Stochastic resonance in an optical bistable system subjected to cross-correlated additive white noise and multiplicative colored noise

The stochastic resonance (SR) of an optical bistable system with cross-correlated additive white and multiplicative colored noises and periodic signal is studied using the unified colored noise approximation and the theory of signal-to-noise ratio (SNR). Results show that cross-correlation intensity λ enforces the SR of the system. The position of the peak on the SNR-τ curves moves to the right direction along with the increase of λ (τ is the self-correlation time of the multiplicative colored noise). We find the SR phenomenon in the SNR-D and SNR-Q curves (D and Q are the intensities of the additive and multiplicative noises, respectively), but not in the SNR-λ curves.     

Steady-state analysis subject to a coloured and a white additive of a bistable system multiplicative noise noise with coloured cross-correlated noises

The steady-state properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different values of noise correlation times T1 and T2. After introducing a dimensionless parameter R（R = α/D, D is the intensity of the multiplicative noise and a is the intensity of the additive noise）, and performing the numerical computations, we find the following points： （1） For the case of R 〉 1, A （the intensity of correlation between additive and multiplicative noises）, T1 and T2 can induce the stationary probability distribution （SPD） transition from bimodal to unimodal in structure, but for the cases of R _〈 1, the bimodal structure is preserved; （2） a can also induce the SPD transition from bimodal to unimodal in structure; （3） the bimodal structure of the SPD exhibits a symmetrical structure as D increases.     

色噪声驱动的非对称双稳系统的平均首次穿越时间

研究了由关联乘性色噪声及加性白噪声驱动的非对称双稳系统中势阱的非对称性及噪声对系统两个方向平均首次穿越时间的影响. 首先利用一致有色噪声近似推导了系统的稳态概率密度的表达式，根据最速下降法推导了平均首次穿越时间的表达式. 数值结果表明：势阱的非对称性对两个方向的平均首次穿越时间的影响是不同的；由于噪声的关联性，即使对于关联乘性色噪声及加性白噪声驱动的对称双稳系统，两个方向的平均首次穿越时间也不再相等；在lnT₊-r和lnT_{-关键词： 平均首次穿越时间 非对称双稳系统 乘性色噪声 加性白噪声}     

色关联噪声驱动的非对称双稳系统中平均首次穿越时间的研究

研究了由色关联的乘性白噪声和加性白噪声驱动的非对称双稳系统中，色关联及非对称性对平均首次穿越时间的影响.数值结果表明乘性噪声强度α和加性噪声强度D及互相关时间τ对首次穿越时间T的影响是一致的，加性和乘性噪声间的互关联强度λ及势阱的非对称性r对T的影响是一致的.τ的增加能提高粒子的逃逸率，λ的增加则减小逃逸率.     

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。     

Intensity correlation function of an optical bistable system subjected to cross-correlated noises

The normalized correlation function C(s) of an optical bistable system driven by cross-correlated noises is investigated. Based on the numerical computation and simulation results, it is found that: (1) The intensity of multiplicative noise D and the intensity of additive noise Q play opposite roles on C(s), i.e., D enhances the rate of fluctuation decay of transmitted light intensity and Q slows down the rate of fluctuation decay of the transmitted light intensity; (2) The strength of correlations between the multiplicative and additive noises λ slows down the rate of decay of intensity fluctuation; (3) For the case of positive correlated noises (λ>0), the increasing cooperativity parameter C slows down the rate of decay of intensity fluctuation firstly and then enhances it; (4) For the case of negative correlated noises (λ<0), the increasing C almost does not affect the rate of decay of intensity fluctuation firstly and then enhances it.     

Stochastic resonance in a bistable system with coloured correlation between additive and multiplicative noise

The phenomenon of stochastic resonance (SR) in a bistable nonlinear system with coupling between additive and multiplicative noises is investigated when the correlation between two noise terms is coloured. It is found that the signal-to-noise ratio (SNR) of the system is affected not only by the coupling strength λ between two noise terms, but also by the noise correlation time τ. The SNR is changed from a single peak, to two peaks with a dip, and then to a monotonically decreasing function with noise strength. The dependence of the SR on the initial conditions is entirely caused by the coupling strength λ between two noise terms.     

非对称双稳系统中平均首次穿越时间的研究

研究了由乘性白噪声和加性白噪声驱动的非对称双稳系统中，势阱的非对称性对两个不同方 向的平均首次穿越时间的影响.发现在非对称双稳系统中，两个不同方向的平均首次穿越时 间是与初始状态有关.此外，对一维非对称达芬模型的平均首次穿越时间进行了研究.数值结 果表明：(1) 非对称双稳系统的平均首次穿越时间对初始状态有“记忆性”；(2) 噪声强度 对两个不同方向的平均首次穿越时间T₊（x_s1→x_s2)和 T_-(x_s2→x_s1)的影响是不同的：lnT_--Ｄ 曲线上存在峰值，出 现了“共振”现象，而lnＴ₊-Ｄ曲线是单调的；(3) 势阱的非对称性r对T ₊（x_s1→x_s2)和T_-(x_s2→x_s1 )的影响是不 同的：lnＴ_--r曲线上存在极小值，出现了“抑制”现象，而lnＴ₊ -r曲线是单调的. 关键词： 平均首次穿越时间 非对称双稳系统 乘性噪声 加性噪声     

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 time-delayed bistable system subject to multiplicative and additive noise

This paper investigates the stochastic resonance in a time-delayed bistable system subjected to multiplicative and additive white noise and asymmetric dichotomous noise.Under the adiabatic approximation condition,the expression of the signal-to-noise ratio (SNR) is obtained.It finds that the SNR is a non-monotonic function of the delayed times,of the amplitude of the driving square-wave signal,as well as of the asymmetry of the dichotomous noise.In addition,the SNR varies non-monotonously with the intensities of the multiplicative and additive noise as well as the system parameters.Moreover,the SNR depends non-monotonically on the correlate rate of the dichotomous noise.     

