Frequency-Dependent Stochastic Resonance in Globally Coupled Systems

A model of globally coupled bistable systems consisting of two kinds of sites, subject to a periodic driving and spatially uncorrelated stochastic force, is investigated. In the large system size limit, the problem of large number of coupled Langevin equations can be reduced to a simple problem of two coupled ordinary differential equations. Considering the finite size effect, we can derive two coupled Langevin equations. All the above three kinds of equations are numerically computed and compared with each other. Fkequency-dependent stochastic resonance is found, and the reduced equations can represent the high-dimensional system when the system size is large.     

具有固有频率涨落的记忆阻尼线性系统的随机共振

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.     

Stochastic resonance in a nonequilibrium electron-hole plasma

A photogenerated electron-hole plasma, heated in the process of Auger recombination, is studied. It is shown that in the plasma near the threshold for the appearance of uniform relaxational self-excited oscillations, weak noise transforms into a stochastic sequence of large-amplitude spikes. An additional optical periodic signal with amplitude approximately five times smaller than the noise variance, depending on the form of this signal, transforms these stochastic oscillations into low-amplitude quasiharmonic oscillations or into periodic spike self-excited oscillations of enormous amplitude. Pis’ma Zh. éksp. Teor. Fiz. 70, No. 7, 422–427 (10 October 1999)     

双稳系统的随机能量共振和作功效率

分析了处于双稳系统中的布朗粒子与外界的周期性外力和热随机力的功、热交互作用,建立了基于Langevin方程的随机能量平衡方程.围绕着受周期力、随机力和阻尼力共同作用的Langevin方程,采用动力学和非平衡热力学相结合的方法,从以"力"为立足点转到以"能量"为研究核心,深入分析了布朗粒子沿单一轨线运动时系统与环境之间的能量交换和作功效率,揭示了双稳系统的随机能量共振现象. 关键词： 双稳系统 随机能量共振 作功效率     

Noise induced complexity: from subthreshold oscillations to spiking in coupled excitable systems

We study the stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we characterize the collective behavior of the ensemble in terms of its mean field and show that with the increase of noise the mean field displays a transition from a steady equilibrium to global oscillations and then, for sufficiently large noise, back to another equilibrium. In the course of this transition diverse regimes of collective dynamics ranging from periodic subthreshold oscillations to large-amplitude oscillations and chaos are observed. In order to understand the details and mechanisms of these noise-induced dynamics we consider the thermodynamic limit N-->infinity of the ensemble, and derive the cumulant expansion describing temporal evolution of the mean field fluctuations. In Gaussian approximation this allows us to perform the bifurcation analysis; its results are in good qualitative agreement with dynamical scenarios observed in the stochastic simulations of large ensembles.     

Exact solution of a Langevin equation with nonlinear periodic noise

An exact stochastic average of a Langevin equation with a multiplicative nonlinear periodic noise is performed. The noise is described by an arbitrary periodic function of the diffusion Wiener-Lévy stochastic process. The solution of this stochastic equation is given by periodic solutions of the Hill equation.     

Foundations of quantum mechanics: The Langevin equations for QM

Stochastic derivations of the Schrödinger equation are always developed on very general and abstract grounds. Thus, one is never enlightened which specific stochastic process corresponds to some particular quantum mechanical system, that is, given the physical system—expressed by the potential function, which fluctuation structure one should impose on a Langevin equation in order to arrive at results identical to those comming from the solutions of the Schrödinger equation. We show, from first principles, how to write the Langevin stochastic equations for any particular quantum system. We also show the relation between these Langevin equations and those proposed by Bohm in 1952. We present numerical simulations of the Langevin equations for some quantum mechanical problems and compare them with the usual analytic solutions to show the adequacy of our approach. The model also allows us to address important topics on the interpretation of quantum mechanics.     

