Moments and Mean First—Passage Time of Parabolic—Bistable Potential System Driven by Colored Noise

A parabolic-bistable potential system driven by colored noise is studied.The exact analytical expressions of the stationary probability distribution (SPD) and the moments of the system are derived.Furthermore,the mean first-passage time is calculated by the use of two approximate methods,respectively.It is found that (i) the double peaks of SPD are rubbed-down into a flat single peak with the increasing of noise intensity;(ii) a minimum occurs on the curve of the second-order moment of the system vs.noise intensity at the point DΓ=0.025;(iii) the results obtained by our approximate approach are in good agreement with the numerical calculations for either small or large correlation time τ,while the conventional steepest descent approximation leads to poor results.     

Dynamical Properties of Systems Driven by Colored Poisson Noise

We derive equations for the single and joint probability distribution of systems driven by colored Poisson noise using the ordered cumulant technique. We also derive the equation for the correlation function. We discuss an example for which the correlation function and the associated relaxation time are calculated.     

Dynamical Properties of a Single-Mode Laser with Both Colored Noise and Injected Signal

The colored noise in a single-mode laser with injected signal is investigated by the method of two-dimensional unified colored noise approximation. The normalized correlation function λ₂(0), the intensity correlation time T_c and effective eigenvalue λ_eff are calculated. The effects of the injected signal I₀, colored noise strength P^ˊ and the noise correlation time τ on the dynamical properties of the single-mode laser are discussed.     

染料激光色立方模型定态性质的描述

应用一般形式的统一色噪声近似得到了洒料激光色立方模型光强分布的福克－普朗克方程。导出了光强分布函数，描述了光强涨落的实验和数值模拟结果以及色噪声对光强涨落的影响。     

Fluctuations of Single-Mode Laser Driven by Two Different Kinds of Colored Noise

A single-mode laser with coupling between additive and multiplicative noise terms is investigated when the multiplicative noise and the coupling between two noise terms are colored fluctuations with finite correlation times T1 and τ2. Combining the unified colored noise approximation (UCNA) and the functional analysis, the stationary probability distribution (SPD) and the variance of the laser intensity is derived. It is found that the colored nature of multiplicative noise and the coupling strength between two noise terms can affect both the structure and the height of the SPD, while the colored nature of the coupling between two noise terms can only affect the height of the SPD. The multiplicative noise can enhance the intensity fluctuations while the additive noise can reduce the fluctuations in a laser system. Numerical simulations are presented and consistent to the analytical results.     

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.     

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.     

一类受Poisson干扰的Markov过程应跳性逼近

对于随机微分方程约束下受Poison干扰的Markov过程,给出了一种具有应跳性的轨道逼近方法:将每条轨道分解为若干连续阶段,在每个阶段中建立了相应的常微分方程,并采用Runge-Kuta方法求解。该方法已用于研究Langevin方程和Dufing-VanderPol振子。     

Steady-State Analysis of a Single-Mode Laser Driven by Colored Pump Noise with Cross-Correlation Between Real and Imaginary Parts of Quantum Noise

Applying the method of the unified colored noise approximation and phase lock, we study in this paper the stationary intensity distribution of the single-mode laser driven by colored pump noise with cross-correlation between the real and imaginary parts of the quantum noise. We present a thorough discussion of how the cross-correlation λq between the realand imaginary parts of the quantum noise and the self-correlation time τ of the pump noise determine the behaviors of the stationary distribution Qst(I), the mean (I), and the variance λ2(0) of the laser intensity. It is shown that cross-correlation intensity λq of the complex quantum noise can induce a first-order-like transition. When the pump noise is colored noise (τ≠ 0), improving the pump parameters monotonously will make the curves of Qst(I)exhibit reentrant phase transition. The fluctuations of laser intensity are strongly influenced by λq and τ when the laser is operated near or below threshold. Especially when τ≠ 0, the heights of the peaks of the curves of λ2(0)-a0 and λ3(0)-a0, (here a0 is the net gain coefficient) go up as λq increases. However the entire curves of λ2(0)-a0 and λ3(0)-a0are abruptly suppressed when λq = 1, in similarity to phase transition of stationary intensity distribution.     

Steady-State Analysis of a Single-Mode Laser Driven by Colored Pump Noise with Cross-Correlation Between Real and Imaginary Parts of Quantum Noise

Applying the method of the unified colored noise approximation and phase lock, we study in this paper the stationary intensity distribution of the single-mode laser driven by colored pump noise with cross-correlation between the real and imaginary parts of the quantum noise. We present a thorough discussion of how the cross-correlation λq between the real and imaginary parts of the quantum noise and the self-correlation time τ of the pump noise determine the behaviors of the stationary distribution Qst(I), the mean (I）, and the variance λ2(0) of the laser intensity. It is shown that cross-correlation intensity λq of the complex quantum noise can induce a first-order-like transition. When the pump noise is colored noise (τ≠0), improving the pump parameters monotonously will make the curves of Qst(I) exhibit reentrant phase transition. The fluctuations of laser intensity are strongly influenced by λq and τ when the laser is operated near or below threshold. Especially when τ≠0, the heights of the peaks of the curves of λ2(0)-α0 and α3(0)-α0, (here a0 is the net gain coefficient) go up as λq increases. However the entire curves λ2(0)-α0 and λ3(0)-α0 are abruptly suppressed when λq = 1, in similarity to phase transition of stationary intensity distribution.     

