Systems under the influence of white and colored poisson noise

We deal in this paper with systems driven by white or colored Poisson noise. For a free Brownian particle under the influence of white Poisson noise an exact generalized master equation in position space is obtained. In the Gaussian and Smoluchowski limits, known results are recovered. For a general process defined by a stochastic differential equation, with colored Poisson noise, we find an approximate generalized master equation, including first order terms in the correlation time and the first correction to the gaussianity. Under a more restrictive approximation, the stationary distribution function is given. This is used to study the phase transition in the steady state for a Verhulst model. Corrections to the gaussianity are discussed in this case.     

Verhulst model with Lévy white noise excitation

The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Lévy process we study the nonlinear relaxation of the population density for three cases of white non-Gaussian noise: (i) shot noise; (ii) noise with a probability density of increments expressed in terms of Gamma function; and (iii) Cauchy stable noise. We obtain exact results for the probability distribution of the population density in all cases, and for Cauchy stable noise the exact expression of the nonlinear relaxation time is derived. Moreover starting from an initial delta function distribution, we find a transition induced by the multiplicative Lévy noise, from a trimodal probability distribution to a bimodal probability distribution in asymptotics. Finally we find a nonmonotonic behavior of the nonlinear relaxation time as a function of the Cauchy stable noise intensity.     

Correlation function of an optical bistable system with cross-correlated additive white noise and multiplicative colored noise

Considering an optical bistable system with cross-correlated additive white noise and multiplicative colored noise, we study the effects of correlation between the noises on the correlation function C（s） using the unified colored noise approximation and the Stratonovich deeoupling ansatz formalism. The effects of the self-correlation time τ of the multiplicative colored noise and the correlation intensity λ between the two noises are studied with numerical calculation. It is found that C（s） increases with the increase of the self-correlation timeτ, but decreases with the increase of the correlation intensity λ. At large value of τ, there is almost no change for C（s） when τ changes.     

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.     

A field-theoretical approach to the extended Hubbard model

We transform the quartic Hubbard terms in the extended Hubbard model to a quadratic form by making the Hubbard–Stratonovich transformation for the electron operators. This transformation allows us to derive exact results for mass operator and charge–charge and spin–spin correlation functions for s-wave superconductivity. We discuss the application of the method to the d-wave superconductivity.     

Prony's method applied to estimate noise source locations and their sound powers

An application of Prony's method for evaluating the acoustic power and location of sound sources from spatially sampled data is described. A sound source considered as a point source has an intensity proportional to the inverse square of the distance between source and observation point. The Fourier transform of this intensity function is an exponential function with a real exponent. The shift property of the Fourier transform results in a spectral change in the phase angle, which is expressed in the transform domain by a multiplicative exponential function of pure imaginary exponent. In this paper the usual time axis of the Fourier pair of time and frequency is treated as a variable denoting the location of the sound source. Accordingly, each spectral component of spatially sampled sound intensity generated by n point sources can be expressed as a linear combination of n complex exponentials. By applying Prony's method to the spectral data, these unknown exponents can be calculated numerically. This paper deals with an estimation procedure to find the location and power of a noise source. The estimation is done by minimizing the sum of the squares of the errors between the model and measured data. The proposed method has general applicability to problems where the so-called inverse square law for intensity can be assumed to be valid.     

EFFECTS OF CROSS-CORRELATED NOISES ON A SINGLE-MODE LASER MODEL: STEADY STATE ANALYSIS

The stationary properties of a single-mode laser with positive and negative correlations between additive and multiplicative white-noise terms are investigated. By virtue of a simple rule and decoupling ansatz, the intensity correlation function and correlation time for the laser model are derived. We found that: (1) the fluctuation of light intensity with negative correlations between the noise terms are reduced in comparison with those for positive correlations; (2) the coupling between additive and multiplicative noises enhances the rate of decay of intensity correlation; (3) the effects of negative correlations between the noise terms are more remarkable than those of positive correlations.     

Hoe/lensless matched spatial filter wavelength-scaling correlator

A scaling correlator optical pattern recognition system is described in which a lensless matched spatial filter (with the second Fourier transform lens and the matched spatial filter recorded on the same plate) is used with a first Fourier transform lens that is also an holographic optical element. The matched spatial filter is recorded at one wavelength and correlation is obtained at a second wavelength. Experimental demonstration and output correlation SNR data are reported, together with a comparison of the system's noise level using conventional optics and holographic elements.     

Reflexion of a spherical wave by the plane interface between a perfect fluid and a porous medium

By using the Fourier transform of the system of equations and continuity conditions, it is easy to obtain the Fourier transform of the solution. This last function is decomposed into several terms which are identified as Fourier images of known functions. An exact representation of the scattered sound pressure field is obtained as a combination of the radiation of the image source and layer potentials. Approximations are given when the point spherical source is located on the interface.     

Effect of Asymmetry in a Bistable System Subject to Multiplicative Colored Noise

By the method of the stochastic energetics, we investigate the stochastic resonance (SR) phenomenon of an overdamped Brown particle in an asymmetric bistable potential, driven by external periodical signal and multiplicative noise. The expressions have been obtained for the quasi-steady-state probability distribution function. It is found that the input energy (IE) pumped into the system by the external driving shows an SR-like behavior as a function of the noise strength, whereas the IE turns to be a monotonic function of the correlation time of the noise. The effect of potential asymmetry is also studied on SR and IE.     

色交叉关联噪声作用下集合种群的稳定性和平均灭绝时间

在Levins模型的基础上研究了色交叉关联噪声对集合种群稳定性的影响, 应用Fokker-Plank方程得到了系统的稳态概率密度函数, 运用最快下降法得到了平均灭绝时间的解析式. 结果表明: 两噪声色关联时, 加性噪声强度和乘性噪声强度均弱化集合种群的稳定性; 噪声关联强度强化集合种群的稳定性. 两噪声之间负关联时, 平均灭绝时间是加性噪声强度和乘性噪声强度的减函数, 是噪声关联时间的增函数; 两噪声之间正关联时, 平均灭绝时间是加性噪声强度和噪声关联时间乘性噪声强度的减函数, 是乘性噪声强度的非单调函数. 关键词： 集合种群 色交叉关联噪声 稳定性 平均灭绝时间     

阈下激励与噪声联合作用下肝细胞系统的内钙时空随机共振问题

研究阈下周期信号激励对耦合肝细胞系统内钙离子浓度（［Ca²⁺］)的时空随机共振性质的影响.当阈下激励的频率等于确定性系统在Hopf分岔点附近的频率时,它就会极大地提高随机耦合系统内发生［Ca²⁺］喷发的细胞的比例,通过对喷发比的自相关函数计算得知阈下激励增强了系统在高斯白噪声作用下［Ca²⁺］的时间共振性.通过数值模拟得知,对于不同耦合强度,都存在最优噪声强度使得随机系统内［Ca²⁺］时间共振达到最佳,并且随着细胞间耦 关键词： 钙振动 噪声 阈下激励 随机共振     

交叉色关联噪声驱动的单模激光系统统计性质研究

采用交叉色关联的加性色噪声和乘性色噪声驱动的单模激光立方模型,通过诺维科夫理论和福克斯近似以及斯特拉托诺维奇近似,得到反映激光统计性质的强度关联函数C的表达式;研究关联时间τ、净增益系数a₀和交叉关联强度λ对强度关联函数C的影响.数值模拟发现,在阈值以上（a₀>0）时,关联函数C随关联时间τ的增大而增大;在阈值以下（a₀<0）时,关联函数C随关联时间τ的增大而减小.无论在阈值以上还是阈值以下,关联函数C均随交叉关联强度λ的增大而减小.在C-a₀曲线上存在单峰. 关键词： 单模激光 交叉关联 强度涨落 强度关联函数     

Relaxation of initial spatially unhomogeneous states of phonon gases scattered by point mass defects embedded in isotropic media

The Cauchy problem for the Boltzmann-Peierls equation describing the rarefied gas of acoustic phonons scattered by point mass defects embedded in an isotropic medium is studied. The equation for the Fourier-Laplace transform of the distribution function obtained from the Boltzmann-Peierls equation is solved. The singularities of the Fourier-Laplace transform of the distribution function are investigated. The explicit time dependence of the Fourier transform is established. The crossover from kinetic to diffusive behaviour and the long-time asymptotics of the distribution function is studied. The spectral decomposition of the collision operator is obtained and several lowest order terms of the Chapman-Enskog series are derived. For comparison the suitable results for two dimensional isotropic media are listed.     

