Hysteresis widely exists in civil structures,and dissipates the mechanical energy of systems.Research on the random vibration of hysteretic systems,however,is still insufficient,particularly when the excitation is non...Hysteresis widely exists in civil structures,and dissipates the mechanical energy of systems.Research on the random vibration of hysteretic systems,however,is still insufficient,particularly when the excitation is non-Gaussian.In this paper,the radial basis function(RBF)neural network(RBF-NN)method is adopted as a numerical method to investigate the random vibration of the Bouc-Wen hysteretic system under the Poisson white noise excitations.The solution to the reduced generalized Fokker-PlanckKolmogorov(GFPK)equation is expressed in terms of the RBF-NNs with the Gaussian activation functions,whose weights are determined by minimizing the loss function of the reduced GFPK equation residual and constraint associated with the normalization condition.A steel fiber reinforced ceramsite concrete(SFRCC)column loaded by the Poisson white noise is studied as an example to illustrate the solution process.The effects of several important parameters of both the system and the excitation on the stochastic response are evaluated,and the obtained results are compared with those obtained by the Monte Carlo simulations(MCSs).The numerical results show that the RBF-NN method can accurately predict the stationary response with a considerable high computational efficiency.展开更多
Combining GPS and BDS technology to monitor the deformation of long-span railway bridges with stricter deformation control requirements is of significance to the safety and control of the bridge and the safety of rail...Combining GPS and BDS technology to monitor the deformation of long-span railway bridges with stricter deformation control requirements is of significance to the safety and control of the bridge and the safety of railway traffic.Previous studies have ignored the influence of coloured noise in the deformation time series.This is not conducive to accurate deformation analysis of long-span railway bridges.Therefore,GPS,BDS and GPS/BDS monitoring data of Ganjiang Bridge located in Ganzhou city,Jiangxi Province,China are adopted in this paper to filter the coloured noise in the deformation time series by principal component analysis(PCA),and the influence of coloured noise on the deformation analysis results of railway bridge is analysed.The experimental results show that the diurnal temperature difference causes the mid-span and the tower of the railway cable-stayed bridge to deform with a period of about one day in the vertical and longitudinal directions,respectively.Ignoring colored noise will make the uncertainty of the deformation parameter estimation overly optimistic.PCA can significantly reduce the coloured noise,and thus reduce the uncertainty of deformation parameter estimation by about 73%.Moreover,the average difference between the daily periodic motion amplitudes of the monitoring points obtained by using GPS and BDS deformation time series is 1.65 mm.The use of GPS/BDS deformation time series is not only helpful to reduce the influence of coloured noise,but also can reduce the difference between amplitude analysis results obtained from GPS and BDS deformation time series.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
This paper investigates the phenomenon of stochastic resonance in a single-mode laser driven by time-modulated correlated coloured noise sources. The power spectrum and signal-to-noise ratio R of the laser intensity a...This paper investigates the phenomenon of stochastic resonance in a single-mode laser driven by time-modulated correlated coloured noise sources. The power spectrum and signal-to-noise ratio R of the laser intensity are calculated by the linear approximation. The effects caused by noise self-correlation time τ1, τ2 and cross-correlated time τ3 for stochastic resonance are analysed in two ways: τ1, τ2 and τ3 are taken to be the independent variables and the parameters respectively. The effects of the gain coefficient F and loss coefficient K on the stochastic resonance are also discussed. It is found that besides the presence of the standard form and the broad sense of stochastic resonance, the number of extrema in the curve of R versus K is reduced with the increase of the gain coefficient Г.展开更多
Objectives To evaluate the effects of white noise on pain-related cortical response,pain score,and behavioral and physiological parameters in neonates with procedural pain.Methods A double-blind,randomized controlled ...Objectives To evaluate the effects of white noise on pain-related cortical response,pain score,and behavioral and physiological parameters in neonates with procedural pain.Methods A double-blind,randomized controlled trial was conducted.Sixty-six neonates from the Neonatal Intensive Care Unit in a university-affiliated general hospital were randomly assigned to listen to white noise at 50 dB(experimental group)or 0 dB(control group)2 min before radial artery blood sampling and continued until 5 min after needle withdrawal.Pain-related cortical response was measured by regional cerebral oxygen saturation(rScO_(2))monitored with near-infrared spectroscopy,and facial expressions and physiological parameters were recorded by two video cameras.Two assessors scored the Premature Infant Pain Profile-Revised(PIPP-R)independently when viewing the videos.Primary outcomes were pain score and rScO_(2)during arterial puncture and 5 min after needle withdrawal.Secondary outcomes were pulse oximetric oxygen saturation(SpO_(2))and heart rate(HR)during arterial puncture,and duration of painful expressions.The study was registered at the Chinese Clinical Trial Registry(ChiCTR2200055571).Results Sixty neonates(experimental group,n=29;control group,n=31)were included in the final analysis.The maximum PIPP-R score in the experimental and control groups was 12.00(9.50,13.00),12.50(10.50,13.75),respectively(median difference−0.5,95%CI−2.0 to 0.5),and minimum rScO_(2)was(61.22±3.07)%,(61.32±2.79)%,respectively(mean difference−0.325,95%CI−1.382 to 0.732),without significant differences.During arterial puncture,the mean rScO_(2),HR,and SpO_(2)did not differ between groups.After needle withdrawal,the trends for rScO_(2),PIPP-R score,and facial expression returning to baseline were different between the two groups without statistical significance.Conclusion The white noise intervention did not show beneficial effects on pain-related cortical response as well as pain score,behavioral and physiological parameters in neonates with procedural pain.展开更多
