This article establishes the precise asymptotics Eu^m(t, x)(t → ∞ or m → ∞) for the stochastic heat equation ?u/?t(t, x) =1/2?u(t, x) + u(t, x)(t, x)?W/?t(t, x) with the time-derivative Gaussian noise W?/?t(t, x) ...This article establishes the precise asymptotics Eu^m(t, x)(t → ∞ or m → ∞) for the stochastic heat equation ?u/?t(t, x) =1/2?u(t, x) + u(t, x)(t, x)?W/?t(t, x) with the time-derivative Gaussian noise W?/?t(t, x) that is fractional in time and homogeneous in space.展开更多
We discover a phenomenon of inhibition effect induced by fractional Gaussian noise in a neuronal system. Firstly,essential properties of fractional Brownian motion(fBm) and generation of fractional Gaussian noise(fGn)...We discover a phenomenon of inhibition effect induced by fractional Gaussian noise in a neuronal system. Firstly,essential properties of fractional Brownian motion(fBm) and generation of fractional Gaussian noise(fGn) are presented,and representative sample paths of fBm and corresponding spectral density of fGn are discussed at different Hurst indexes.Next, we consider the effect of fGn on neuronal firing, and observe that neuronal firing decreases first and then increases with increasing noise intensity and Hurst index of fGn by studying the time series evolution. To further quantify the inhibitory effect of fGn, by introducing the average discharge rate, we investigate the effects of noise and external current on neuronal firing, and find the occurrence of inhibitory effect about noise intensity and Hurst index of f Gn at a certain level of current. Moreover, the inhibition effect is not easy to occur when the noise intensity and Hurst index are too large or too small. In view of opposite action mechanism compared with stochastic resonance, this suppression phenomenon is called inverse stochastic resonance(ISR). Finally, the inhibitory effect induced by fGn is further verified based on the inter-spike intervals(ISIs) in the neuronal system. Our work lays a solid foundation for future study of non-Gaussian-type noise on neuronal systems.展开更多
To discuss further the dependence of stochastic resonance on signals, nonlinear systems and noise, especially on noise, the binary input signal buried in Gaussian mixture noise through a nonlinear threshold array is s...To discuss further the dependence of stochastic resonance on signals, nonlinear systems and noise, especially on noise, the binary input signal buried in Gaussian mixture noise through a nonlinear threshold array is studied based on mutual information. It is obtained that Gaussian mixture noise can improve the information transmission through the array. Both stochastic resonance （SR） and suprathreshold stochastic resonance （SSR） can be observed in the single threshold system and in the threshold array. The parameters in noise distribution affect the occurrence of SR and SSR. The efficacy of information transmission can be significantly enhanced as the number of threshold devices in the array increases. These results show further the dependence of SR and SSR on the noise distribution, and also extend the applicability of SR and SSR in information transmission.展开更多
In order to find the convergence rate of finite sample discrete entropies of a white Gaussian noise(WGN), Brown entropy algorithm is numerically tested.With the increase of sample size, the curves of these finite samp...In order to find the convergence rate of finite sample discrete entropies of a white Gaussian noise(WGN), Brown entropy algorithm is numerically tested.With the increase of sample size, the curves of these finite sample discrete entropies are asymptotically close to their theoretical values.The confidence intervals of the sample Brown entropy are narrower than those of the sample discrete entropy calculated from its differential entropy, which is valid only in the case of a small sample size of WGN. The differences between sample Brown entropies and their theoretical values are fitted by two rational functions exactly, and the revised Brown entropies are more efficient. The application to the prediction of wind speed indicates that the variances of resampled time series increase almost exponentially with the increase of resampling period.展开更多
Dynamical behavior of a tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the a...Dynamical behavior of a tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect.展开更多
In this article, we consider the Parabolic Anderson Model with constant initial condition, driven by a space-time homogeneous Gaussian noise, with general covariance function in time and spatial spectral measure satis...In this article, we consider the Parabolic Anderson Model with constant initial condition, driven by a space-time homogeneous Gaussian noise, with general covariance function in time and spatial spectral measure satisfying Dalang’s condition. First, we prove that the solution(in the Skorohod sense) exists and is continuous in L^p(?). Then, we show that the solution has a modification whose sample paths are H?lder continuous in space and time,under the minimal condition on the spatial spectral measure of the noise(which is the same as the condition encountered in the case of the white noise in time). This improves similar results which were obtained in [6, 10] under more restrictive conditions, and with sub-optimal exponents for H?lder continuity.展开更多
