moreover, the system also exhibits the frequency stochastic resonance.     

Entropic stochastic resonance of a self-propelled Janus particle

Entropic stochastic resonance is investigated when a self-propelled Janus particle moves in a double-cavity container. Numerical simulation results indicate the entropic stochastic resonance can survive even if there is no symmetry breaking in any direction. This is the essential distinction between the property of a self-propelled Janus particle and that of a passive Brownian particle, for the symmetry breaking is necessary for the entropic stochastic resonance of a passive Brownian particle. With the rotational noise intensity growing at small fixed noise intensity of translational motion, the signal power amplification increases monotonically towards saturation which also can be regarded as a kind of stochastic resonance effect. Besides, the increase in the natural frequency of the periodic driving depresses the degree of the stochastic resonance, whereas the rise in its amplitude enhances and then suppresses the behavior.     

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.     

Stochastic resonance in a bistable system with global delay and two noises

The global time delay is introduced into a bistable system driven by two noises and a periodic signal. The signal power amplification factor η is employed to characterise stochastic resonance (SR) of the system. Numerical simulation results indicate the following. (1) For a periodic signal with low frequency (Ω), the typical behaviour of the SR is lowered monotonically by increasing the delay time τ; for moderate Ω, τ enhances the SR behaviour and then weakens it, with a critical value at which the SR is optimum. (2) Multiplicative noise intensity D and additive noise intensity α have different influences on the SR performance, viz D enhances the SR monotonically while α enforces the SR initially and then restrains it; (3) correlation intensity λ between the two noises always weakens the SR behaviour of the system.     

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.     

Coherence and stochastic resonance in a delayed bistable system

Both coherence resonance (CR) and stochastic resonance (SR) in a delayed bistable system driven by additive and multiplicative white noises and a weak harmonic excitation are studied by using the theory of two-state model. For the weak noise intensity and delayed feedback, the analytic expressions of power-spectrum and linear-spectrum amplification are derived to quantify the CR and the SR, respectively. The study shows that the peak in the power spectrum at the frequency corresponding to the time delay attains the maximum for an appropriate amount of additive noise intensity and the CR manifests. The feedback gain plays an important role in the SR. For example, the positive feedback gain enhances the SR, but the negative feedback gain suppresses the system output and makes the SR disappear. Moreover, the system also exhibits the frequency SR.     

基于振动共振的随机共振控制

分析了非线性双稳系统在高、低两种不同频率信号作用下的动力学特性，给出了高频信号参数与双稳系统输出信号的信噪比和功率谱放大率关系的解析表达式，提出了基于振动共振的随机共振控制方法.理论分析和数值仿真结果表明，通过调节高频信号的幅值或频率大小，能有效地控制双稳系统输出信号的信噪比和功率谱放大率.     

Stochastic resonance in multidimensional periodic potential

We study the mobility and diffusion of an underdamped Brownian particle moving in a two-dimensional (2D) periodic potential which subjects to a thermal white noise and a weak external driving force. Both the signal power amplification and the diffusion rate are calculated via Langevin simulations. It is shown that the stochastic resonance (SR) can be observed in the two dimension, namely, the output quantities as functions of the temperature show a nonmonotonic behavior, however, the SR cannot be obtained in the one dimension (1D). In the 2D potential, the height of dynamical barrier is decreased effectively along the direction of transport if the curvature of the potential at the barrier is less than that at the local minima. This leads to the SR condition being obeyed, i.e., the Kramers frequency over the barrier roughly matches the frequency of external signal.     

Entropic Stochastic Resonance Driven by Colored Noise

The phenomenon of entropic stochastic resonance （ESR） in a two-dimensional confined system driven by a transverse periodic force is investigated when the colored fluctuation is included in the system. Applying the method of unified colored noise approximation, the approximate Fokker-Planck equation can be derived in the absence of the periodic force. Through the escaping rate of the Brownian particle from one well to the other, the power spectral amplification can be obtained. It is found that increasing the values of the noise correlation time and the signal frequency can suppress the ESR of the system.     

