Pure Multiplicative Noises Induced Population Extinction in an Anti-tumor Model under Immune Surveillance

The dynamical characters of a theoretical anti-tumor model under immune surveillance subjected to a pure multiplicative noise are investigated. The effects of pure multiplicative noise on the stationary probability distribution (SPD) and the mean first passage time (MFPT) are analysed based on the approximate Fokker-Planck equation of the system in detail. For the anti-tumor model, with the multiplicative noise intensity D increasing, the tumorpopulation move towards to extinction and the extinction rate can beenhanced. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.     

First-Order-Like Transition in Inhomogeneously Broadened Two-Mode Ring Laser Gain-Noise Model

An inhomogeneously broadened two-mode ring laser gain-noise model taking account of both full saturation effects and multiplicative noise induced by gain fluctuations is investigated. By using a corresponding Fokker-Planck equation and perturbation theory proposed by Graham et al. the joint stationary distribution for light intensities is obtained. It is found that a first-order-like transition occurs when laser is operated off resonance.     

Generalized Fokker-Planck equation: Derivation and exact solutions

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and Lévy stable noise, and show that it reproduces all Fokker-Planck equations that are known for these noises. Exact analytical, time-dependent and stationary solutions of the generalized Fokker-Planck equation are derived and analyzed in detail for the cases of a linear, a quadratic, and a tailored potential.     

Steady-State Analysis of Two Single-Mode Dye Laser Models with Multiplicative Colored Model

In this paper, a unified expansion theory that can be simultaneously applied to both large and small correlation times developed by Gang HU is established and applied to the systems driven by multiplicative colored noise. The stationary intensity probabilities are calculated for colored gain-noise and colored-loss-noise models. Comparing with the predictions of the best Fokker-Planck equation and the unified colored-noise approximation for the stationary intensity probability of the two models, it is found that the results of the unified expansion theory are in better agreement with simulations and experimental results than those of the best Fokker-Planck equation approximation and the unified colored-noise approximation.     

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     

Time-Delay Induced Reentrance Phenomenon in?a?Triple-Well Potential System Driven by?Cross-Correlated Noises

The effects of the time delay on the stationary properties of a triple-well potential system driven by the cross-correlated multiplicative and additive noises are investigated. The stationary probability distribution function (SPDF) is obtained by means of a numerical simulation method. The results indicate that: (i) The time delay can induce the reentrance phenomenon with increasing the delay time; (ii) The cross-correlation between the multiplicative and additive noises induces the symmetry breaking of the SPDF.     

Effect of time delay in FitzHugh-Nagumo neural model with correlations between multiplicative and additive noises

We study the effect of time delay in the FitzHugh-Nagumo neural model with correlations between multiplicative and additive noise terms. Based on the corresponding Fokker-Planck equation, the explicit expressions of the stationary probability distribution function (SPDF), the mean first passage time (MFPT) and the signal-to-noise ratio (SNR) are obtained, respectively. Research results show that: (i) the system undergoes a succession of two phase transitions (i.e., the reentrance phenomenon) as the noise correlation parameter is increased and a (single) phase transition as the time delay is increased. (ii) The MFPT as a function of the multiplicative noise intensity exhibits a maximum. This maximum for MFPT identifies the noise enhanced stability (NES) effect, the noise correlation parameter intensifies the NES effect while the time delay, and the additive noise intensity weakens it. (iii) The existence of a maximum in the SNR as a function of the multiplicative noise intensity is the identifying characteristic of the stochastic resonance (SR) phenomenon, the noise correlation parameter enhances the SR while the time delay, and the additive noise intensity weaken it.     

Stationary and dynamical properties of finite N-unit Langevin models subjected to multiplicative noises

We have studied the finite N-unit Langevin model subjected to multiplicative noises, by using the augmented moment method (AMM), as a continuation of our previous paper [H. Hasegawa, J. Phys. Soc. Japan 75 (2006) 033001]. Effects of couplings on stationary and dynamical properties of the model have been investigated. The difference and similarity between the results of diffusive and sigmoid couplings are studied in details. Time dependences of average and fluctuations in local and global variables calculated by the AMM are in good agreement with those of direct simulations (DSs). We also discuss stationary distributions of local and global variables with the use of the Fokker–Planck equation (FPE) method and DSs. It is demonstrated that stationary distributions show much variety when multiplicative noise and external inputs are taken into account.     