双色噪声驱动光学双稳系统的弛豫时间研究

研究乘性及加性噪声的自关联时间τ₁和τ₂,交叉关联时间τ对光学双稳系统的弛豫时间的影响.弛豫时间T由Mei等所采用的方法得到. 经数值计算, 结果表明: 两噪声间交叉关联时间τ及乘性噪声的自关联时间τ₁延缓系统涨落的消退(T随τ及τ₁的增大而增大);T随加性噪声的自关联时间τ 关键词： 关联噪声 弛豫时间 光学双稳系统     

Stochastic resonance in a time-delayed mono-stable system with correlated multiplicative and additive white noise

This paper considers the stochastic resonance for a time-delayed mono-stable system, driven by correlated multiplicative and additive white noise. It finds that the output signal-to-noise ratio (SNR) varies non-monotonically with the delayed times. The SNR varies non-monotonically with the increase of the intensities of the multiplicative and additive noise, with the increase of the correlation strength between the two noises, as well as with the system parameter.     

Stochastic resonance in a stochastic bistable system subject to additive white noise and dichotomous noise

The stochastic resonance (SR) in a stochastic stable system driven by a static force and a periodic square-wave signal as well as by additive white noise and dichotomous noise is considered from the point of view of the signal-to-noise ratio (SNR). It is found that the SNR exhibits SR behavior when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as well as when plotted as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise is investigated.     

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.     

色交叉关联噪声对基因转录调节系统的影响

研究了受色交叉关联噪声驱动的基因转录调节系统的瞬态性质(平均首通时间).据Novikov定理和Fox近似方法得到相应的Fokker-Planck方程,求出稳态概率分布函数的表达式.在此基础上运用最快下降法得到平均首通时间的近似表达式.经过数值计算,结果表明：在强关联,小关联时间条件下,蛋白质的浓度经历了开→关→开;在弱关联,大关联时间条件下,蛋白质的浓度经历了开→关.在基因转录过程中出现了重入现象. 关键词： 色交叉关联噪声 基因转录调节系统 平均首通时间     

Hypersensitivity of a nonlinear system with multiplicative colored noise to an external periodic signal

A simple nonlinear stochastic system, an overdamped Kramers oscillator with multiplicative colored noise, is studied analytically and by numerical simulation. It is shown that in the region where on-off intermittency occurs, the system becomes hypersensitive to weak external periodic signals. Zh. éksp. Teor. Fiz. 116, 1484–1498 (October 1999)     

Stochastic resonance in an asymmetric bistable system driven by multiplicative and additive Gaussian noise and its application in bearing fault detection

The phenomenon of stochastic resonance (SR) in a new asymmetric bistable model is investigated. Firstly, a new asymmetric bistable model with an asymmetric term is proposed based on traditional bistable model and the influence of system parameters on the asymmetric bistable potential function is studied. Secondly, the signal-to-noise ratio (SNR) as the index of evaluating the model are researched. Thirdly, Applying the two-state theory and the adiabatic approximation theory, the analytical expressions of SNR is derived for the asymmetric bistable system driven by a periodic signal, unrelated multiplicative and additive Gaussian noise. Finally, the asymmetric bistable stochastic resonance (ABSR) is applied to the bearing fault detection and compared with classical bistable stochastic resonance (CBSR) and classical tri-stable stochastic resonance (CTSR). The numerical computations results show that:(1) the curve of SNR as a function of the additive Gaussian noise and multiplicative Gaussian noise first increased and then decreased with the different influence of the parameters a, b, r and A; This demonstrates that the phenomenon of SR can be induced by system parameters; (2) by parameter compensation method, the ABSR performs better in bearing fault detection than the CBSR and CTSR with merits of higher output SNR, better anti-noise and frequency response capability.     

Stochastic multiresonance in a bistable sawtooth potential driven by correlated multiplicative and additive noise

We present an analytic investigation of the signal-to-noise ratio (SNR) by studying the bistable sawtooth system driven by correlated Gaussian white noises. The analytic expression of SNR is obtained. Based on it, we detect the phenomenon of stochastic multiresonance, which arises from the dependence of SNR upon the noises correlation coefficient. Furthermore, there exists not only resonance, but also suppression in the SNR∼D (the additive noise intensity) curve and the SNR∼Q (the multiplicative noise intensity) curve. Received 26 February 2002 / Received in final form 12 July 2002 Published online 17 September 2002     

Scaling behavior of a nonlinear oscillator with additive noise,white and colored

We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time. For Gaussian white noise, an analytical expression for the probability distribution function of the energy is obtained in the long-time limit. In the case of colored, Ornstein-Uhlenbeck noise, a self-consistent calculation leads to (different) anomalous diffusion exponents. Dimensional analysis yields the qualitative behavior of the prefactors (generalized diffusion constants) as a function of the correlation time. Received 10 October 2002 Published online 6 March 2003 RID="a" ID="a"e-mail: mallick@spht.saclay.cea.fr