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Sandro Faetti Leone Fronzoni Paolo Grigolini Vincenzo Palleschi Girolamo Tropiano 《Journal of statistical physics》1988,52(3-4):979-1003
Two models for the Freedericksz transition in a fluctuating magnetic field are considered: one is based on a dichotomic and the other on a nonlinear Gaussian noise. Both noises are characterized by a finite correlation time. It is shown that the linear response assumption leading to the best Fokker-Planck approximation in the dichotomic and nonlinear Gaussian cases can be trusted only up to the order
1 and
0, respectively. The role of the corrections to the linear response approximation is discussed and it is shown how to replace the non-Fokker-Planck terms stemming from these corrections with equivalent terms of standard type. This technique is shown to produce perfect agreement with the exact analytical results (dichotomic noise) and to satisfactorily fit the results of analog simulation (nonlinear Gaussian noise). 相似文献
54.
Sandro Faetti Leone Fronzoni Paolo Grigolini Riccardo Mannella 《Journal of statistical physics》1988,52(3-4):951-978
It is shown that the Fokker-Planck operator can be derived via a projection-perturbation approach, using the repartition of a more detailed operator into a perturbation
1 and an unperturbed part
0. The standard Fokker-Planck structure is recovered at the second order in
1, whereas the perturbation terms of higher order are shown to provoke the breakdown of this structure. To get rid of these higher order terms, a key approximation, local linearization (LL), is made. In general, to evaluate at the second order in
1 the exact expression of the diffusion coefficient which simulates the influence of a Gaussian noise with a finite correlation time, a resummation up to infinite order in must be carried out, leading to what other authors call the best Fokker-Planck approximation (BFPA). It is shown that, due to the role of terms of higher order in
1, the BFPA leads to predictions on the equilibrium distributions that are reliable only up to the first order in t. The LL, on the contrary, in addition to making the influence of terms of higher order in
1 vanish, results in a simple analytical expression for the term of second order that is formally coincident with the complete resummation over all the orders in t provided by the Fox theory. The corresponding diffusion coefficient in turn is shown to lead in the limiting case to exact results for the steady-state distributions. Therefore, over the whole range 0 the LL turns out to be an approximation much more accurate than the global linearization proposed by other authors for the same purpose of making the terms of higher order in
1 vanish. In the short- region the LL leads to results virtually coincident with those of the BFPA. In the large- region the LL is a more accurate approximation than the BFPA itself. These theoretical arguments are supported by the results of both analog and digital simulation. 相似文献
55.
The digital filter described provides optimal enhancement of the signal-to-noise ratio by using prior information about peak shape and type of noise. The filter, based onthe matched-filter principle, is applied to chromatographic data, but is also suitable for optimal processing of similar noisy signals. The current implementation of the filter permits the specific reduction of different types of noise. Several theoretical aspects concerning the interpretation and use of this advanced filter are discussed. Some calculations on peaks with Gaussian and Gamma distribution shape are given. 相似文献
56.
本文提出了一种由神经元网络与线性自适应滤波器组成的集成滤波器的实现方法,用于谱图信号除噪处理。 相似文献
57.
本文在凝胶模拟体系中研究了Mgtart对草酸钙生长、 聚集和晶型、 晶相等的影响, 以期阐明Mgtart防治泌尿系结石形成的可能机理, 为临床医学提供参考. 相似文献
58.
Takashi Tateno Shinji Doi Shunsuke Sato Luigi M. Ricciardi 《Journal of statistical physics》1995,78(3-4):917-935
Noise effects on phase lockings in a system consisting of a piecewise-linear van der Pol relaxation oscillator driven by a periodic input are studied. The problem of finding the period of the oscillator is reduced to the first-passage-time problem of the Ornstein-Uhlenbeck process with time-varying boundary. The probability density functions of the first-passage time are used to define the operator which governs a transition of an input phase density after one cycle of the oscillator. Phase lockings in a stochastic sense are investigated on the basis of the density evolution by the operator. 相似文献
59.
The principles underlying a novel method intended for analyzing experimental data obtained when studying fluctuation processes are considered. The method in question is Chebyshev’s spectroscopy. The application of this method allows one to determine statistic characteristics of steady-state electrochemical noise against the background of severe deterministic interference without invoking the procedure of the fitting of the initial data. The potentialities of this novel method, which is intended for treating noise experiment, are demonstrated by examining model examples and analyzing the electrochemical noise generated by a lithium electrode placed in an aprotic organic electrolyte. 相似文献
60.