Optic-fiber communications: Nonlinear-transformation group

A new method for finding solutions of the nonlinear Schrödinger equation is proposed. A comutative multiplicative group of nonlinear transformations, which operate on stationary localized solutions, enables a consideration of fractal subspaces in the solution space, stability, and deterministic chaos. An increase of the transmission rate in the optic-fiber communications can be based on new forms of localized stationary solutions, without significant change of input power. The estimated transmission rate is 50 Gbit/s, for certain available soliton transmission systems.     

Dynamics of the Langevin model subjected to colored noise: Functional-integral method

We have discussed the dynamics of Langevin model subjected to colored noise, by using the functional-integral method (FIM) combined with equations of motion for mean and variance of the state variable. Two sets of colored noise have been investigated: (a) one additive and one multiplicative colored noise, and (b) one additive and two multiplicative colored noise. The case (b) is examined with relevance to a recent controversy on the stationary subthreshold voltage distribution of an integrate-and-fire model including stochastic excitatory and inhibitory synapses and a noisy input. We have studied the stationary probability distribution and dynamical responses to time-dependent (pulse and sinusoidal) inputs of the linear Langevin model. Model calculations have shown that results of the FIM are in good agreement with those of direct simulations (DSs). A comparison is made among various approximate analytic solutions such as the universal colored noise approximation (UCNA). It has been pointed out that dynamical responses to pulse and sinusoidal inputs calculated by the UCNA are rather different from those of DS and the FIM, although they yield the same stationary distribution.     

Scale-covariant quantization

It is argued that conventional operator field equations derived from a stationary action principle are improper when local operator products involve infinite multiplicative renormalizations. An alternative, scale-covariant operator field equation is derived by making scale variations of the field, variations which are everywhere proportional to the field itself. The resultant equation of motion is the same as that previously found on the basis of augmented field theory.     

噪音关联对单模激光光强定态几率分布的影响

从理论上对加性白噪音和乘性色噪音之间存在关联作用的单模激光立方模型进行了分析.通过数值计算得到;噪音关联时间和噪音关联强度参量对光强定态几率分布曲线有很大影响;特别地,当两噪音之间存在完全负关联时,光强被锁定在某一固定值处.     

Chapman-Kolmogorov equation and path integrals for discrete chaos in presence of noise

We derive an equation of the Chapman-Kolmogorov type for discrete multi-dimensional mappings under the action of additive and multiplicative noise with arbitrary distribution function. The resulting equation is reduced to a Fredholm integral equation. By iteration of the Chapman-Kolmogorov equation as usual, a path integral solution is found. Specializing the distribution function of the noise to a Gaussian distribution and taking the Fourier transform contant can be made with the path integral formulation used by Shraiman, Wayne and Martin.     

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.     

On the irreconcilability of Pareto and Gibrat laws

If business firms face a multiplicative growth process in which their growth rates are Laplace distributed and independent from their sizes, the size cannot be distributed according to a stationary Pareto distribution. Recent contributions, using formal arguments, seem to contrast with these statements. We prove that the proposed formal results are wrong.     

An approximate master equation for systems driven by linear Ornstein-Uhlenbeck noise

By use of an operator method, we construct a novel approximate evolution equation for a one-dimensional probability distribution of a single-degree-of-freedom system driven by Ornstein-Uhlenbeck noise. This equation is an integro-differential equation of the time-convolutionless type and its steady-state solution is presented. A class of non-linear equations with multiplicative noise is considered.     

Chapman-Kolmogorov equation for discrete chaos

We derive an equation of the Chapman-Kolmogorov type for multi-dimensional discrete mappings under the impact of additive and multiplicative noise with arbitrary distribution.     

Phase transitions in a bistable system driven by two colored noises

The colored noise problem is studied from the point of view of consistent Markovian approximations through extending unified colored-noise approximation to the case of two-colored-noise driving systems. A bistable system simultaneously driven by multiplicative and additive colored noise is investigated by means of the extended unified colored-noise approximation. It is found that, for weak strength and color of the additive noise, the form of the stationary probability distribution changes from a unimodal to a bimodal structure via a three modal one as the correlation time of the multiplicative colored noise increases, showing the system undergoes a first order phase transition from a monostable to a bistable state. Numerical simulations support our results. Received 10 August 1998 and Received in final form 23 April 1999     

Correlated Noises of the Stochastic Processes

The combined effect of several noises has been proposed recently. It has displayed that the presence of the correlation between noises can change the properties of the stochastic processes. In this paper, a general effective Fokker-Planck equation (FPE) with correlated noises is derived. The stationary distributions and the moments of two kinetic models under two correlated noise sources are obtained. The effects of the interference of additive and multiplicative noises are analyzed.