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1.
研究了在内噪声、外噪声(固有频率涨落噪声)及周期激励信号共同作用下具有指数型记忆阻尼的广义Langevin方程的共振行为.首先将其转化为等价的三维马尔可夫线性系统,再利用Shapiro-Loginov公式和Laplace变换导出系统响应一阶矩和稳态响应振幅的解析表达式.研究发现,当系统参数满足Routh-Hurwitz稳定条件时,稳态响应振幅随周期激励信号频率、记忆阻尼及外噪声参数的变化存在"真正"随机共振、传统随机共振和广义随机共振,且随机共振随着系统记忆时间的增加而减弱.数值模拟计算结果表明系统响应功率谱与理论结果相符. 相似文献
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In this paper, we investigate stochastic bifurcation for a tumor–immune system in the presence of a symmetric non-Gaussian Lévy noise. Stationary probability density functions will be numerically obtained to define stochastic bifurcation via the criteria of its qualitative change, and bifurcation diagram at parameter plane is presented to illustrate the bifurcation analysis versus noise intensity and stability index. The effects of both noise intensity and stability index on the average tumor population are also analyzed by simulation calculation. We find that stochastic dynamics induced by Gaussian and non-Gaussian Lévy noises are quite different. 相似文献
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针对随机相位作用的Duffing混沌系统, 研究了随机相位强度变化时系统混沌动力学的演化行为及伴随的随机共振现象. 结合Lyapunov指数、庞加莱截面、相图、时间历程图、功率谱等工具, 发现当噪声强度增大时, 系统存在从混沌状态转化为有序状态的过程, 即存在噪声抑制混沌的现象, 且在这一过程中, 系统亦存在随机共振现象, 而且随机共振曲线上最优的噪声强度恰为噪声抑制混沌的参数临界点. 通过含随机相位周期力的平均效应分析并结合系统的分岔图, 探讨了噪声对混沌运动演化的作用机理, 解释了在此过程中随机共振的形成机理, 论证了噪声抑制混沌与随机共振的相互关系. 相似文献
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We investigate the effect of alpha stable noise on stochastic resonance in a single-threshold sensor system by analytic deduction and stochastic simulation. It is shown that stochastic resonance occurs in the threshold system in alpha stable noise environment, but the resonant effect becomes weakened as the alpha stable index decreases or the skewness parameter of alpha stable distribution increases. In particular, for Cauchy noise a nonlinear relation among the optimal noise deviation parameter, the signal amplitude and the threshold is analytically obtained and illustrated by using the extreme value condition for the output signal-to-noise ratio. The results presented in this communication should have application in signal detection and image restoration in the non-Gaussian noisy environment. 相似文献
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本文采用随机模拟方法, 研究了过阻尼振子系统在α稳定噪声环境下的参数诱导随机共振现象. 结果表明, 在α噪声环境下, 调节系统参数能够诱导随机共振现象; 而且调节非线性项参数时, 随机共振效果随α稳定噪声的指数的减小而减弱, 但当调节线性项参数时, 随机共振效果则随着α稳定噪声的特征指数的减小而增强. 本文的结论在α稳定噪声环境下, 利用参数诱导随机共振原理进行弱信号检测方面具有重要的理论意义, 并有助于理解不同α稳定噪声对一般随机共振系统的共振效果的影响. 相似文献
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Impulsive control of stochastic systems with applications in chaos control, chaos synchronization, and neural networks 总被引:1,自引:0,他引:1
Real systems are often subject to both noise perturbations and impulsive effects. In this paper, we study the stability and stabilization of systems with both noise perturbations and impulsive effects. In other words, we generalize the impulsive control theory from the deterministic case to the stochastic case. The method is based on extending the comparison method to the stochastic case. The method presented in this paper is general and easy to apply. Theoretical results on both stability in the pth mean and stability with disturbance attenuation are derived. To show the effectiveness of the basic theory, we apply it to the impulsive control and synchronization of chaotic systems with noise perturbations, and to the stability of impulsive stochastic neural networks. Several numerical examples are also presented to verify the theoretical results. 相似文献
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The stability of stochastic systems under Poisson white noise excitations which based on the quantum theory is investigated in this paper. In general, the exact solution of the most of the stochastic systems with jumps is not easy to get. So it is very necessary to investigate the numerical solution of equations. On the one hand, exponential Euler method is applied to study stochastic delay differential equations, we can find the sufficient conditions for keeping mean square stability by investigating numerical method of systems. Through the comparison, we get the step-size of this method which is longer than the Euler-Maruyama method. On the other hand, mean square exponential stability of exponential Euler method for semi-linear stochastic delay differential equations under Poisson white noise excitations is confirmed. 相似文献