In this note, we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equ...In this note, we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate this problem invoking two differen t met hods, respectively, based on variance compu tations and on pat h-wise considerations in Besov spaces. We are going to see that, as anticipated, both approaches lead to the same necessary and sufficient condition on the noise. In addition, the path-wise approach brings out regularity results for the solution.展开更多
This paper deals with the forward and backward problems for the nonlinear fractional pseudo-parabolic equation ut+(-Δ)^(s1)ut+β(-Δ)^(s2)u=F(u,x,t)subject o random Gaussian white noise for initial and final data.Und...This paper deals with the forward and backward problems for the nonlinear fractional pseudo-parabolic equation ut+(-Δ)^(s1)ut+β(-Δ)^(s2)u=F(u,x,t)subject o random Gaussian white noise for initial and final data.Under the suitable assumptions s1,s2andβ,we first show the ill-posedness of mild solutions for forward and backward problems in the sense of Hadamard,which are mainly driven by random noise.Moreover,we propose the Fourier truncation method for stabilizing the above ill-posed problems.We derive an error estimate between the exact solution and its regularized solution in an E‖·‖Hs22norm,and give some numerical examples illustrating the effect of above method.展开更多
This paper proposes a spatially denoising algorithm using filtering-based noise estimation for an image corrupted by Gaussian noise.The proposed algorithm consists of two stages:estimation and elimination of noise den...This paper proposes a spatially denoising algorithm using filtering-based noise estimation for an image corrupted by Gaussian noise.The proposed algorithm consists of two stages:estimation and elimination of noise density.To adaptively deal with variety of the noise amount,a noisy input image is firstly filtered by a lowpass filter.Standard deviation of the noise is computed from different images between the noisy input and its filtered image.In addition,a modified Gaussian noise removal filter based on the local statistics such as local weighted mean,local weighted activity and local maximum is used to control the degree of noise suppression.Experiments show the effectiveness of the proposed algorithm.展开更多
In this paper, we studied the effect of Gaussian coloured noise on the formation and instability of spiral waves described by one class of modified FitzHugh Nagumo equation. It was found that Gaussian coloured noise p...In this paper, we studied the effect of Gaussian coloured noise on the formation and instability of spiral waves described by one class of modified FitzHugh Nagumo equation. It was found that Gaussian coloured noise plays a constructive role in the formation, transition and instability of spiral wave. Too weak or too strong noise may act against the formation of spiral waves. At a certain noise level, spiral wave is maintained in a medium, in which spiral wave cannot be observed in the absence of the noise. It is difficult to make a stable spiral wave into unstable state by Gaussian coloured noise, unless the noise level is very high. The parameter regions of Gaussian coloured noise for spiral forming and spiral instability were given and discussed with numerical simulations.展开更多
The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to ...The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter （measures deviation from Gaussian character） r, the delay time τ, the noise correlation time to, the intensities D and a of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ0, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.展开更多
This paper derives a mathematical description of the complex stretch processor’s response to bandlimited Gaussian noise having arbitrary center frequency and bandwidth. The description of the complex stretch processo...This paper derives a mathematical description of the complex stretch processor’s response to bandlimited Gaussian noise having arbitrary center frequency and bandwidth. The description of the complex stretch processor’s random output comprises highly accurate closed-form approximations for the probability density function and the autocorrelation function. The solution supports the complex stretch processor’s usage of any conventional range-sidelobe-reduction window. The paper then identifies two practical applications of the derived description. Digital-simulation results for the two identified applications, assuming the complex stretch processor uses the rectangular, Hamming, Blackman, or Kaiser window, verify the derivation’s correctness through favorable comparison to the theoretically predicted behavior.展开更多
A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transforma...A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon＇s information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.展开更多
