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.     

Effects of combined harmonic and random excitations on a Brusselator model

We discuss the constructive role of combined harmonic and random excitation on stochastic resonance (SR) in a Brusselator model. We first numerically investigate SR determined by the Signal-to-Noise Ratio (SNR) in this model. Effects of different parameters on SR are described in detail. Our simulation results show that the intensity of the Gaussian colored noise and the amplitude of the periodic force can enhance SR. Moreover, an analytical framework is presented for the SNR of the Brusselator model, leading to a theoretical expression of SNR. We observe a good agreement between the theoretical and numerical results, and the effectiveness of the proposed theoretical method is verified. This theoretical analysis provides a global view on how the dynamics of a periodically forced system with noise changes in the vicinity of a Hopf bifurcation.     

Improving the Stochastic Resonance in a Bistable System with the Bounded Noise Excitation

Journal of Statistical Physics - The stochastic resonance (SR) phenomenon is investigated in a typical bistable system that excited by the bounded noise and the weak low-frequency signal...     

STOCHASTIC AVERAGING OF STRONGLY NON-LINEAR OSCILLATORS UNDER BOUNDED NOISE EXCITATION

A stochastic averaging method for strongly non-linear oscillators under external and/or parametric excitation of bounded noise is proposed by using the so-called generalized harmonics functions. The method is then applied to study the primary resonance of Duffing oscillator with hardening spring under external excitation of bounded noise. The stochastic jump and its bifurcation of the system are observed and explained by using the stationary probability density of amplitude and phase. Subsequently, the method is applied to study the dynamical instability and parametric resonance of Duffing oscillator with hardening spring under parametric excitation of bounded noise. The primary unstable region is delineated by evaluating the Lyapunov exponent of linearized system, and the response and jump of non-linear system around the unstable region are examined by using the sample functions and stationary probability density of amplitude and phase.     

Stochastic resonance in periodic potentials driven by colored noise

We studied the motion of an underdamped Brownian particle in a periodic potential subject to a harmonic excitation and a colored noise. The average input energy per period and the phase lag are calculated to quantify the phenomenon of stochastic resonance (SR). The numerical results show that most of the out-of-phase trajectories make a transition to the in-phase state as the temperature increases. And the colored noise delays the transitions between these two dynamical states. The each curve of the average input energy per period and the phase lag versus the temperature exist a mono peak and SR appears in this system. Moreover, the optimal temperature where the SR occurs becomes larger and the region of SR grows wider as the correlation time of colored noise increases.     

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.     

Flow-induced instability under bounded noise excitation in cross-flow

Flow-induced vibration of a single cylinder in a cross-flow is mainly due to vortex shedding, which is usually considered as a forced vibration problem. It is shown that flow-induced vibration of a cylinder in the lock-in region is a combination of forced resonant vibration and fluid-damping-induced instability, which leads to time-dependent-fluid-damping-induced parametric resonance and constant-negative-damping-induced instability. The time-dependent fluid damping can be modeled as a bounded noise. The dynamic stability of a two-dimensional system under bounded noise excitation with a narrow-band characteristic is studied through the determination of the moment Lyapunov exponent and the Lyapunov exponent. The case when the system is in primary parametric resonance in the absence of noise is considered and the effect of noise on the parametric resonance is investigated. For small amplitudes of the bounded noise, analytical expansions of the moment Lyapunov exponents and Lyapunov exponents are obtained, which are shown to be in excellent agreement with those obtained using Monte Carlo simulation. The theory of stochastic stability is applied to explore the stability of a cylinder in a cross-flow. The analytical and numerical results show that the time-dependent-fluid-damping-induced parametric resonance could occur, which suggests that parametric resonance also contributes to the vibration of the cylinder in the lock-in range.     

Moment Lyapunov exponents of a two-dimensional system under bounded noise parametric excitation

The moment Lyapunov exponents of a two-dimensional system under bounded noise parametric excitation are studied in this paper. The method of regular perturbation is applied to obtain weak noise expansions of the moment Lyapunov exponent, Lyapunov exponent, and stability index in terms of the small fluctuation parameter.     

Stochastic dynamical analysis of a kind of vibro-impact system under multiple harmonic and random excitations

There have been many contributions concerned with non-smooth dynamics. The purpose of this study is focused on the global stochastic dynamics of a kind of vibro-impact oscillator under the multiple harmonic and bounded noisy excitations. The well-known cell-to-cell mapping method is firstly developed to investigate the incursive fractal boundaries between the attracting domains of different random attractors, and a specific Poincaré map is then set up to explore the noise-contaminated dynamical transitions in the system. Lastly, the leading Lyapunov exponents and the surrogate tests are used to identify the noise-contaminated dynamics. It is shown that several random attractors will coexist in the phase space of the randomly driven system by adjusting the parameters’ values, and fractal boundaries may also arise between the attracting domains of different random attractors. Under the joint action of the harmonic excitation and the weak bounded noise excitation, the noisy period-doubling process, similar to a deterministic one, can appear in the Poincaré’s global cross-section by increasing the strength of the bounded noisy excitation. Moreover, the noisy periodic, the noisy chaotic, and the random-dominant dynamics are also distinguished from the noise-contaminated signals.     