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Vasileios Basios 《The European physical journal. Special topics》2016,225(6-7):1219-1229
A novel case of probabilistic coupling for hybrid stochastic systems with chaotic components via Markovian switching is presented. We study its stability in the norm, in the sense of Lyapunov and present a quantitative scheme for detection of stochastic stability in the mean. In particular we examine the stability of chaotic dynamical systems in which a representative parameter undergoes a Markovian switching between two values corresponding to two qualitatively different attractors. To this end we employ, as case studies, the behaviour of two representative chaotic systems (the classic Rössler and the Thomas-Rössler models) under the influence of a probabilistic switch which modifies stochastically their parameters. A quantitative measure, based on a Lyapunov function, is proposed which detects regular or irregular motion and regimes of stability. In connection to biologically inspired models (Thomas-Rössler models), where strong fluctuations represent qualitative structural changes, we observe the appearance of stochastic resonance-like phenomena i.e. transitions that lead to orderly behavior when the noise increases. These are attributed to the nonlinear response of the system. 相似文献
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Stochastic stability of a fractional viscoelastic column axially loaded by a wideband random force is investigated by using the method of higher-order stochastic averaging. By modelling the wideband random excitation as Gaussian white noise and real noise and assuming the viscoelastic material to follow the fractional Kelvin–Voigt constitutive relation, the motion of the column is governed by a fractional stochastic differential equation, which is justifiably and uniformly approximated by an averaged system of Itô stochastic differential equations. Analytical expressions are obtained for the moment Lyapunov exponent and the Lyapunov exponent of the fractional system with small damping and weak random fluctuation. The effects of various parameters on the stochastic stability of the system are discussed. 相似文献
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Valerio Lucarini 《Journal of statistical physics》2012,146(4):774-786
Using the formalism of the Ruelle response theory, we study how the invariant measure of an Axiom A dynamical system changes
as a result of adding noise, and describe how the stochastic perturbation can be used to explore the properties of the underlying
deterministic dynamics. We first find the expression for the change in the expectation value of a general observable when
a white noise forcing is introduced in the system, both in the additive and in the multiplicative case. We also show that
the difference between the expectation value of the power spectrum of an observable in the stochastically perturbed case and
of the same observable in the unperturbed case is equal to the variance of the noise times the square of the modulus of the
linear susceptibility describing the frequency-dependent response of the system to perturbations with the same spatial patterns
as the considered stochastic forcing. This provides a conceptual bridge between the change in the fluctuation properties of
the system due to the presence of noise and the response of the unperturbed system to deterministic forcings. Using Kramers-Kronig
theory, it is then possible to derive the real and imaginary part of the susceptibility and thus deduce the Green function
of the system for any desired observable. We then extend our results to rather general patterns of random forcing, from the
case of several white noise forcings, to noise terms with memory, up to the case of a space-time random field. Explicit formulas
are provided for each relevant case analysed. As a general result, we find, using an argument of positive-definiteness, that
the power spectrum of the stochastically perturbed system is larger at all frequencies than the power spectrum of the unperturbed
system. We provide an example of application of our results by considering the spatially extended chaotic Lorenz 96 model.
