色关联乘性和加性色噪声驱动的多稳态系统的稳态特性

研究了色关联乘性和加性色噪声作用下的三稳态系统的稳态问题.首先利用一致有色噪声近似方法,推导出稳态概率密度函数的表达式,然后分析了乘性噪声和加性噪声的强度以及关联性对稳态概率密度函数的影响,研究结果表明:加性噪声强度、加性噪声和乘性噪声的关联强度和关联时间可以诱导系统的非平衡相变.     

Multiple Steady States in the Photocatalytic Reactor for Colored Compounds Degradation

The paper reports the occurrence of multiple steady-state zones in most of the constructions of fixed-bed photocatalytic reactors. Such a phenomenon has not been ever observed in a field of photocatalytic reactors. The simulation has been provided for a common case in a photocatalysis—the degradation of colored compounds. The mathematical model of the photocatalytic reactor with immobilized bed has been stated by a simple ideal mixing model (analogous to the CSTR model). The solution has been continued by the two parameters—the Damköhler number and the absorption coefficient related to the inlet stream concentration. Some branches of steady states include the limit point. The performed two-parametric continuation of the limit point showed the cusp bifurcation point. Besides the numerical simulation, the physical explanation of the observed phenomenon has been provided; the multiple steady-states occurrence is controlled by light absorption–reaction rate junction. When the reaction rate is limited by the light absorption, we can say that a light barrier occurs. The dynamical simulations show that when the process is operated in a field of multiple steady states, the overall reactor efficiency is related to the reactor set-up mode.     

Mixed model identification for linear time‐invariant systems with mixed noises in frequency domain

In this paper, we present a new method for frequency domain identification of discrete linear time‐invariant systems. We take consideration of the case where the output noises are mixed or unknown. In order to deal with this problem, a new mixed model structure is used correspondingly. The augmented Lagrangian method (ALM) is combined in selection of poles for the shifted Cauchy kernels to get solutions to the optimal problem. Simulations show the proposed method can get efficient approximation to the original systems.     

Effect‘s of Cross-Correlation Between Real and Imaginary Parts of Colored Pump Noise in Transient Process of Single-Mode Laser

A two-dimensional single-mode laser model with cross-correlation between the real and imaginary parts of the colored quadric pump noise is investigated. A novel laser amplitude Langevin equation is obtained, in which the cross-correlation λp between the real and imaginary parts of the pump noise appears. The mean, variance, and skewness of first-passage-time are calculated. It is shown that the mean, variance, and skewness of first-passage-time are strongly affected by λp.     

Accurate Monte Carlo tests of the stochastic Ginzburg-Landau model with multiplicative colored noise

A accurate and fast Monte Carlo algorithm is proposed for solving the Ginzburg-Landau equation with multiplicative colored noise. The stable cases of solution for choosing time steps and trajectory numbers are discussed.     

Stochastic calculus in physics

The relationship of the Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations.     

Effects of colored noise on the dynamics of quantum entanglement of a one-parameter qubit—qutrit system

We analyzed the effect of colored noise on the negativity dynamics of a hybrid system consisting of a qubit-qutrit and not interacting, prepared from the start in an entangled one-parameter state and acting with noise in local and non-local environments. In this pink and brown noise we investigated two different situations: in the first situation, the noise is produced by a bistable oscillator with an unknown exchange rate; however, in the second situation, the noise is generated by a set of bistable oscillators. We found that entanglement decreases with time to zero, and undergoes the phenomenon of sudden death and rebirth. The pink noise is more prone to entanglement than the brown noise and the non-local environment is more prone to entanglement than the local one. When the number of fluctuators is increased, entanglement decays faster and finally, for certain parameters of the initial state, the subsystems are not affected by the noise.     

Nano-friction phenomenon of Frenkel—Kontorova model under Gaussian colored noise

The nano-friction phenomenon in a one-dimensional Frenkel-Kontorova (FK) model under Gaussian colored noise is investigated by using the molecular dynamic simulation method. The role of colored noise is analyzed through the inclusion of a stochastic force via a Langevin molecular dynamics method. Via the stochastic Runge-Kutta algorithm, the relationship between different parameter values of the Gaussian colored noise (the noise intensity and the correlation time) and the nano-friction phenomena such as hysteresis, the maximum static friction force is separately studied here. Similar results are obtained from the two geometrically opposed ideal cases: incommensurate and commensurate interfaces. It was found that the noise strongly influences the hysteresis and maximum static friction force and with an appropriate external driving force, the introduction of noise can accelerate the motion of the system, making the atoms escape from the substrate potential well more easily. Interestingly, suitable correlation time and noise intensity give rise to super-lubricity. It is noteworthy that the difference between the two circumstances lies in the fact that the effect of the noise is much stronger on triggering the motion of the FK model for the commensurate interface than that for the incommensurate interface.     

The influences of delay time on the stability of a market model with stochastic volatility

The effects of the delay time on the stability of a market model are investigated, by using a modified Heston model with a cubic nonlinearity and cross-correlated noise sources. These results indicate that: (i) There is an optimal delay time _τo${\tau }_o$ which maximally enhances the stability of the stock price under strong demand elasticity of stock price, and maximally reduces the stability of the stock price under weak demand elasticity of stock price; (ii) The cross correlation coefficient of noises and the delay time play an opposite role on the stability for the case of the delay time <_τo$<{\tau }_o$ and the same role for the case of the delay time >_τo$>{\tau }_o$. Moreover, the probability density function of the escape time of stock price returns, the probability density function of the returns and the correlation function of the returns are compared with other literatures.