Resonance behavior for an underdamped bistable system driven by square-wave signal and multiplicative noise

The stochastic resonance (SR) behavior for an underdamped bistable system driven by square-wave signal and multiplicative noise is investigated. Under the adiabatic approximation condition, the expression for the system output signal-to-noise ratio (SNR) is obtained. The analysis results show that stochastic multi-resonance phenomenon occurs when the SNR varies with the intensities of the multiplicative and additive noise. SR phenomenon can be observed on the curves of the SNR versus the system bias, versus the amplitude of the dichotomous noise and versus the amplitude of the square-wave signal. Moreover, the SNR varies non-monotonously with the variety of other system parameters.     

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.     

Escape driven by strongly correlated noise

We consider the colored-noise-driven archetypal bistability dynamics of the Ginzburg-Landau type. The focus is on the stationary behavior and the problem of escape from metastable states. The deterministic flow of the underlyingtwo-variable Fokker-Planck process is studied as a function of the noise correlation time . As a main result we find that the separatrix exhibits a cusp at asymptotically large noise color. The stationary probability is evaluated approximately (unified colored noise approximation) and compared with numerical exact results. The stationary probability forms the key input in the evaluation of the rate of escape. At very strong noise color, the escape path closely follows a nodal line, passing through the corresponding stable node. The asymptotic result for the escape rate at large is compared with exact calculations for the lowest, nonvanishing eigenvalue.     

Stochastic resonance in an asymmetric bistable system driven by coloured noises

The phenomenon of stochastic resonance is investigated in an asymmetric bistable system with coloured noises.The approximate Fokker-Planck equation is derived based on the Novikov theorem and the Fox approach.By applying the two-state theory,the expression of the signal-to-noise ratio is obtained in the adiabatic limit.The effects of the noise parameters on signal-to-ratio are discussed.It is found that the stochastic resonance phenomena appear in most cases and disappear in some special cases.     

Inversion in harmonic noise driven bistable oscillators

We consider the dynamics in a asymmetrical bistable oscillator driven externally by a noisy harmonic oscillator. The basic for our approach is the energy dynamics in each well of the oscillator in the low friction limit. We discuss the possibility of energy inversion states generated by harmonic noise and show this effect by simulations.     

Escape rates in periodically driven Markov processes

We present an approximate analytical expression for escape rates of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is based on a discrete state Markovian modeling of the full long-time dynamics with time-dependent rates. It is valid in a wide parameter regime beyond the restraining limits of weak driving (linear response) and/or weak noise. The scheme is carefully tested and yields excellent agreement with three different numerical methods based on the Langevin equation, the Fokker–Planck equation and an integral equation.     

Associated relaxation time and intensity correlation function of a bistable system driven by cross-correlation additive and multiplicative coloured noise sources

The associated relaxation time and the intensity correlation function of a bistable system driven by an additive and a multiplicative coloured noise with coloured cross-correlation are investigated. Using the Novikov theorem and the projection operator method, the analytic expressions of the stationary probability distribution P_st(x), the relaxation time T_c, and the normalized correlation function C(s) of the system are obtained. The effects of the noise intensity, the cross-correlation strength λ and the cross-correlation time τ are discussed. By numerical computation, it is found that the cross-correlation strength |λ| and the quantum noise intensity D decrease the relaxation of the system from unstable points. The cross-correlation time τ delays relaxation of the system from unstable points. The cross-correlation strength λ and the cross-correlation time τ can alter the effects of the pump noise intensity Q. Thus, the relaxation time T_c is a stochastic resonant phenomenon, and distribution curves exhibit a single-maximum structure.     

关联噪声驱动的非对称双稳系统的随机共振

运用统一色噪声近似理论和两态模型理论,研究了周期矩形信号和关联的乘性色噪声和加性白噪声驱动的非对称双稳系统的随机共振现象,得到了适合信号任意幅值的信噪比表达式.信噪比是乘性噪声强度、加性噪声强度、乘性噪声自关联时间、噪声耦合强度的非单调函数,所以该双稳系统中出现了随机共振.同时,调节加性噪声强度比调节乘性噪声强度更容易产生随机共振.势阱静态非对称性和噪声之间的耦合强度对信噪比的影响是不同的. 关键词： 非对称双稳系统 随机共振 信噪比 周期矩形信号     

Stochastic resonance in underdamped,bistable systems

We carry out a detailed numerical investigation of stochastic resonance in underdamped systems in the nonperturbative regime. We point out that an important distinction between stochastic resonance in overdamped and underdamped systems lies in the lack of dependence of the amplitude of the noise-averaged trajectory on the noise strength, in the latter case. We provide qualitative explanations for the observed behaviour and show that signatures such as the initial decay and long-time oscillatory behaviour of the temporal correlation function and peaks in the noise and phase averaged power spectral density, clearly indicate the manifestation of resonant behaviour in noisy, underdamped bistable systems in the weak to moderate noise regime.     