Stochastic quantization of order two parafermi fields

The method of stochastic quantization of Parisi–Wu is extended to include spinor fields obeying the generalized statistics of order two consistent with the weak locality requirement. Appropriate Langevin and Fokker–Planck equations are constructed using paragrassmann variables, which give rise to two fields with different masses in the equilibrium limit, in agreement with the results of the canonical quantization procedure. The connection between the stochastic quantization method and conventional Euclidean field theory is established through Klein transformations. Received: 14 November 2001 / Published online: 8 February 2002     

Power Spectrum of a Noisy System Close to a Heteroclinic Orbit

We consider a two-dimensional dynamical system that possesses a heteroclinic orbit connecting four saddle points. This system is not able to show self-sustained oscillations on its own. If endowed with white Gaussian noise it displays stochastic oscillations, the frequency and quality factor of which are controlled by the noise intensity. This stochastic oscillation of a nonlinear system with noise is conveniently characterized by the power spectrum of suitable observables. In this paper we explore different analytical and semianalytical ways to compute such power spectra. Besides a number of explicit expressions for the power spectrum, we find scaling relations for the frequency, spectral width, and quality factor of the stochastic heteroclinic oscillator in the limit of weak noise. In particular, the quality factor shows a slow logarithmic increase with decreasing noise of the form \(Q\sim [\ln (1/D)]^2\). Our results are compared to numerical simulations of the respective Langevin equations.     

Langevin approach for stochastic Hodgkin–Huxley dynamics with discretization of channel open fraction

The random opening and closing of ion channels establishes channel noise, which can be approximated and included into stochastic differential equations (Langevin approach). The Langevin approach is often incorporated to model stochastic ion channel dynamics for systems with a large number of channels. Here, we introduce a discretization procedure of a channel-based Langevin approach to simulate the stochastic channel dynamics with small and intermediate numbers of channels. We show that our Langevin approach with discrete channel open fractions can give a good approximation of the original Markov dynamics even for only 10 K⁺$10{\text{K}}^{+}$ channels. We suggest that the better approximation by the discretized Langevin approach originates from the improved representation of events that trigger action potentials.     

Stochastic perturbative derivation of the axial anomaly

The axial anomaly is calculated as the infinite Langevin time limit of stochastic triangle diagrams. Their regularization is insured with the help of an analytic stochastic regulator. The usual axial anomaly is recovered only when the Langevin equations used to generate the perturbative expansion are gauge covariant.     

Langevin description of markovian integro-differential master equations

For a given master equation of a discontinuous irreversible Markov process, we present the derivation of stochastically equivalent Langevin equations in which the noise is either multiplicative white generalized Poisson noise or a spectrum of multiplicative white Poisson noise. In order to achieve this goal, we introduce two new stochastic integrals of the Ito type, which provide the corresponding interpretation of the Langevin equations. The relationship with other definitions for stochastic integrals is discussed. The results are elucidated by two examples of integro-master equations describing nonlinear relaxation.     

Molecular rototranslation in condensed phases : Single particle theory

A multidimensional expansion of the Mori equation in terms of a chain of Markov equations is used to develop a theory of molecular rototranslation in condensed phases. The stochastic equations of motion are solved for transient and equilibrium averages of the relevant dynamical variables. The single particle rototranslational Langevin equations correspond to the first equation of the Markov chain and (with a rotational constraint) are solved using Wiener matrix algebra for a possible sixteen autocorrelation functions. The Einstein result for the mean-square velocity and angular velocity is generalized. The third dimension of the Markov chain corresponds mechanically to the (constrained) rototranslation of a molecule bound to a cage of nearest neighbours by a dissipative matrix γ. The cage is itself undergoing a rototranslational Brownian motion. The problem of evaluating the formal theory with experimental measurements is discussed in terms of the number of parameters associated with each approximant (or dimensionality of the Markov chain). It is possible to avoid using a least-mean-squares fitting procedure by using a broad enough range of data and simulator results.     

