Leading Order Response of Statistical Averages of a Dynamical System to Small Stochastic Perturbations

The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this work we develop a fluctuation-response theory and test a computational framework for the leading order response of statistical averages of a deterministic or stochastic dynamical system to an external stochastic perturbation. In the case of a stochastic unperturbed dynamical system, we compute the leading order fluctuation-response formulas for two different cases: when the existing stochastic term is perturbed, and when a new, statistically independent, stochastic perturbation is introduced. We numerically investigate the effectiveness of the new response formulas for an appropriately rescaled Lorenz 96 system, in both the deterministic and stochastic unperturbed dynamical regimes.     

自适应光学系统几种随机并行优化控制算法比较

 直接对系统性能指标进行优化是自适应光学系统中一种重要的波前畸变校正方法,选择合适的随机并行优化控制算法是该技术成功实现的关键。以32单元变形镜为校正器,基于多种随机并行优化算法建立自适应光学系统仿真模型。从算法的收敛速度、校正效果、局部极值3个方面对遗传算法、单向扰动随机并行梯度下降、双向扰动随机并行梯度下降及模拟退火算法进行了比较。仿真结果表明,遗传算法收敛速度太慢,不适用于需要实时控制的自适应光学系统;双向扰动随机并行梯度下降算法收敛速度、校正效果要优于单向扰动随机并行梯度下降,且能够适应各种情况下的扰动电压;模拟退火几乎以概率1收敛到全局极值附近,且收敛速度是上述算法中最快的。     

Complete synchronization of the noise-perturbed Chua's circuits

In this paper, complete synchronization between unidirectionally coupled Chua's circuits within stochastic perturbation is investigated. Sufficient conditions of complete synchronization between these noise-perturbed circuits are established by means of the so-called LaSalle-type invariance principle for stochastic differential equations. Specific examples and their numerical simulations are also provided to demonstrate the feasibility of these conditions. Furthermore, the results obtained for the coupled Chua's circuits are further generalized to the wide class of coupled systems within stochastic perturbation.     

Stochastic perturbation in quasi—ideal dispersion—managed soliton system

The model of stochastic perturbation is built up systematically in quasi-ideal dispersion-managed soliton system,its influence on soliton propagation is investigated by both the variational approach and the numerical simulation,and it is found that the stochastic perturbation leads to disintegration of soliton and enhances the interaction between solitons.The nonlinear gain and filter are introduced to suppress effectively the influence on both soliton propagation and interaction.     

The width of the exponentially narrow stochastic layers

Exponentially small splitting of the separatrix has been calculated for a high frequency large amplitude perturbation and the correspondent correction to the width of the stochastic layer is obtained. The result can be applied to the large amplitude perturbation.     

Stochastic period-doubling bifurcation in biharmonic driven Dulling system with random parameter

Stochastic period-doubling bifurcation is explored in a forced Duffing system with a bounded random parameter as an additional weak harmonic perturbation added to the system. Firstly, the biharmonic driven Duffing system with a random parameter is reduced to its equivalent deterministic one, and then the responses of the stochastic system can be obtained by available effective numerical methods. Finally, numerical simulations show that the phase of the additional weak harmonic perturbation has great influence on the stochastic period-doubling bifurcation in the biharmonic driven Duffing system. It is emphasized that, different from the deterministic biharmonic driven Duffing system, the intensity of random parameter in the Duffing system can also be taken as a bifurcation parameter, which can lead to the stochastic period-doubling bifurcations.     

A universal instability of many-dimensional oscillator systems

The purpose of this review article is to demonstrate via a few simple models the mechanism for a very general, universal instability - the Arnold diffusion—which occurs in the oscillating systems having more than two degrees of freedom. A peculiar feature of this instability results in an irregular, or stochastic, motion of the system as if the latter were influenced by a random perturbation even though, in fact, the motion is governed by purely dynamical equations. The instability takes place generally for very special initial conditions (inside the so-called stochastic layers) which are, however, everywhere dense in the phase space of the systsm.The basic and simplest one of the models considered is that of a pendulum under an external periodic perturbation. This model represents the behavior of nonlinear oscillations near a resonance, including the phenomenon of the stochastic instability within the stochastic layer of resonance. All models are treated both analytically and numerically. Some general regulations concerning the stochastic instability are presented, including a general, semi-quantitative method-the overlap criterion—to estimate the conditions for this stochastic instability as well as its main characteristics.     

Stochastic Analysis of Predator–Prey Models under Combined Gaussian and Poisson White Noise via Stochastic Averaging Method

In the present paper, the statistical responses of two-special prey–predator type ecosystem models excited by combined Gaussian and Poisson white noise are investigated by generalizing the stochastic averaging method. First, we unify the deterministic models for the two cases where preys are abundant and the predator population is large, respectively. Then, under some natural assumptions of small perturbations and system parameters, the stochastic models are introduced. The stochastic averaging method is generalized to compute the statistical responses described by stationary probability density functions (PDFs) and moments for population densities in the ecosystems using a perturbation technique. Based on these statistical responses, the effects of ecosystem parameters and the noise parameters on the stationary PDFs and moments are discussed. Additionally, we also calculate the Gaussian approximate solution to illustrate the effectiveness of the perturbation results. The results show that the larger the mean arrival rate, the smaller the difference between the perturbation solution and Gaussian approximation solution. In addition, direct Monte Carlo simulation is performed to validate the above results.     

