在白噪声分析中的广义维里拉普拉斯

一类广义维里拉普拉斯，把在白噪声分析构架中通常定义的维里拉普拉斯作为特殊情形而包含。     

Looking at Fokker-Planck dynamics with a noisy instrument

We consider the class of experiments which can be characterized by a Fokker-PIanck dynamics corresponding to the overdamped motion of a state point in a suitable stochastic potential. We assume that the general form of the potential is known (or can be guessed with reasonable accuracy), but that its parameters are to be determined experimentally by measurements made with a noisy instrument. This possible method for determining the potential parameters, which exploits the system's own internal stochastic motion in order to explore rapidly its available parameter space, is substantially more efficient than traditional methods involving time averages of single point measurements, and yet does not appear to have been previously considered. The method could be important when, for example, the experiment must be completed in a limited time owing either to the expense of the experimental materials or to the temporary stationarity of the preparation, situations which are commonly encountered in experimental biochemistry and biology.     

Comparative Study on Large and Small Signal Theory for Intensity Modulation Response of Semiconductor Lasers Including Higher-Order Dispersion Terms

In this article, the comparison of large signal theory and small signal theory has been done with dispersive propagation of optical signal with IMDD (Intensity Modulation Direct Detection) systems for semiconductor lasers with higher-order dispersion terms. The expressions for an exact large signal theory and small signal theory including higher-order dispersion terms for propagation of an optical wave with sinusoidal amplitude and frequency modulation in a dispersive fiber have been derived. It is observed that small signal theory is more sensitive compared to large signal theory in terms of intensity modulation/direct detection systems. Also, it is reported that for large signal analysis the higher-order effects of dispersion can be ignored, whereas for small signal theory, the higher-order effects can be ignored for lower modulation frequencies only. The variation in the transfer function for various values of modulation indices are greater for small signal analysis than for large signal analysis. Also, as the intensity modulation index is increased, there is a decrease in the value of transfer function. The large signal model approximates the small signal model for lower values of the intensity modulation index.     

Velocity spectrum for non-Markovian Brownian motion in a periodic potential

Non-Markovian Brownian motion in a periodic potential is studied by means of an electronic analogue simulator. Velocity spectra, the Fourier transforms of velocity autocorrelation functions, are obtained for three types of random force, that is, a white noise, an Ornstein—Uhlenbeck process, and a quasimonochromatic noise. The analogue results are in good agreement both with theoretical ones calculated with the use of a matrix-continued-fraction method, and with the results of digital simulations. An unexpected extra peak in the velocity spectrum is observed for Ornstein-Uhlenbeck noise with large correlation time. The peak is attributed to a slow oscillatory motion of the Brownian particle as it moves back and forth over several lattice spaces. Its relationship to an approximate Langevin equation is discussed.     

Performance of noise barriers with various edge shapes and acoustical conditions

The performances of barriers having different shapes and surface conditions were tested using the boundary element method in a well-controlled environment. The heights and widths of the barriers were standardized and the insertion losses for six receiver positions were averaged and compared. Figures displaying the results allow for straightforward barrier performance estimation. It was shown that absorbing and soft edges significantly improve the efficiency of the barrier, but configuration modifications provide only a slight improvement. The soft T-shaped barrier produces the highest performance. A 3 m high T-shaped barrier provides the same performance as a 10 m high plain barrier. The spectral efficiency was also investigated. The insertion loss spectra for the absorbing and the soft barriers exhibit a similar shape, but the rigid barrier differs from these two.     

Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise

This paper considers the estimation problem for a trigonometric regression model with the noise specified by the Ornstein–Uhlenbeck process with unknown parameter. We propose a sequential procedure which ensures a prescribed mean square precision uniformly in the nuisance parameter. The asymptotic behaviour of the procedure duration mean has been studied. This revised version was published online in August 2006 with corrections to the Cover Date.     

调制不稳定性对级联放大光纤传输系统信噪比的影响

在考虑光纤损耗和级联放大器的情况下，推导了调制不稳定性的产生条件和增益的普适解析表达式，分析了调制不稳定性对信噪比的影响，给出了一个新的计算信噪比的表达式。     

灰色模型的最优化及其参数的直接求法

基于灰色模型的内涵表达式和白化方程响应式均为等比级数的观点,提出了一种不用求ago值、均值,不涉及灰色微分方程,白化微分方程概念,直接求灰色模型参数a,c的方法,通过此方法建立的新模型不仅从理论上可保证是在满足给定评价标准为模拟绝对误差平方和最小(或模拟相对误差平方和最小)、给定精度条件下的最优化模型,从而结束了灰色模型只有更优,没有最优的历史.并从理论上证明了新模型具有白化指数律重合性、白化系数律重合性,伸缩变换一致性.最后通过实例编程验证该方法具有可操作性,且预测精度高,效果好.     

Soluble models for dynamics driven by a super-diffusive noise

We explicitly discuss scalar Langevin type of equations where the deterministic part is linear, but where the integrated noise source is a non-linear diffusion process exhibiting superdiffusive behavior. We calculate transient and stationary probabilities and study the possibility of noise induced transitions from a unimodal to a bimodal probability shape. Illustrations from finance and dynamical systems are given.     

负关联噪声驱动下单模激光的定态分析

研究了负关联的加法和乘法高斯白噪声驱动下单模激光损失模型的定态情况。文中推导了负关联情况下，定态时的激光场幅的几率分布，光强的平均值，光强的协方差以及光强的偏斜率。并和文献〔１，２〕中正关联时的定态分析作了比较，发现了有意义的新现象。