Extinction Time of a Metapopulation Driven by Colored Correlated Noises

The simplified incidence function model which is driven by the colored correlated noises is employed to investigate the extinction time of a metapopulation perturbed by environments. The approximate Fokker-Planck Equation and the mean first passage time which denotes the extinction time （Tex） are obtained by virtue of the Novikov theorem and the Fox approach. After introducing a noise intensity ratio and a dimensionless parameter R = D /α （D and a are the multiplicative and additive colored noise intensities respectively）, and then performing numerical computations, the results indicate that： （i） The absolute value of correlation strength A and its correlation time τ3 play opposite roles on the Tex; （ii） For the case of 0 〈λ〈 1,α and its correlation time τ2 play opposite roles on the Tex in which R〉 1 is the best condition, and there is one-peak structure on the Tex - D plot; （iii） For the case of-1 〈 λ≤ 0, D and its correlation time τ1 play opposite roles on the Tex in which R 〈 1 is the best condition and there is one-peak structure on the Tex - τ2 plot.     

Stationary Probability Distribution of Colored-noise Saturation Model for a Single-mode Dye Laser

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An Integral Algorithm for Numerical Integration of One-Dimensional Additive Colored Noise Problems

We present an integral-closed algorithm for solving a Langevin equation driven by an additive colored noise. Both the mean first passage time in a bistable system and the diffusion current in a titled periodic potential are calculated and the comparison with existing algorithms is carried out. The dependence of the numerical results on the time steps is studied. Our algorithm is shown to have high accuracy and stability.     

Impact of Colored Noise on Population Model with Allee Effect

We study a population model with strong and weak Allee effect driven by internal noise and external noise.Firstly, a single-species population model with Allee effect under environmental colored noise is established, then stable and unstable states are analyzed and interpreted in biology. After that, stationary probability distribution(SPD) of population is derived based on Fokker-Planck equation. Next, mean first-passage time(MFPT) is defined in order to quantify the transition between extinction state and survival state with Allee effect. It is found that population will not extinct when weak Allee effect exists. It is not beneficial to survival of the population with the increase of Allee threshold no matter whether strong Allee effect or weak Allee effect. When strong Allee effect occurs, the correlation time of multiplicative noise plays a positive role in survival of population, while the correlation time of additive noise has a negative effect. Crucially, the phenomenon of resonant activation is firstly discovered in population dynamics with Allee effect. The conclusions we obtain can be applied to the further research of population dynamics in ecology.     

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.     

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 τ between the additive Gaussian colored noise is also an ingredient to improve SR. The shorter the correlation time τ between the Gaussian additive colored noise is, the higher of the peak value of SNR.     

Intensity Correlation Function of a Single-Mode Laser Driven by Two Colored Noises with Colored Cross-Correlation

By using the linear approximation method, the intensity correlation function and the intensity correlation time are calculated in a gain-noise model of a single-mode laser driven by colored cross-correlated pump noise and quantum noise, each of which is colored. We detect that, when the cross-correlation between both noises is negative, the behavior of the intensity correlation function C(t) versus time t, in addition to decreasing monotonously, also exhibits several other cases, such as one maximum, one minimum, and two extrema (one maximum and one minimum), i.e., some parameters of the noises can greatly change the dependence of the intensity correlation function upon time. T3.     

Dynamic Expectation Maximization Algorithm for Estimation of Linear Systems with Colored Noise

The free energy principle from neuroscience has recently gained traction as one of the most prominent brain theories that can emulate the brain’s perception and action in a bio-inspired manner. This renders the theory with the potential to hold the key for general artificial intelligence. Leveraging this potential, this paper aims to bridge the gap between neuroscience and robotics by reformulating an FEP-based inference scheme—Dynamic Expectation Maximization—into an algorithm that can perform simultaneous state, input, parameter, and noise hyperparameter estimation of any stable linear state space system subjected to colored noises. The resulting estimator was proved to be of the form of an augmented coupled linear estimator. Using this mathematical formulation, we proved that the estimation steps have theoretical guarantees of convergence. The algorithm was rigorously tested in simulation on a wide variety of linear systems with colored noises. The paper concludes by demonstrating the superior performance of DEM for parameter estimation under colored noise in simulation, when compared to the state-of-the-art estimators like Sub Space method, Prediction Error Minimization (PEM), and Expectation Maximization (EM) algorithm. These results contribute to the applicability of DEM as a robust learning algorithm for safe robotic applications.     

Intensity Correlation Function of a Single-Mode Laser Driven by Two Colored Noises with Colored Cross-Correlation

By using the linear approximation method, the intensity correlation function and the intensity correlation time are calculated in a gain-noise model of a single-mode laser driven by colored cross-correlated pump noise and quantum noise, each of which is colored. We detect that, when the cross-correlation between both noises is negative, the behavior of the intensity correlation function C(t) versus time t, in addition to decreasing monotonously, also exhibits several other cases, such as one maximum, one minimum, and two extrema (one maximum and one minimum), i.e., some parameters of the noises can greatly change the dependence of the intensity correlation function upon time. Moreover, we find that there is a minimum Tmin in the curve of the intensity correlation time versus the pump noise intensity, and the depth and position of Train strongly depend on the quantum noise self-correlation time T2 and cross-correlation time T3.