Colored Gaussian noises induced stochastic resonance and stability transition for an insect growth system driven by a multiplicative periodic signal

In this paper, we focus on investigating the steady-state shift behaviors and the stochastic resonance phenomenon (SR) for a biological insect population system with a multiplicative periodic signal caused by the terms of the colored multiplicative and additive noises. Our research results imply that the multiplicative noise and the self-correlation of the additive noise can weaken the stability of the biological system and restrain the growth of the insect population, while the additive noise and the self-correlation time of the multiplicative noise can strengthen the stability of the insect system and facilitate the biological population to breed. As regards to the phenomenon of the SR evoked by a multiplicative periodic signal, noise terms and their correlation times, the computed results show that the additive noise intensity M and the self- correlation time τ₁ of the multiplicative noise can both improve the SR effect. Inversely, the multiplicative noise intensity Q and the self-correlation time τ₂ of the additive noise can suppress together the SR phenomenon. Whereas, it should be pointed out that in the SNR-Q and SNR-M plots, the two self-correlation times can both motivate a resonant peak, but not change the peak value of the SNR no matter how the two noise correlation times vary.     

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.     

Wealth condensation in a Barabasi-Albert network

We study the flow of money among agents in a Barabasi-Albert (BA) scale free network, where each network node represents an agent and money exchange interactions are established through links. The system allows money trade between two agents at a time, betting a fraction f of the poorer’s agent wealth. We also allow for the bet to be biased, giving the poorer agent a winning probability p. In the no network case there is a phase transition involving a relationship between p and f. In the networked case, we also found a condensation interface, however, this is not a complete condensation due to the presence of clusters in the network and its topology. As can be expected, the winner is always a well-connected agent, but we also found that the mean wealth decreases with the agents’ connectivity.     

Correlated noise-based switches and stochastic resonance in a bistable genetic regulation system

The correlated noise-based switches and stochastic resonance are investigated in a bistable single gene switching system driven by an additive noise (environmental fluctuations), a multiplicative noise (fluctuations of the degradation rate). The correlation between the two noise sources originates from on the lysis-lysogeny pathway system of the λ phage. The steady state probability distribution is obtained by solving the time-independent Fokker-Planck equation, and the effects of noises are analyzed. The effects of noises on the switching time between the two stable states (mean first passage time) is investigated by the numerical simulation. The stochastic resonance phenomenon is analyzed by the power amplification factor. The results show that the multiplicative noise can induce the switching from “on” → “off” of the protein production, while the additive noise and the correlation between the noise sources can induce the inverse switching “off” → “on”. A nonmonotonic behaviour of the average switching time versus the multiplicative noise intensity, for different cross-correlation and additive noise intensities, is observed in the genetic system. There exist optimal values of the additive noise, multiplicative noise and cross-correlation intensities for which the weak signal can be optimal amplified.     

色关联的色噪声驱动的分段非线性模型的平均首次穿越时间

研究了色关联的乘性高斯色噪声和加性高斯色噪声驱动的分段非线性系统中, 噪声强度和相关时间对平均首次穿越时间的影响. 利用一致有色噪声近似方法和最速下降方法, 推导出系统平均首次穿越时间的表达式. 研究结果表明: 系统的平均首次穿越时间随着乘性噪声的增加会出现单峰结构, 即“共振”现象, 峰值会随着加性噪声强度和噪声之间关联强度的增加而减小. 而平均首次穿越时间作为加性噪声的函数呈单调曲线, 说明乘性噪声和加性噪声对平均首次穿越时间的影响不同. 此外, 乘性和加性噪声关联时间以及互关联时间在正关联时和负关联时 对系统平均首次穿越时间的影响是不同的. 关键词： 色噪声 分段非线性系统 平均首次穿越时间     

An effective Hamiltonian approach to quantum random walk

In this article we present an effective Hamiltonian approach for discrete time quantum random walk. A form of the Hamiltonian for one-dimensional quantum walk has been prescribed, utilizing the fact that Hamiltonians are generators of time translations. Then an attempt has been made to generalize the techniques to higher dimensions. We find that the Hamiltonian can be written as the sum of a Weyl Hamiltonian and a Dirac comb potential. The time evolution operator obtained from this prescribed Hamiltonian is in complete agreement with that of the standard approach. But in higher dimension we find that the time evolution operator is additive, instead of being multiplicative (see Chandrashekar, Sci. Rep. 3, 2829 (18)). We showed that in the case of two-step walk, the time evolution operator effectively can have multiplicative form. In the case of a square lattice, quantum walk has been studied computationally for different coins and the results for both the additive and the multiplicative approaches have been compared. Using the graphene Hamiltonian, the walk has been studied on a graphene lattice and we conclude the preference of additive approach over the multiplicative one.     