Stochastic Resonance in a Bistable System Subject to Dichotomous Noise

The stochastic resonance phenomenon in a bistable system subject to Markov dichotomous noise (DN) is investigated. Based on the adiabatic elimination and the two-state theories, the explicit expressions for the signal-to-noise ratio (SNR) and the spectral power amplification (SPA) have been obtained. It is shown that two peaks can occur on the curve of SNR versus the intensity of the DN. Moreover, the SNR is a non-monotonic function of the correlation time of the DN. The SPA varies non-monotonously with the strength of the DN. The dependence of the SNR on the frequency and the amplitude of the external periodic signal are discussed. The effect of the external frequency and the correlation time of the DN on the SPA are analyzed.     

Stochastic resonance and antiresonance in monostable systems

We study characteristics of the output signal in a nonlinear monostable inertial dynamical system with the harmonic signal and Gaussian white noise supplied additively to the input. Several types of monostable systems are examined, and analytical expressions for the output-signal power amplification and signal-to-noise ratio are obtained for such systems for the first time. The main attention is paid to the stochastic resonance and antiresonance phenomena, which manifest themselves as nonmonotonic dependences of the mentioned characteristics on the input-noise intensity. In particular, it is shown for the first time that the output signal-to-noise ratio may have a maximum as a function of the input-noise intensity in a monostable system. This corresponds to the classical definition of stochastic resonance, which earlier was only observed in bistable (multistable) systems. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 51, No. 10, pp. 899–913, October 2008.     

Levy噪声激励下的幂函数型单稳随机共振特性分析

将Levy噪声与幂函数型单稳随机共振系统相结合, 为确保实验数据的可靠性, 以平均信噪比增益为衡量指标, 针对Levy噪声激励下的随机共振现象进行了研究. 详细介绍了单稳系统势函数形式及Levy噪声的产生原理, 深入探究了不同特征指数α 和不同对称参数β 取值条件下, 单稳系统参数a和b、Levy噪声强度放大系数D对幂函数型单稳系统共振输出的作用规律. 研究结果表明, 在任意Levy噪声分布条件下, 通过对系统参数a和b的适当调整均能诱导随机共振, 完成微弱信号检测, 且有多个随机共振区间与之对应, 同时这些区间不随α 或β 的改变而改变; 此外, 在研究噪声诱导的随机共振时也发现了同样的规律, 通过调节噪声强度放大系数D也能产生随机共振, 且随机共振区间也不随α 或β 的改变而改变; 最后, 在研究系统参数a和b之间的相互作用关系时发现, 一个系统参数的随机共振取值区间会随着另一个系统参数的改变而改变. 所获得的研究结果有效解决了Levy噪声激励下幂函数型单稳随机共振系统的系统参数、噪声强度放大系数的选择问题, 为其应用于工程实践提供了可靠的理论依据.     

Transmission of noise coded versus additive signals through a neuronal ensemble

Neuronal populations receive signals through temporally inhomogeneous spike trains which can be approximated by an input consisting of a time dependent mean value (additive signal) and noise with a time dependent intensity (noise coded signal). We compare the linear response of an ensemble of model neurons to these signals. Our analytical solution for the mean activity demonstrates the high efficiency of the transmission of a noise coded signal in a broad frequency band. For both kinds of signal we show that the transmission by the ensemble reveals stochastic resonance as well as a nonmonotonous dependence on the driving frequency.     

Stochastic resonance in a single-mode laser driven by frequency modulated signal and coloured noises

By adding frequency modulated signals to the intensity equation of gain--noise model of the single-mode laser driven by two coloured noises which are correlated, this paper uses the linear approximation method to calculate the power spectrum and signal-to-noise ratio (SNR) of the laser intensity. The results show that the SNR appears typical stochastic resonance with the variation of intensity of the pump noise and quantum noise. As the amplitude of a modulated signal has effects on the SNR, it shows suppression, monotone increasing, stochastic resonance, and multiple stochastic resonance with the variation of the frequency of a carrier signal and modulated signal.     