信号调制下分段噪声驱动的线性系统的随机共振

研究了由乘性和加性噪声的线性组合作为调制噪声的线性系统的随机共振.运用平均法,得到了一、二阶矩和信噪比的精确表达式. 通过分析信噪比,在此系统中发现了真实的随机共振、传统的随机共振和广义随机共振.发现在真实的随机共振中,适当地调整参数,共振和抑制会同时出现.此外,还发现对不同的互关联强度,分别选用乘性和加性噪声作为调制噪声能够提高信噪比. 关键词： 随机共振 信噪比 调制噪声 分段噪声     

Stability Analysis of an Inverted Pendulum Subjected to Combined High Frequency Harmonics and Stochastic Excitations

Stability of vertical upright position of an inverted pendulum with its suspension point subjected to high frequency harmonics and stochastic excitations is investigated. Two classes of excitations, i.e., combined high frequency harmonic excitation and Gaussian white noise excitation, and high frequency bounded noise excitation, respectively, are considered. Firstly, the terms of high frequency harmonic excitations in the equation of motion of the system can be set equivalent to nonlinear stiffness terms by using the method of direct separation of motions. Then the stochastic averaging method of energy envelope is used to derive the averaged Ito stochastic differential equation for system energy. Finally, the stability with probability 1 of the system is studied by using the largest Lyapunov exponent obtained from the averaged Ito stochastic differential equation. The effects of system parameters on the stability of the system are discussed, and some examples are given to illustrate the efficiency of the proposed procedure.     

Stochastic resonance of bias signal-modulated noise in a single-mode laser＊

Stochastic resonance (SR) for bias signal modulation is studied in a single-mode laser system. By investigating a gain-noise model driven by correlated pump noise and quantum noise, we find that, whether the correlation coefficient between both the noises is positive or negative, SR always appears in the dependence of signal-to-noise ratio (SNR) upon the noise correlation time and the frequency of the modulation signal. However, only when the correlation coefficient between both noises is negative can SR occur in the dependence of SNR upon the quantum noise intensity and pump noise intensity, while when the correlation coefficient between both noises is positive, it shows monotonically.     

Improvement of signal-to-noise ratio by stochastic resonance in sigmoid function threshold systems, demonstrated using a CMOS inverter

Stochastic resonance (SR) has become a well-known phenomenon that can enhance weak periodic signals with the help of noise. SR is an interesting phenomenon when applied to signal processing. Although it has been proven that SR does not always improve the signal-to-noise ratio (SNR), in a strongly nonlinear system such as simple threshold system, SR does in fact improve SNR for noisy pulsed signals at appropriate noise strength. However, even in such cases, when noise is weak, the SNR is degraded. Since the noise strength cannot be known in advance, it is difficult to apply SR to real signal processing. In this paper, we focused on the shape of the threshold at which SR did not degrade the SNR when noise was weak. To achieve output change when noise was weak, we numerically analyzed a sigmoid function threshold system. When the slope around the threshold was appropriate, SNR did not degrade when noise was weak and instead was improved at suitable noise strength. We also demonstrated SNR improvement for noisy pulsed voltages using a CMOS inverter, a very common threshold device. The input-output property of a CMOS inverter resembles the sigmoid function. By inputting the noisy signal voltage to a CMOS inverter, we measured the input and output voltages and analyzed the SNRs. The results showed that SNR was effectively improved over a wide range of noise strengths.     

三稳系统的动态响应及随机共振

以平衡点参数p, q构造出一类对称三稳势函数, 进而提出微弱信号和噪声共同驱动的三稳系统模型. 深入研究并总结参数p, q对势垒高度ΔU₁, ΔU₂及两势垒高度差的影响. 从定常输入的角度提出了系统稳态解曲线的概念, 并进一步研究低频谐波信号输入时系统的输出动态响应. 引入噪声, 三稳系统在合适的参数条件下实现随机共振, 从稳态解曲线的角度分析了噪声诱导的三稳系统随机共振机理. 最后研究了阻尼比k和平衡点参数p, q对系统随机共振的影响.     