A single-mode laser system with non-Gaussian and Gaussian noise is investigated. The stationary mean value and the normalized variance of the laser intensity are numerically calculated under the condition that the sta...A single-mode laser system with non-Gaussian and Gaussian noise is investigated. The stationary mean value and the normalized variance of the laser intensity are numerically calculated under the condition that the stationary probability distribution function （SPDF） is derived. The SPDF as a function of the laser intensity exhibits a maximum, The maximum becomes smaller with the increase of the correlation intensity or the non-Gaussian parameter, where the later is a measure of the deviation from the Gaussian characteristic. The maximum becomes larger as the correlation time increases. The laser intensity stationary mean value decreases with the increase of the correlation intensity or the non-Gaussian parameter while increases with the correlation time increasing. The laser intensity normalized variance increases with the increase of the correlation intensity or the non-Gaussian parameter while decreases as the correlation time increases.展开更多
A new framework of Gaussian white noise calculus is established, in line with generalized expansion in [3, 4, 7]. A suitable frame of Fock expansion is presented on Gaussian generalized expansion functionals being int...A new framework of Gaussian white noise calculus is established, in line with generalized expansion in [3, 4, 7]. A suitable frame of Fock expansion is presented on Gaussian generalized expansion functionals being introduced here, which provides the integral kernel operator decomposition of the second quantization of Koopman operators for chaotic dynamical systems, in terms of annihilation operators partial derivative(t) and its dual, creation operators partial derivative(t)*.展开更多
The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the exis...The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the existence and uniqueness of their invariant measures, which mix exponentially are proved. Finally, the asymptotic behaviors of invariant measures when size of noise gets to zero are investigated.展开更多
The Linear Gaussian white noise process is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution N (0, σ2 ) . Hence, if X1, x2, …, Xn is a realization of such...The Linear Gaussian white noise process is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution N (0, σ2 ) . Hence, if X1, x2, …, Xn is a realization of such an iid sequence, this paper studies in detail the covariance structure of X1d, X2d, …, Xnd, d=1, 2, …. By this study, it is shown that: 1) all powers of a Linear Gaussian White Noise Process are iid but, not normally distributed and 2) the higher moments (variance and kurtosis) of Xtd, d=2, 3, … can be used to distinguish between the Linear Gaussian white noise process and other processes with similar covariance structure.展开更多
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 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.展开更多
The phenomenon of stochastic resonance （SR） in a bistable nonlinear system is studied when the system is driven by the asymmetric potential and additive Gaussian colored noise. Using the unified colored noise approx...The phenomenon of stochastic resonance （SR） in a bistable nonlinear system is studied when the system is driven by the asymmetric potential and additive Gaussian colored noise. Using the unified colored noise approximation method, the additive Gaussian colored noise can be simplified to additive Gaussian white noise. The signal-to-noise ratio （SNR） is calculated according to the generalized two-state theory （shown in [H.S. Wio and S. Bouzat, Brazilian J.Phys. 29 （1999） 136]）. We find that the SNR increases with the proximity of a to zero. In addition, the correlation time T between the additive Gaussian colored noise is also an ingredient to improve SR. The shorter the correlation time T between the Gaussian additive colored noise is, the higher of the peak value of SNR.展开更多
The characteristic property of white Gaussian noise (WGN) is derived in S-transformation domain. The results show that the distribution of normalized S-spectrum of WGN follows X2?distribution with two degrees of freed...The characteristic property of white Gaussian noise (WGN) is derived in S-transformation domain. The results show that the distribution of normalized S-spectrum of WGN follows X2?distribution with two degrees of freedom. The conclusion has been confirmed through both theoretical derivations and numerical simulations. Combined with different criteria, an effective signal detection in S-transformation can be realized.展开更多
基金Research partially supported by the “1000 Talents Plan” from Jilin University,Jilin Province and Chinese Governmentby the Simons Foundation(244767)
文摘This article establishes the precise asymptotics Eu^m(t, x)(t → ∞ or m → ∞) for the stochastic heat equation ?u/?t(t, x) =1/2?u(t, x) + u(t, x)(t, x)?W/?t(t, x) with the time-derivative Gaussian noise W?/?t(t, x) that is fractional in time and homogeneous in space.