基于量子粒子群算法的自适应随机共振方法研究

为提升随机共振理论在微弱信号检测领域中的实用性,以随机共振系统参数为研究对象,提出了基于量子粒子群算法的自适应随机共振方法.首先将自适应随机共振问题转化为多参数并行寻优问题,然后分别在Langevin系统和Duffing振子系统下进行仿真实验.在Langevin系统中,将量子粒子群算法和描点法进行了寻优结果对比;在Duffing振子系统中,Duffing振子系统的寻优结果则直接与Langevin系统的寻优结果进行了对比.实验结果表明:在寻优结果和寻优效率上,基于量子粒子群算法的自适应随机共振方法要明显高于描点法;在相同条件下,Duffing振子系统的寻优结果要优于Langevin系统的寻优结果;在两种系统下,输入信号信噪比越低就越能体现出量子粒子群算法的优越性.最后还对随机共振系统参数的寻优结果进行了规律性总结.     

Study of stochastic resonance by method of stochastic energetics

Stochastic resonance (SR) is numerically analyzed by the method of the stochastic energetics that enable us to analyze the energetics of non-equilibrium processes described by the Langevin equations. The work done by the external agent which drives the potential to fluctuate periodically is shown to be a good quantitative measure of SR. If the phase lag of the inter-well resonant motion before the periodic force is investigated, the good measure of SR can be devised by extracting the inter-well resonant motion. Thus, we numerically investigate the phase lag of the Brownian motion. The value of phase lag at the optimal noise intensity is found to depend on the frequency of the periodic force.     

The quasiclassical Langevin equation and its application to the decay of a metastable state and to quantum fluctuations

We report on investigations on the consequences of the quasiclassical Langevin equation. This Langevin equation is an equation of motion of the classical type where, however, the stochastic Langevin force is correlated according to the quantum form of the dissipation-fluctuation theorem such that ultimately its power spectrum increases linearly with frequency. Most extensively, we have studied the decay of a metastable state driven by a stochastic force. For a particular type of potential well (piecewise parabolic), we have derived explicit expressions for the decay rate for an arbitrary power spectrum of the stochastic force. We have found that the quasiclassical Langevin equation leads to decay rates which are physically meaningful only within a very restricted range. We have also studied the influence of quantum fluctuations on a predominantly deterministic motion and we have found that there the predictions of the quasiclassical Langevin equations are correct.     

Pseudo-random number generation for Brownian Dynamics and Dissipative Particle Dynamics simulations on GPU devices

Brownian Dynamics (BD), also known as Langevin Dynamics, and Dissipative Particle Dynamics (DPD) are implicit solvent methods commonly used in models of soft matter and biomolecular systems. The interaction of the numerous solvent particles with larger particles is coarse-grained as a Langevin thermostat is applied to individual particles or to particle pairs. The Langevin thermostat requires a pseudo-random number generator (PRNG) to generate the stochastic force applied to each particle or pair of neighboring particles during each time step in the integration of Newton’s equations of motion. In a Single-Instruction-Multiple-Thread (SIMT) GPU parallel computing environment, small batches of random numbers must be generated over thousands of threads and millions of kernel calls. In this communication we introduce a one-PRNG-per-kernel-call-per-thread scheme, in which a micro-stream of pseudorandom numbers is generated in each thread and kernel call. These high quality, statistically robust micro-streams require no global memory for state storage, are more computationally efficient than other PRNG schemes in memory-bound kernels, and uniquely enable the DPD simulation method without requiring communication between threads.     

线性过阻尼分数阶Langevin方程的共振行为

通过将广义Langevin方程中的系统内噪声建模为分数阶高斯噪声,推导出分数阶Langevin方程, 其分数阶导数项阶数由系统内噪声的Hurst指数所确定.讨论了处于强噪声环境下的线性过阻尼分数阶 Langevin方程在周期信号激励下的共振行为,利用Shapiro-Loginov公式和Laplace变换, 推导了系统响应的一、二阶稳态矩和稳态响应振幅、方差的解析表达式.分析表明,适当参数下, 系统稳态响应振幅和方差随噪声的某些特征参数、周期激励信号的频率及系统部分参数的变化出现了 广义的随机共振现象.