Stochastic resonance in multi-scale bistable array

This Letter explores a new mechanism of stochastic resonance (SR) that is induced by the multi-scale noise decomposed from the input signal, which is promising in signal detection and processing under heavy background noise. The input signal is firstly decomposed to multi-scale signals by orthogonal wavelet transform. Then, the approximate signal, which contains the driving signal, is processed by an uncoupled parallel bistable array with the detailed signal of each scale as the internal noise. At last, a SR mechanism combining the effects of colored noise and array SR is proposed. The simulation results show that a high quality output signal can be obtained by the new mechanism. The proposed model is more adaptive to input signal with high noise intensity than single bistable SR system, which can be seen from the signal-to-noise ratio curves and average noise intensity curves.     

Stochastic resonance in linear system driven by multiplicative and additive noise

The stochastic resonance (SR) is studied in an overdamped linear system driven by multiplicative and additive noise when the additive noise is a linear combination of an asymmetric dichotomous noise and its square. The exact expressions are obtained for the first two moments and the correlation function and the SR phenomenon appeared. There are three different forms of SR: the bona fide SR, the conventional SR and SR in the broad sense. Moreover, the asymmetry of multiplicative noise has different effect on signal-to-ratio (SNR) for the first two different forms of SR and the effects of multiplicative noise and additive noise on SNR are different.     

A multiscale noise tuning stochastic resonance for fault diagnosis in rolling element bearings

Condition monitoring of rotating machinery is important to extend the mechanical system's reliability and operational life. However, in many cases, useful information is often overwhelmed by strong background noise and the defect frequency is difficult to be extracted. Stochastic resonance (SR) is used as a noise-assisted tool to amplify weak signals in nonlinear systems, which can detect weak signals of interest submerged in the noise. The multiscale noise tuning SR (MSTSR), which is originally based on discrete wavelet transform (DWT), has been applied to identify the fault characteristics and has also increased the signal-to-noise ratio (SNR) improvement of SR. Therefore, a novel tri-stable SR method with multiscale noise tuning (MST) is proposed to extract fault signatures for fault diagnosis of rotating machinery. The wavelet packets transform (WPT) based MST can obtain better denoising effect and higher SNR of resonance output compared with the traditional SR method. Thus the proposed method is well-suited for enhancement of rotating machine fault identification, whose effectiveness has been verified by means of practical vibration signals carrying fault information from bearings. Finally, it can be concluded that the proposed method has practical value in engineering.     

Stochastic resonance in an asymmetric bistable system driven by coloured correlated multiplicative and additive noise

This paper investigates the stochastic resonance （SR） phenomenon in an asymmetric system with coupling between multiplicative and additive noise when the coupling between two noise terms is coloured. The approximate expression of signal-to-noise ratio has been obtained by applying the two-state theory and SR exhibits in the bistable system. Moreover, the potential asymmetry r and cross-correlation strength λ can weaken the SR phenomenon, while the cross-correlation time r can strengthen the SR phenomenon.     

Stochastic resonance in a gain--noise model of a single-mode laser driven by pump noise and quantum noise with cross-correlation between real and imaginary parts under direct signal modulation

Stochastic resonance (SR) is studied in a gain--noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal modulation. By using a linear approximation method, we find that the SR appears during the variation of signal-to-noise ratio (SNR) separately with the pump noise self-correlation time \tau , the noise correlation coefficient between the real part and the imaginary part of the quantum noise \lambda_q , the attenuation coefficient \gamma and the deterministic steady-state intensity I_0 . In addition, it is found that the SR can be characterized not only by the dependence of SNR on the noise variables of \tau and \lambda_q, but also by the dependence of SNR on the laser system variables of \gamma and I₀. Thus our investigation extends the characteristic quantity of SR proposed before.     

乘性和加性α稳定噪声环境下的过阻尼单稳随机共振现象

本文将α稳定噪声与单稳随机共振系统相结合,研究了乘性和加性α稳定噪声环境下的过阻尼单稳随机共振现象,探究了α稳定噪声特征指数α(0α2)、对称参数β(-1β1),单稳系统参数a及乘性α稳定噪声放大系数D对共振输出效应的作用规律.研究结果表明,在不同分布的α稳定噪声环境下,在一定范围内通过调节a或D均可诱导随机共振来实现单个或多个高、低频微弱信号的检测,且a和D分别存在一个最优值可使系统产生最佳的随机共振效应;不同α或β均可对系统共振输出效应产生规律性的影响,且α或β在高、低频微弱信号检测中的作用规律相同;在研究α稳定噪声环境下单、多频单稳随机共振现象时所得结论是相同的.本研究结果可为实现α稳定噪声环境下单稳随机共振系统参数的自适应调节奠定基础.