具有涨落质量的线性谐振子的共振行为

Brown运动中,环境分子的吸附能力使Brown粒子的质量存在涨落. 本文将这一质量涨落建模为对称双态噪声, 以考察其对系统共振行为的影响. 首先,利用Shapiro-Loginov公式和Laplace变换推导系统稳态响应振幅的解析表达式, 并根据相应数值结果, 研究系统的共振行为; 然后, 通过仿真实验对理论与实际的符合情况进行对比分析, 验证理论结果的可靠性及其对实际应用的指导意义. 理论结果和仿真实验均表明: 1) 系统稳态响应为频率与外部驱动相同的简谐振动; 2) 稳态响应振幅随外部驱动频率、振子质量、噪声强度及相关率的变化分别相应出现真实共振、参数诱导共振、随机共振现象; 3) 质量涨落噪声导致系统共振形式出现多样化现象, 包括单峰共振、单峰单谷共振、双峰共振等. 关键词： 质量涨落噪声 随机共振 双峰共振     

信号调制下色噪声间关联的周期调制对单模激光随机共振的影响

在色噪声间的关联程度受时间周期调制的激光系统中,研究噪声受信号调制情况下的随机共振.用线性化近似的方法计算了光强关联函数及信噪比.具体讨论信噪比随噪声强度、噪声自关联时间、信号频率以及时间周期调制频率的变化关系.发现一种新的随机共振：信噪比随时间周期调制频率的变化出现周期振荡型随机共振;发现广义随机共振：信噪比随抽运噪声自关联时间的变化、随信号频率的变化出现随机共振;同时也存在典型的信噪比随噪声强度的变化而出现的随机共振.而信噪比随量子噪声自关联时间的变化表现为抑制. 关键词： 信号调制 时间周期调制 噪声间关联程度 周期振荡型随机共振     

Noise color and asymmetry in stochastic resonance with silicon nanomechanical resonators

Stochastic resonance with white noise has been well established as a potential signal amplification mechanism in nanomechanical two-state systems. While white noise represents the archetypal stimulus for stochastic resonance, typical operating environments for nanomechanical devices often contain different classes of noise, particularly colored noise with a 1/f spectrum. As a result, improved understanding of the effects of noise color will be helpful in maximizing device performance. Here we report measurements of stochastic resonance in a silicon nanomechanical resonator using 1/f noise and Ornstein-Uhlenbeck noise types. Power spectral densities and residence time distributions provide insight into asymmetry of the bistable amplitude states, and the data sets suggest that 1/f^α noise spectra with increasing noise color (i.e. α) may lead to increasing asymmetry in the system, reducing the achievable amplification. Furthermore, we explore the effects of correlation time τ on stochastic resonance with the use of exponentially correlated noise. We find monotonic suppression of the spectral amplification as the correlation time increases.     

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.     

调制与解调用于随机共振的微弱周期信号检测

提出了调制随机共振方法，实现了在大参数条件下从强噪声中检测微弱周期信号.将混于噪声中的较高频率的弱信号经调制变为一差频的低频信号作用于随机共振体系，该低频信号满足绝热近似理论，因而能产生随机共振；再经解调可获得埋于噪声中的原较高频率的弱信号.对埋于噪声中的未知频率，可采用连续改变调制振荡器的频率，以获得一个适当的差频信号输入到随机共振体系，根据输出信号共振谱峰的变化经解调而得待检弱信号的未知频率.该方法应具有较高的应用前景. 关键词： 调制与解调 非线性双稳系统 随机共振 微弱信号检测     

Research and application of stochastic resonance in quad-stable potential system

To solve the problem of low weak signal enhancement performance in the quad-stable system, a new quad-stable potential stochastic resonance (QSR) is proposed. Firstly, under the condition of adiabatic approximation theory, the stationary probability distribution (SPD), the mean first passage time (MFPT), the work (W), and the power spectrum amplification factor (SAF) are derived, and the impacts of system parameters on them are also extensively analyzed. Secondly, numerical simulations are performed to compare QSR with the classical Tri-stable stochastic resonance (CTSR) by using the genetic algorithm (GA) and the fourth-order Runge-Kutta algorithm. It shows that the signal-to-noise ratio (SNR) and mean signal-to-noise increase (MSNRI) of QSR are higher than CTSR, which indicates that QSR has superior noise immunity than CTSR. Finally, the two systems are applied in the detection of real bearing faults. The experimental results show that QSR is superior to CTSR, which provides a better theoretical significance and reference value for practical engineering application.