Stochastic perturbation of dispersion-managed optical solitons

The stochastic perturbation of dispersion-managed optical solitons is studied in this paper, in addition to deterministic preturbation terms, by the aid of soliton perturbation theory. The super-Gaussian pulses are considered and the corresponding Langevin equations are derived and analyzed. It is shown that in presence of the perturbation terms, the soliton propagates down the fiber with a fixed mean energy.OCIS Codes: 060.2310; 060.4510; 060.5530; 190.4370     

随机扰动对螺旋波动力学的影响研究

心脏中的心肌组织是一种典型的可激发介质, 鉴于心肌细胞分布的离散性, 采用离散可激发介质模型研究了不应态时间随机扰动对螺旋波动力学行为的影响, 在扰动随机出现情况下, 螺旋波的稳定性与受扰元胞的数目和扰动幅度有关, 数值计算结果表明: 在适当的条件下, 可以观察到螺旋波漫游、破碎和消失现象, 并简要分析了产生这些现象的机理. 关键词： 螺旋波 激发介质 随机扰动     

Coupled phase transitions under periodic perturbation

The influence of periodic perturbation on the system of two nonlinear stochastic equations, which model low-frequency pulsations in crisis and transient modes of heat-and-mass transfer with phase transitions, has been investigated by numerical methods. When studying the influence of the periodic perturbation on the system, a researcher should largely take into account the phase diagram. It is shown that nonequilibrium phase transitions from asymmetric cycles of phase trajectories to centrally symmetric ones occur in the absence of noise. These transitions are accompanied by the stochastic resonance response, which enhances as the frequency of the external periodic force decreases.     

Perturbation expansion of the convolutionless master equation of Shibata et al.

It is noted that the structure of the higher order terms in a perturbation expansion of the convolutionless master equation of Shibata et al. may easily be written down by comparing their expansion using the stochastic Liouville equation with that of van Kampen using linear stochastic differential equations.     

Passage Time Statistics in a Stochastic Verhulst Model

Using the stochastic paths perturbation approach analytic individual realizations of a stochastic Verhulst model are introduced. The escape of the unstable state is studied for any kind of noise from these individual realizations. We infer from these paths the statistics of the first passage time distribution invoking the solution of an explicit equation with a random coefficient. A stochastic population Verhulst’s dynamics with small perturbations of the Wiener class is explicitly worked out. The method can also be implemented for other type of stochastic perturbations like Poisson-noise (shot white pulses), etc.     

Stochastic equations of the Langevin type under a weakly dependent perturbation

Asymptotic expansions for the probability density of the solution of a stochastic differential equation under a weakly dependent perturbation are proposed. In particular, linear partial differential equations for the first two terms of the correlation time expansion are derived. It is shown that in these expansions the boundary layer part appears and non-Gaussianity of the perturbation is important for the Fokker-Planck approximation correction.     

Linear response to perturbation of nonexponential renewal processes

We study the linear response of a two-state stochastic process, obeying the renewal condition, by means of a stochastic rate equation equivalent to a master equation with infinite memory. We show that the condition of perennial aging makes the response to coherent perturbation vanish in the long-time limit.     

Finite-time stochastic combination synchronization of three different chaotic systems and its application in secure communication

In this paper, the finite-time stochastic combination synchronization of three different chaotic systems is investigated. Based on the adaptive technique and the properties of Weiner process, a novel sufficient condition is obtained to ensure combination synchronization under stochastic perturbations. Moreover, a secure communication scheme based on the adaptive combination synchronization of three different systems, i.e., the Lorenz system, Chen system, and Lu? system, with uncertainties, unknown parameters, and stochastic perturbation is presented. The simulation results show the feasibility of the proposed method.     

Effective Linear Response of Random Media to Stochastic Sources

The notion of effective sources is introduced in order to describe the mean field response of a random medium to stochastic sources. Effective sources and stochastic sources are connected by a linear functional which depends on the random material properties of the medium. A formal perturbation series for the functional is given. Further, a single-grain approximation is proposed to calculate the effective sources in a strongly heterogeneous phase mixture. The approach is applied to the electrostatic field in a mixture consisting of approximately spherical grains. Detailed calculations are carried out for stochastic sources of a special type in a two-component mixture.     

Channeling and percolation in two-dimensional chaotic dynamics

The Hamiltonian dynamics of a particle moving in a nearly periodic two-dimensional (2-D) potential of square symmetry is analyzed. The particle undergoes two types of unbounded stochastic or random walks in such a system: a quasi-1-D motion (a "stochastic channeling") and a 2-D motion which results from a sort of stochastic percolation. A scenario for the onset of this stochastic percolation is analyzed. The threshold energy for percolation is found as a function of the perturbation parameter. Each type of random walk has the property of intermittency. The particle transport is anomalous in certain energy intervals.     

Stochastic Perturbation of Power Law Optical Solitons

The soliton perturbation theory is used to study and analyze the stochastic perturbation of optical solitons, with power law nonlinearity, in addition to deterministic perturbations, that is governed by the nonlinear Schrödinger’s equation. The Langevin equations are derived and analysed. The deterministic perturbations that are considered here are due to filters and nonlinear damping.     

Electromagnetic radii and quark structure of the nucleon

By using a diagrammatical technique it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams.