Effect of Correlation of Two Dichotomous Noises on Stochastic Resonance

The effect of the correlation of two dichotomous noises on stochastic resonance is investigated for a linear stochastic system subject to a periodic oscillatory signal. It is found that, the correlation between the two dichotomous noises can not only affect the appearance of the stochastic resonance phenomenon, but also the distinctness of the stochastic resonance phenomenon. There is an optimal value of the correlation, at which the stochastic resonance phenomenon is most distinct. In addition, the correlation between the two dichotomous noises can also cause the movement of the peak of stochastic resonance. Finally, two stochastic resonances caused by two correlated multiplicative dichotomous noises can be found in this system.     

A Comparative Study of Electron Heat Transport in a Stochastic and a Non‐Stochastic Magnetic Field

We studied the electron heat transport across a non‐local stochastic magnetic field and a non‐local non‐stochastic magnetic field in tokamak plasmas. Analytical results and numerical simulation results were compared with conditions of a stochastic and a non‐stochastic magnetic field respectively in this article. Parameter of stochasticity in perturbed magnetic field was found not tobe a key factor in influencing effective radial heat conductivity in radial direction of tokomak when Chirikov parameter is close to one (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

具有色关联的色噪声驱动下单模激光线性模型的随机共振

研究了具有指数形式关联的两色噪声驱动下单模激光线性模型受信号调制后其输出信噪比，发现了随机共振现象.根据计算结果讨论了噪声（即噪声强度、噪声间互关联程度和关联时间）和信号（信号频率和信号振幅）对信噪比的影响. 关键词： 随机共振 噪声关联时间 信噪比     

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.     

光学双稳系统中的随机共振

运用绝热近似理论，研究了由加性噪声和乘性噪声及周期信号驱动的光学双稳系统的随机共振现象. 发现该模型中输出信噪比R～随着加性噪声强度D_a的变化曲线中会出现随机共振现象，而信噪比R～随着乘性噪声强度D_m的变化曲线是单调减小的，信噪比曲线中没有出现随机共振现象. 因此，加性噪声和乘性噪声对输出信噪比的影响是不同的. 关键词： 随机共振 信噪比 乘性噪声 加性噪声     

Correlation Functions of an Autonomous Stochastic System with Nonlinear Time Delays

The auto-correlation function and the cross-correlation of an autonomous stochastic system with nonlinear time-delayed feedback are investigated by using the stochastic simulation method. There are prominent differences between the roles of quadratic time-delayed feedback and cubic time-delayed feedback on the correlations of an autonomous stochastic system. Under quadratic time-delayed feedback, the nonlinear time delay fails to improve the noisy state of the autonomous stochastic system, the auto-correlation decreases monotonously to zero, and the cross-correlation increases monotonously to zero with the decay time. Under cubic time-delayed feedback, the nonlinear time delay can improve the noisy state of the autonomous stochastic system; the auto-correlation and the cross-correlation show periodical oscillation and attenuation, finally tending to zero with the decay time. Comparing the correlations of the system between with nonlinear time-delayed feedback and linear time-delayed feedback, we find that nonlinear time-delayed feedback lowers the correlation strength of the autonomous stochastic system.     

Stochastic calculus in physics

The relationship of the Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations.     

乘性二次噪声驱动的线性过阻尼振子的随机共振

针对乘性二次噪声和加性周期调制噪声联合驱动的线性过阻尼振子, 利用随机平均法推导了系统响应的一阶、 二阶稳态矩以及稳态响应振幅和方差的解析表达式. 理论分析和仿真实验均表明这类系统具有比传统的由线性噪声驱动的线性系统更丰富的动力学特性; 当二次噪声的系数满足一定条件时, 系统稳态响应的振幅及方差均存在广义随机共振现象.     

偏置信号调制下色关联噪声驱动的线性系统的随机共振

研究了偏置信号调制下关联分段噪声驱动的过阻尼线性系统的随机共振现象，推导出了一阶矩、二阶矩和信噪比的解析表达式. 通过对信噪比曲线的分析，发现该系统中存在三种不同形式的随机共振：传统的随机共振、真正的随机共振和广义的随机共振. 此外，数值结果还表明，加性噪声能够减弱输出的信噪比，而噪声之间的互相关强度能够使输出的信噪比增强. 关键词： 随机共振 信噪比 偏置信号调制的噪声 分段噪声     

Stochastic resonance in chaotic systems

The phenomenon of stochastic resonance (SR) is investigated for chaotic systems perturbed by white noise and a harmonic force. The bistable discrete map and the Lorenz system are considered as models. It is shown that SR in chaotic systems can be realized via both parameter variation (in the absence of noise) and by variation of the noise intensity with fixed values of the other parameters.     

Implications of Noise on Neural Correlates of Consciousness: A Computational Analysis of Stochastic Systems of Mutually Connected Processes

Random fluctuations in neuronal processes may contribute to variability in perception and increase the information capacity of neuronal networks. Various sources of random processes have been characterized in the nervous system on different levels. However, in the context of neural correlates of consciousness, the robustness of mechanisms of conscious perception against inherent noise in neural dynamical systems is poorly understood. In this paper, a stochastic model is developed to study the implications of noise on dynamical systems that mimic neural correlates of consciousness. We computed power spectral densities and spectral entropy values for dynamical systems that contain a number of mutually connected processes. Interestingly, we found that spectral entropy decreases linearly as the number of processes within the system doubles. Further, power spectral density frequencies shift to higher values as system size increases, revealing an increasing impact of negative feedback loops and regulations on the dynamics of larger systems. Overall, our stochastic modeling and analysis results reveal that large dynamical systems of mutually connected and negatively regulated processes are more robust against inherent noise than small systems.     

Frequency （Stochastic） Resonance and Stochastic Resonance for a Superconducting Junctions＇ Device

In this paper, we investigate a Josephson-junction device with dichotomous resistance or a special SQUID （superconducting quantum interference device）. It is shown that frequency （stochastic） resonance and stochastic reso- nance can appear for some suitably selected parameters＇ values of the device respectively. Our results can provide some insights for the investigation of the SQUID response to the signal （including the input alternating current, the added al- ternating voltage, the vertically added alternating magnetic field, and the detected （electric-magnetic） temporal-periodic signal）.     

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     

Information Length Analysis of Linear Autonomous Stochastic Processes

When studying the behaviour of complex dynamical systems, a statistical formulation can provide useful insights. In particular, information geometry is a promising tool for this purpose. In this paper, we investigate the information length for n-dimensional linear autonomous stochastic processes, providing a basic theoretical framework that can be applied to a large set of problems in engineering and physics. A specific application is made to a harmonically bound particle system with the natural oscillation frequency ω, subject to a damping γ and a Gaussian white-noise. We explore how the information length depends on ω and γ, elucidating the role of critical damping γ=2ω in information geometry. Furthermore, in the long time limit, we show that the information length reflects the linear geometry associated with the Gaussian statistics in a linear stochastic process.     

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.