乘性噪音和加性噪音效应对脉孢菌生物钟体系内信号随机共振的增强

利用有和无外信号作用的脉孢菌生物钟体系,研究了与加性噪音相关或不相关的乘性噪音对加性噪音诱导出的内信号随机共振的影响作用.结果表明：无外信号的情况下,不论加性和乘性噪音相关与否,当乘性噪音强度小于临界值时,乘性噪音的加入使加性噪音诱导产生的内随机共振强度得到增强;当大于其临界值时,加性噪音的随机共振强度却得不到进一步增强,这说明脉孢菌生物钟体系能抵抗外噪音的干扰而维持自身的生理节奏.当加入外信号时,对于乘性和加性噪音不相关的情况,发现存在最佳频率（0.003 Hz）的外信号能使加性噪音诱导出的内信号随机共 关键词： 噪音 脉孢菌生物钟体系 内信号随机共振     

Parameter-induced stochastic resonance in an over-damped linear system

Stochastic resonance (SR) in an over-damped linear system subjected to an excitation of bias signal modulated noise with multiplicative and additive noises is investigated. We obtain the exact expressions of the first two moments and the signal-to-noise ratio (SNR) of the output by using linear-response theory. The SNR depends non-monotonically on the intensity and the correlation time of multiplicative noise, the correlation time of additive noise, the intensity of the cross noise between multiplicative and additive noise, as well as the external field frequency. The conventional SR, the SR in a broad sense and the bona fide SR are found in the system. The influences of the asymmetries of multiplicative and additive noise, the correlation rate of the cross noise, the intensity of additive noise, the amplitude of signal and the bias on the SNR are analyzed. Moreover, we pointed out that SR can be realized by tuning the system parameter with fixed noise, i.e., parameter-induced stochastic resonance (PSR) exists.     

Dissipative contributions of internal multiplicative noise: I. mechanical oscillator

Langevin equations for closed systems with multiplicative fluctuations must also include appropriate dissipative terms that ensure eventual equilibration of the system. We consider an oscillator coupled to a heat bath and show that a particular nonlinear coupling to a harmonic heat bath leads to a fluctuating frequency and to nonlinear dissipative terms. We also analyze the effects of the multiplicative fluctuations and of the corresponding nonlinear dissipation on the temporal evolution of the average oscillator energy. We find that the rate of equilibration of this system can be significantly different from that of an oscillator with only additive fluctuations and linear dissipation.     

Stochastic bifurcation in FitzHugh-Nagumo ensembles subjected to additive and/or multiplicative noises

We have studied the dynamical properties of finite N-unit FitzHugh-Nagumo (FN) ensembles subjected to additive and/or multiplicative noises, reformulating the augmented moment method (AMM) with the Fokker-Planck equation (FPE) method [H. Hasegawa, J. Phys. Soc. Japan 75 (2006) 033001]. In the AMM, original 2N-dimensional stochastic equations are transformed to eight-dimensional deterministic ones, and the dynamics is described in terms of averages and fluctuations of local and global variables. The stochastic bifurcation is discussed by a linear stability analysis of the deterministic AMM equations. The bifurcation transition diagram of multiplicative noise is rather different from that of additive noise: the former has the wider oscillating region than the latter. The synchronization in globally-coupled FN ensembles is also investigated. Results of the AMM are in good agreement with those of direct simulations (DSs).     

Magnetocaloric effect in spin-1/2 XX chains with three-spin interactions

We address the problem of banking system resilience by applying off-equilibrium statistical physics to a system of particles, representing the economic agents, modelled according to the theoretical foundation of the current banking regulation, the so called Merton-Vasicek model. Economic agents are attracted to each other to exchange ??economic energy??, forming a network of trades. When the capital level of one economic agent drops below a minimum, the economic agent becomes insolvent. The insolvency of one single economic agent affects the economic energy of all its neighbours which thus become susceptible to insolvency, being able to trigger a chain of insolvencies (avalanche). We show that the distribution of avalanche sizes follows a power-law whose exponent depends on the minimum capital level. Furthermore, we present evidence that under an increase in the minimum capital level, large crashes will be avoided only if one assumes that agents will accept a drop in business levels, while keeping their trading attitudes and policies unchanged. The alternative assumption, that agents will try to restore their business levels, may lead to the unexpected consequence that large crises occur with higher probability.     

Thermal relaxation of systems with quadratic heat bath coupling: I. Classical systems

We consider the evolution of systems whose coupling to the heat bath is quadratic in the bath coordinates. Performing an explicit elimination of the bath variables we arrive at an equation of evolution for the system variables alone. In the weak coupling limit we show that the equation is of the generalized Langevin form, with fluctuations that are Gaussian and that obey a fluctuation-dissipation relation. If the system-bath coupling is linear in the system coordinates the resulting fluctuations are additive and the dissipation is linear. If the coupling is nonlinear in the system coordinates, the resulting fluctuations are multiplicative and the dissipation is nonlinear.     

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.     

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.     

Resonant-Like Activation in a Bistable System with Noise and Time Delay

A bistable system with noise and time delay is investigated. Theoretical analysis and stochastic simulation show that： （i） In the ease of a system driven only by multiplicative Gaussian white noise, the mean first-passage time for a particle to reach the other stable state from one stable state exhibits a minimum with respect to delay time, i.e., a resonant-like activation （RA） phenomenon. （ii） In the action of additive and multiplicative noise, as the additive noise intensity increases, no matter whether a correlation between the two types of noise exists or not, the RA gradually disappears. （iii） The correlation strength between the two types of noise does not influence the existence of the RA.     

Entropy and equilibrium state of free market models

Many recent models of trade dynamics use the simple idea of wealth exchanges among economic agents in order to obtain a stable or equilibrium distribution of wealth among the agents. In particular, a plain analogy compares the wealth in a society with the energy in a physical system, and the trade between agents to the energy exchange between molecules during collisions. In physical systems, the energy exchange among molecules leads to a state of equipartition of the energy and to an equilibrium situation where the entropy is a maximum. On the other hand, in a large class of exchange models, the system converges to a very unequal condensed state, where one or a few agents concentrate all the wealth of the society while the wide majority of agents shares zero or almost zero fraction of the wealth. So, in those economic systems a minimum entropy state is attained. We propose here an analytical model where we investigate the effects of a particular class of economic exchanges that minimize the entropy. By solving the model we discuss the conditions that can drive the system to a state of minimum entropy, as well as the mechanisms to recover a kind of equipartition of wealth.     

Wealth condensation in a multiplicative random asset exchange model

Random Asset Exchange (RAE) models, despite a number of simplifying assumptions, serve the purpose of establishing direct relationships between microscopic exchange mechanisms and observed economical data. In this work a conservative multiplicative RAE model is discussed in which, at each timestep, two agents “bet” for a fraction f of the poorest agent's wealth. When the poorest agent wins the bet with probability p, we show that, in a well defined region of the (p,f) phase space, there is wealth condensation. This means that all wealth ends up owned by only one agent, in the long run. We derive the condensation conditions analytically by two different procedures, and find results in accordance with previous numerical estimates. In the non-condensed phase, the equilibrium wealth distribution is a power law for small wealths. The associated exponent is derived analytically and it is found that it tends to -1 on the condensation interface. I turns out that wealth condensation happens also for values of p much larger than 0.5, that is under microscopic exchange rules that, apparently, favor the poor. We argue that the observed “rich get richer” effect is enhanced by the multiplicative character of the dynamics.     

Stochastic resonance in a bias linear system with multiplicative and additive noise

In this paper, the stochastic resonance in a bias linear system subjected multiplicative and additive dichotomous noise is investigated. Using the linear-response theory and the properties of the dichotomous noise, this paper finds the exact expressions for the first two moments and the signal-to-noise ratio (SNR). It is shown that the SNR is a non-monotonic function of the correlation time of the multiplicative and additive noise, and it varies non-monotonously with the intensity and asymmetry of the multiplicative noise as well as the external field frequency. Moreover, the SNR depends on the system bias, the intensity of the cross noise between the multiplicative and additive noise, and the strength and asymmetry of the additive noise.     

Reentrant transitions in globally coupled active rotators with multiplicative and additive noises

We study the nonequilibrium phenomena in globally coupled active rotators with multiplicative and additive noises. It is shown that at a critical value of the multiplicative noise intensity the system undergoes noise-induced transition from a one-cluster state to a two-cluster state. Additive noise suppresses the effect of the multiplicative noise on the system, increasing the critical value of the multiplicative noise intensity. The system shows a reentrant transition at intermediate additive noise intensity.     

Mean First-Passage Time in Optical Bistable Systems

The transient properties of an optical bistable system driven by multiplicative and additive noises are investigated. The effects of multiplicative and additive noises intensities on the mean first-passage times （MFPTs） in two opposite directions are discussed. The results show that the intensities of multiplicative and additive noises affect the MFPTs on two directions in the same way.