Nonlinear Evolution Equations with Gradient Coupled Noise

We show existence and uniqueness of solutions for a class of nonlinear evolution equations with gradient coupled noise. Our results are obtained by using a simple transformation relating the equation under consideration to an underlying deterministic partial differential equation. Both the Itô and the Stratonovich conventions are treated. Several examples show that the properties of solutions for Itô equations can differ significantly from those of Stratonovich equations.     

过阻尼谐振子的随机共振

研究了由交叉相关高斯白噪声驱动的过阻尼谐振子的随机共振,其中加法噪声被周期信号所调制,运用平稳关联函数的傅里叶变换,导出了过阻尼谐振子随机模型信噪比的精确表达式.结果揭示:在过阻尼谐振子的随机模型中存在二类随机共振.一类随机共振表现为信噪比随乘法噪声强度Q变化的曲线存在共振峰,另一类随机共振表现为信噪比随振子频率ω变化的曲线存在共振峰.大幅度改变信号频率Ω值的大小,信噪比随乘法噪声强度Q变化的曲线有单峰,一峰一谷和单调变化三种不同的形式.     

Measurement of dynamic crack tip displacement field by speckle photography and interferometry

Speckle interferometry has been used to measure the transient displacement field around a crack due to stress wave loading. Double exposure interferograms are recorded with a pulsed ruby laser, and correlation fringes formed by spatial filtering of the developed film. A new technique is presented for reducing the noise level in spatially filtered speckle interferograms. Independent fringe patterns, obtained from one interferogram but with the filtering aperture sampling different regions of the Fourier transform plane, are digitised by a CCD camera and combined numerically. It is demonstrated that accurate analysis of fringe patterns by the Fourier transform method can be carried out, even if no carrier fringes are present. The measurements are compared with those obtained by speckle photography. Least-squares fitting of the theoretical displacement field is used to calculate the stress intensity factor at the crack tip as a function of time.     

DETERMINATION OF FLOQUET STATES AND QUASI-ENERGY BY CORRELATION FUNCTION

The Floquet spectrum generated by the use of time correlation function has been developed to extract the Floquet functions with Fourier transform method for wave function at integral multiples of optical period. The quasi-energy position and ionization width of those Floquet states have also been determined by least-squares fit method. Numerical calculation shows that the Fourier transform method is powerful and the resultant Floquet functions are in excellent agreement with that obtained by orthogonality projection method developed in our previous work.     

三能级钾原子气体三维傅里叶变换频谱的解析解

利用投影切片定理、傅里叶位移定理和误差函数给出三能级钾原子气体三维傅里叶变换频谱在T=0界面的解析解.固定均匀线宽,非均匀展宽和对角线相关系数可以定量地识别,通过在适当方向上拟合三维傅里叶变换频谱谱峰的切片来确定.结果表明,非均匀展宽增大,频谱图沿着对角线方向延伸,对角线相关系数增大,频谱图逐渐变圆,振幅也逐渐变小.     

Itô versus Stratonovich

A survey is given of the facts and fancies concerning the nonlinear Langevin or Itô equation. Actually, it is merely a pre-equation, which becomes an equation when an interpretation rule is added. The rules of Itô and Stratonovich differ, but both are mathematically consistent and therefore equally admissible conventions. The reason why they seem to lead to physical differences is that the Langevin approach used to arrive at the equation involves a tacit assumption. For systems with external noise this assumption can be justified, and it is then clear that the Stratonovich rule applies. Systems with internal noise, however, can only be properly described by a master equation and the Itô-Stratonovich controversy never enters. Afterward one is free to model the resulting fluctuations either with an Itô or a Stratonovich scheme, but that does not lead to any new information.