These results clarify the property of stochastic stability of SRB measures in Axiom A flows, provide tools for analysing stochastic
parameterisations and related closure ansatz to be implemented in modelling studies, and introduce new ways to study the response
of a system to external perturbations. Taking into account the chaotic hypothesis, we expect that our results have practical
relevance for a more general class of system than those belonging to Axiom A. 相似文献
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Neiman A Schimansky-Geier L Moss F Shulgin B Collins JJ 《Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics》1999,60(1):284-292
We study, in terms of synchronization, the nonlinear response of noisy bistable systems to a stochastic external signal, represented by Markovian dichotomic noise. We propose a general kinetic model which allows us to conduct a full analytical study of the nonlinear response, including the calculation of cross-correlation measures, the mean switching frequency, and synchronization regions. Theoretical results are compared with numerical simulations of a noisy overdamped bistable oscillator. We show that dichotomic noise can instantaneously synchronize the switching process of the system. We also show that synchronization is most pronounced at an optimal noise level-this effect connects this phenomenon with aperiodic stochastic resonance. Similar synchronization effects are observed for a stochastic neuron model stimulated by a stochastic spike train. 相似文献
13.
《中国物理 B》2021,30(6):60501-060501
The generalized cell mapping(GCM) method is used to obtain the stationary response of a single-degree-of-freedom.Vibro-impact system under a colored noise excitation. In order to show the advantage of the GCM method, the stochastic averaging method is also presented. Both of the two methods are tested through concrete examples and verified by the direct numerical simulation. It is shown that the GCM method can well predict the stationary response of this noise-perturbed system no matter whether the noise is wide-band or narrow-band, while the stochastic averaging method is valid only for the wide-band noise. 相似文献
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In this Letter, based on robust control, we provide a general theoretical result on stochastic linear generalized synchronization (GS) of chaotic systems. Given a driving system with noise perturbations and a linear synchronization function, a response system is developed easily according to the scheme derived here. By introducing the Lyapunov stability theory and linear matrix inequalities (LMIs), the condition for synchronization is proved to be effective. Finally, the Lorenz system is taken for illustration and verification. 相似文献
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The main concern of this paper is finite-time stability (FTS) for uncertain discrete-time stochastic nonlinear systems (DSNSs) with time-varying delay (TVD) and multiplicative noise. First, a Lyapunov–Krasovskii function (LKF) is constructed, using the forward difference, and less conservative stability criteria are obtained. By solving a series of linear matrix inequalities (LMIs), some sufficient conditions for FTS of the stochastic system are found. Moreover, FTS is presented for a stochastic nominal system. Lastly, the validity and improvement of the proposed methods are shown with two simulation examples. 相似文献
16.
《Physica A》2004,331(3-4):477-486
We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka–Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. We find also a nonmonotonic behavior of the mean extinction time of one of the two competing species as a function of the additive noise intensity. 相似文献
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Stability Analysis of an Inverted Pendulum Subjected to Combined High Frequency Harmonics and Stochastic Excitations
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Stability of vertical upright position of an inverted pendulum with its suspension point subjected to high frequency harmonics and stochastic excitations is investigated. Two classes of excitations, i.e., combined high frequency harmonic excitation and Gaussian white noise excitation, and high frequency bounded noise excitation, respectively, are considered. Firstly, the terms of high frequency harmonic excitations in the equation of motion of the system can be set equivalent to nonlinear stiffness terms by using the method of direct separation of motions. Then the stochastic averaging method of energy envelope is used to derive the averaged Ito stochastic differential equation for system energy. Finally, the stability with probability 1 of the system is studied by using the largest Lyapunov exponent obtained from the averaged Ito stochastic differential equation. The effects of system parameters on the stability of the system are discussed, and some examples are given to illustrate the efficiency of the proposed procedure. 相似文献
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The stability of a viscoelastic column under the excitation of stochastic axial compressive load is investigated in this paper. The material of the column is modeled using a fractional Kelvin–Voigt constitutive relation, which leads to that the equation of motion is governed by a stochastic fractional equation with parametric excitation. The excitation is modeled as a bounded noise, which is a realistic model of stochastic fluctuation in engineering applications. The method of stochastic averaging is used to approximate the responses of the original dynamical system by a new set of averaged variables which are diffusive Markov vector. An eigenvalue problem is formulated from the averaged equations, from which the moment Lyapunov exponent is determined for the column system with small damping and weak excitation. The effects of various parameters on the stochastic stability and significant parametric resonance are discussed and confirmed by simulation results. 相似文献