基金Project supported by the National Natural Science Foundation of China (Grant No.11402157)Applied Basic Research Programs of Shanxi Province,China (Grant No.201901D111086)。
文摘We discover a phenomenon of inhibition effect induced by fractional Gaussian noise in a neuronal system. Firstly,essential properties of fractional Brownian motion(fBm) and generation of fractional Gaussian noise(fGn) are presented,and representative sample paths of fBm and corresponding spectral density of fGn are discussed at different Hurst indexes.Next, we consider the effect of fGn on neuronal firing, and observe that neuronal firing decreases first and then increases with increasing noise intensity and Hurst index of fGn by studying the time series evolution. To further quantify the inhibitory effect of fGn, by introducing the average discharge rate, we investigate the effects of noise and external current on neuronal firing, and find the occurrence of inhibitory effect about noise intensity and Hurst index of f Gn at a certain level of current. Moreover, the inhibition effect is not easy to occur when the noise intensity and Hurst index are too large or too small. In view of opposite action mechanism compared with stochastic resonance, this suppression phenomenon is called inverse stochastic resonance(ISR). Finally, the inhibitory effect induced by fGn is further verified based on the inter-spike intervals(ISIs) in the neuronal system. Our work lays a solid foundation for future study of non-Gaussian-type noise on neuronal systems.
文摘To discuss further the dependence of stochastic resonance on signals, nonlinear systems and noise, especially on noise, the binary input signal buried in Gaussian mixture noise through a nonlinear threshold array is studied based on mutual information. It is obtained that Gaussian mixture noise can improve the information transmission through the array. Both stochastic resonance （SR） and suprathreshold stochastic resonance （SSR） can be observed in the single threshold system and in the threshold array. The parameters in noise distribution affect the occurrence of SR and SSR. The efficacy of information transmission can be significantly enhanced as the number of threshold devices in the array increases. These results show further the dependence of SR and SSR on the noise distribution, and also extend the applicability of SR and SSR in information transmission.
文摘In order to find the convergence rate of finite sample discrete entropies of a white Gaussian noise(WGN), Brown entropy algorithm is numerically tested.With the increase of sample size, the curves of these finite sample discrete entropies are asymptotically close to their theoretical values.The confidence intervals of the sample Brown entropy are narrower than those of the sample discrete entropy calculated from its differential entropy, which is valid only in the case of a small sample size of WGN. The differences between sample Brown entropies and their theoretical values are fitted by two rational functions exactly, and the revised Brown entropies are more efficient. The application to the prediction of wind speed indicates that the variances of resampled time series increase almost exponentially with the increase of resampling period.
基金Project supported by the National Natural Science Foundation of China (Grant Nos. 11005077, 11105095, and 11074184)the Natural Science Foundation of the Higher Education Institutions of Jiangsu Province, China (Grant No. 10KJD140003)
文摘Dynamical behavior of a tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect.
基金supported by a grant from the Natural Sciences and Engineering Research Council of Canadasupported by the grant MTM2015-67802P
文摘In this article, we consider the Parabolic Anderson Model with constant initial condition, driven by a space-time homogeneous Gaussian noise, with general covariance function in time and spatial spectral measure satisfying Dalang’s condition. First, we prove that the solution(in the Skorohod sense) exists and is continuous in L^p(?). Then, we show that the solution has a modification whose sample paths are H?lder continuous in space and time,under the minimal condition on the spatial spectral measure of the noise(which is the same as the condition encountered in the case of the white noise in time). This improves similar results which were obtained in [6, 10] under more restrictive conditions, and with sub-optimal exponents for H?lder continuity.
基金supported by an NSERC granta startup fund of University of Albertasupported by the NSF grant DMS1613163
文摘In this note, we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate this problem invoking two differen t met hods, respectively, based on variance compu tations and on pat h-wise considerations in Besov spaces. We are going to see that, as anticipated, both approaches lead to the same necessary and sufficient condition on the noise. In addition, the path-wise approach brings out regularity results for the solution.
基金supported by the Natural Science Foundation of China(11801108)the Natural Science Foundation of Guangdong Province(2021A1515010314)the Science and Technology Planning Project of Guangzhou City(202201010111)。
文摘This paper deals with the forward and backward problems for the nonlinear fractional pseudo-parabolic equation ut+(-Δ)^(s1)ut+β(-Δ)^(s2)u=F(u,x,t)subject o random Gaussian white noise for initial and final data.Under the suitable assumptions s1,s2andβ,we first show the ill-posedness of mild solutions for forward and backward problems in the sense of Hadamard,which are mainly driven by random noise.Moreover,we propose the Fourier truncation method for stabilizing the above ill-posed problems.We derive an error estimate between the exact solution and its regularized solution in an E‖·‖Hs22norm,and give some numerical examples illustrating the effect of above method.
基金supported by the Korea Science and Engineering Foundation(KOSEF) grant fund by the Korea Govern-ment(MEST)(No.2011-0000148)the Ministry of Knowledge Economy,Korea under the Infor mation Technology Research Center support programsupervised by the National IT Industry Promotion Agency(NIPA-2011-C1090-1121-0010)
文摘This paper proposes a spatially denoising algorithm using filtering-based noise estimation for an image corrupted by Gaussian noise.The proposed algorithm consists of two stages:estimation and elimination of noise density.To adaptively deal with variety of the noise amount,a noisy input image is firstly filtered by a lowpass filter.Standard deviation of the noise is computed from different images between the noisy input and its filtered image.In addition,a modified Gaussian noise removal filter based on the local statistics such as local weighted mean,local weighted activity and local maximum is used to control the degree of noise suppression.Experiments show the effectiveness of the proposed algorithm.
基金Project supported partially by National Science Foundation of China (Grant No 10305005)the Fundamental Research Fund for Physics and Mathematic of Lanzhou University of China
文摘In this paper, we studied the effect of Gaussian coloured noise on the formation and instability of spiral waves described by one class of modified FitzHugh Nagumo equation. It was found that Gaussian coloured noise plays a constructive role in the formation, transition and instability of spiral wave. Too weak or too strong noise may act against the formation of spiral waves. At a certain noise level, spiral wave is maintained in a medium, in which spiral wave cannot be observed in the absence of the noise. It is difficult to make a stable spiral wave into unstable state by Gaussian coloured noise, unless the noise level is very high. The parameter regions of Gaussian coloured noise for spiral forming and spiral instability were given and discussed with numerical simulations.
基金National Natural Science Foundation of China under Grant Nos.10472091,10332030,and 10502042
文摘The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter （measures deviation from Gaussian character） r, the delay time τ, the noise correlation time to, the intensities D and a of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ0, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.
文摘This paper derives a mathematical description of the complex stretch processor’s response to bandlimited Gaussian noise having arbitrary center frequency and bandwidth. The description of the complex stretch processor’s random output comprises highly accurate closed-form approximations for the probability density function and the autocorrelation function. The solution supports the complex stretch processor’s usage of any conventional range-sidelobe-reduction window. The paper then identifies two practical applications of the derived description. Digital-simulation results for the two identified applications, assuming the complex stretch processor uses the rectangular, Hamming, Blackman, or Kaiser window, verify the derivation’s correctness through favorable comparison to the theoretically predicted behavior.
基金Project supported by the National Natural Science Foundation of China (Grant No. 10872165)
文摘A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon＇s information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.
文摘A single-mode laser system with non-Gaussian and Gaussian noise is investigated. The stationary mean value and the normalized variance of the laser intensity are numerically calculated under the condition that the stationary probability distribution function （SPDF） is derived. The SPDF as a function of the laser intensity exhibits a maximum, The maximum becomes smaller with the increase of the correlation intensity or the non-Gaussian parameter, where the later is a measure of the deviation from the Gaussian characteristic. The maximum becomes larger as the correlation time increases. The laser intensity stationary mean value decreases with the increase of the correlation intensity or the non-Gaussian parameter while increases with the correlation time increasing. The laser intensity normalized variance increases with the increase of the correlation intensity or the non-Gaussian parameter while decreases as the correlation time increases.
文摘A new framework of Gaussian white noise calculus is established, in line with generalized expansion in [3, 4, 7]. A suitable frame of Fock expansion is presented on Gaussian generalized expansion functionals being introduced here, which provides the integral kernel operator decomposition of the second quantization of Koopman operators for chaotic dynamical systems, in terms of annihilation operators partial derivative(t) and its dual, creation operators partial derivative(t)*.
基金Project supported by the National Natural Science Foundation of China(No.10926096)
文摘The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the existence and uniqueness of their invariant measures, which mix exponentially are proved. Finally, the asymptotic behaviors of invariant measures when size of noise gets to zero are investigated.
文摘The Linear Gaussian white noise process is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution N (0, σ2 ) . Hence, if X1, x2, …, Xn is a realization of such an iid sequence, this paper studies in detail the covariance structure of X1d, X2d, …, Xnd, d=1, 2, …. By this study, it is shown that: 1) all powers of a Linear Gaussian White Noise Process are iid but, not normally distributed and 2) the higher moments (variance and kurtosis) of Xtd, d=2, 3, … can be used to distinguish between the Linear Gaussian white noise process and other processes with similar covariance structure.
基金Project supported by the National Natural Science Foundation of China(Grant No.11902081)the Science and Technology Innovation Foundation of Higher Education Institutions of Shanxi Province,China(Grant No.2020L0172)+1 种基金the Natural Science Foundation for Young Scientists of Shanxi Agricultural University,China(Grant No.2020QC04)the Research Fund of Shanxi Agriculture University,China(Grant No.2021BQ12)。
文摘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.
文摘The phenomenon of stochastic resonance （SR） in a bistable nonlinear system is studied when the system is driven by the asymmetric potential and additive Gaussian colored noise. Using the unified colored noise approximation method, the additive Gaussian colored noise can be simplified to additive Gaussian white noise. The signal-to-noise ratio （SNR） is calculated according to the generalized two-state theory （shown in [H.S. Wio and S. Bouzat, Brazilian J.Phys. 29 （1999） 136]）. We find that the SNR increases with the proximity of a to zero. In addition, the correlation time T between the additive Gaussian colored noise is also an ingredient to improve SR. The shorter the correlation time T between the Gaussian additive colored noise is, the higher of the peak value of SNR.
文摘The characteristic property of white Gaussian noise (WGN) is derived in S-transformation domain. The results show that the distribution of normalized S-spectrum of WGN follows X2?distribution with two degrees of freedom. The conclusion has been confirmed through both theoretical derivations and numerical simulations. Combined with different criteria, an effective signal detection in S-transformation can be realized.