Escape of Brownian particles in a bistable sawtooth potential driven by correlated white noises

An exact analytic expression of the relative escape rate (RER) for Brownian particles in a bistable sawtooth potential driven by correlated white noises is obtained. It is found that the RER vs. R (the multiplicative to the additive noise intensities ratio) exhibits a suppression platform for positive correlation, whereas the resonant activation and suppression platform appear successively for negative correlation. The mechanism of the present phenomena is explained. The effects of a nonlinear potential on the RER are studied. We have numerically calculated the RER of the system under a parabolic potential and a quartic potential and have compared the differences of the RER in the case of the linear potential and the one of the nonlinear potential. Received 16 September 2000 and Received in final form 15 January 2001     

Escape of Brownian particles in an asymmetric bistable sawtooth potential driven by cross-correlated noises

The relative escape rate (RER) for Brownian particles in an asymmetric bistable sawtooth potential driven by cross correlations between multiplicative white noise and additive white noise is studied. A new expression of the mean first-passage time is derived under the condition of piecewise linear potentials and discontinuous diffusion function. Based on the results of RER numerically calculated, it is found that (i) under positively correlated noises action (i.e. λ > 0, and λ is the correlation strength), the escape rate exhibits the suppression platform as the intensity of multiplicative noise varies. The effect of suppression becomes more pronounced with the growth of height of the deterministic potential barrier for transition, and with the increase of λ. However, for the case of uncorrelated noises (λ = 0) and of negatively correlated noises (λ < 0), the suppression platform disappears. (ii) The positive correlation between noises amplifies the change of the escape rate with the height of barrier for transition, while the negative correlation between noises suppresses this change. Received 20 November 2002 / Received in final form 19 October 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: kmdcmei@public.km.yn.cn     

Bistable flow driven by coloured gaussian noise: A critical study

A one-dimensional bistable flow driven by additive, exponentially correlated Gaussian noise is considered. The small relaxation time Fokker-Planck approximations, widely used in the recent literature, are derived and possible shortcomings of those approximation schemes are discussed. In particular, it is pointed out that higher order non-Fokker-Planck type contributions are generally of the same order as the Fokker-Planck terms. In principle, those contributions cannot be neglected if the global behavior of the probability solutions is to be described accurately. The result for the activation rate (Arrhenius factor), as evaluated from the approximative Fokker-Planck schemes, does not coincide in leading order in the correlation time of the noise with a computer simulation of the rate at low noise level. This result indicates that the wings of the stationary probability are in leading order in not recovered correctly from the approximative Fokker-Planck schemes. Some implications of our study for adiabatic elimination procedures are also discussed.     

Distribution of residence times of time-delayed bistable systems driven by noise

I study bistable time-delayed feedback systems driven by noise. Based on a two-state model with transition rates depending on the earlier state of the system I calculate analytically the residence-time distribution function. I show that the distribution function has a detailed structure, reflective of the effect of the feedback. By using an adequate indicator I give evidence of resonant behavior in dependence on the noise level. I also predict that this feedback-induced effect might be observed in two well-known optical bistable systems.     

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.     

Work fluctuation theorem for coloured noise driven open systems

We have studied work fluctuation behaviour in the presence of internal thermal noise as well as external coloured noise. The external coloured noise may have both Gaussian or non-Gaussian characteristics. We have investigated the dependence of position and work fluctuations on the properties of both the environments. For thermal noise driven systems, there is a maximum in the variation of mean square fluctuation of work (MSFW) as a function of damping strength at intermediate times, while at asymptotic long times MSFW monotonically increases in the same damping regime. But for external noise, MSFW monotonically decreases as a function of damping strength at intermediate times, whereas at long times it becomes almost independent of damping strength.Another interesting observation is that for the external noise driven systems, noise correlation time and damping strength have similar roles in the dynamics.     

Stochastic resonance driven by time-modulated correlated coloured noise sources in a single-mode laser

This paper investigates the phenomenon of stochastic resonance in a single-mode laser driven by time-modulated correlated coloured noise sources. The power spectrum and signal-to-noise ratio R of the laser intensity are calculated by the linear approximation. The effects caused by noise self-correlation time τ₁, τ₂ and cross-correlated time τ₃ for stochastic resonance are analysed in two ways: τ₁, τ₂ and τ₃ are taken to be the independent variables and the parameters respectively. The effects of the gain coefficient Γ and loss coefficient K on the stochastic resonance are also discussed. It is found that besides the presence of the standard form and the broad sense of stochastic resonance, the number of extrema in the curve of R versus K is reduced with the increase of the gain coefficient Γ.     

Measurements of two-dimensional densities for a bistable device driven by colored noise

We have constructed an electronic circuit which accurately mimics the dynamics of a nonequilibrium, bistable flow driven by additive, exponentially correlated, Gaussian noise. The noise voltage and voltages representing the velocity and displacement were measured, digitized and then assembled into the stationary, statistical densitiesW(V _n ,X) andW for several noise intensities and correlation times. Our measurements are in good agreement with the theoretical results of Jung and Risken described in the preceeding paper.     

由加性和乘性噪声驱动的非对称双稳系统的随机共振

根据信噪比理论，研究了由乘性和加性白噪声以及周期矩形信号共同作用的非对称双稳系统的随机共振。推导出了信噪比的解析表达式，并且该表达式适用于任意的信号振幅。数值分析表明乘性噪声强度D和加性噪声强度α对信噪比的影响是不同的：对应于任意的一个非对称系数r的值，SNR-α 曲线比SNR-D曲线更容易出现随机共振。即当系统的双阱不是很不对称的时候，改变加性噪声比改变乘性噪声更容易产生随机共振。此外，势井的非对称性能够减小信噪比。     

Mean first-passage time of an asymmetric bistable system driven by colour-correlated noise

In this paper, the effect of every parameter (including p, q, r, \la, \tau) on the mean first-passage time (MFPT) is investigated in an asymmetric bistable system driven by colour-correlated noise. The expression of MFPT has been obtained by applying the steepest-descent approximation. Numerical results show that (1) the intensity of multiplicative noise p and the intensity of additive noise q play different roles in the MFPT of the system, (2) suppression appears on the curve of the MFPT with small \la (e.g. \la<0.5) but there is a peak on the curve of the MFPT when \la is big (e.g. \la >0.5), and (3) with different values of r (e.g. r=0.1, 0.5, 1.5), the effort of \tau on the MFPT is diverse.