For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Sub...For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Substituting it into the optimal weighted fusion steady-state white noise deconvolution estimator based on the Kalman filtering,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the Dynamic Error System Analysis(DESA) method,it proved that the self-tuning fusion white noise deconvolution estimator converges to the steady-state optimal fusion white noise deconvolution estimator in a realization.Therefore,it has the asymptotically global optimality.A simulation example for the tracking system with 3 sensors and the Bernoulli-Gaussian input white noise shows its effectiveness.展开更多
By adding frequency modulated signals to the intensity equation of gain noise model of the single-mode laser driven by two coloured noises which are correlated, this paper uses the linear approximation method to calcu...By adding frequency modulated signals to the intensity equation of gain noise model of the single-mode laser driven by two coloured noises which are correlated, this paper uses the linear approximation method to calculate the power spectrum and signal-to-noise ratio (SNR) of the laser intensity. The results show that the SNR appears typical stochastic resonance with the variation of intensity of the pump noise and quantum noise. As the amplitude of a modulated signal has effects on the SNR, it shows suppression, monotone increasing, stochastic resonance, and multiple stochastic resonance with the variation of the frequency of a carrier signal and modulated signal.展开更多
The phenomenon of stochastic resonance is investigated in an asymmetric bistable system with coloured noises. The approximate Fokker Planck equation is derived based on the Novikov theorem and the Fox approach. By app...The phenomenon of stochastic resonance is investigated in an asymmetric bistable system with coloured noises. The approximate Fokker Planck equation is derived based on the Novikov theorem and the Fox approach. By applying the two-state theory, the expression of the signal-to-noise ratio is obtained in the adiabatic limit. The effects of the noise parameters on signal-to-ratio are discussed. It is found that the stochastic resonance phenomena appear in most cases and disappear in some special cases.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
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 nonstationary probability densities of system response of a single-degree- of-freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied....The nonstationary probability densities of system response of a single-degree- of-freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied. Using the stochastic averaging method based on the generalized harmonic functions, the averaged Fokl^er-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set of properly selected basis functions with time-dependent coefficients. According to the Galerkin method, the time-dependent coefficients can be solved from a set of first-order linear differential equations. Then, the semi-analytical formulae of the nonstationary probability density of the amplitude response as well as the nonstationary probability density of the state response and the statistic moments of the amplitude response can be obtained. A van der Pol-Duffing oscillator subject to modulated white noise is given as an example to illustrate the proposed procedures. The effects of the system parameters, such as the linear damping coefficient and the nonlinear stiffness coefficient, on the system response are discussed.展开更多
The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural e...The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is in- vestigated by using the stochastic averaging method. The averaged generalized It6 stochastic differential equation and Fokkerlanck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter e2s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.展开更多
Laboratory experiments and field observations show that the equilibrium range of wind wave spectra presents a – 4 power law when it is scaled properly. This feature has been attributed to energy balance in spectral s...Laboratory experiments and field observations show that the equilibrium range of wind wave spectra presents a – 4 power law when it is scaled properly. This feature has been attributed to energy balance in spectral space by many researchers. In this paper we point out that white noise on an oscillation system can also lead to a similar inverse power law in the corresponding displacement spectrum, implying that the – 4 power law for the equilibrium range of wind wave spectra may probably only reflect the randomicity of the wind waves rather than any other dynamical processes in physical space. This explanation may shed light on the mechanism of other physical processes with spectra also showing an inverse power law, such as isotropic turbulence, internal waves, etc.展开更多
The existence of random attractor family for a class of nonlinear high-order Kirchhoff equation stochastic dynamical systems with white noise is studied. The Ornstein-Uhlenbeck process and the weak solution of the equ...The existence of random attractor family for a class of nonlinear high-order Kirchhoff equation stochastic dynamical systems with white noise is studied. The Ornstein-Uhlenbeck process and the weak solution of the equation are used to deal with the stochastic terms. The equation is transformed into a general stochastic equation. The bounded stochastic absorption set is obtained by estimating the solution of the equation and the existence of the random attractor family is obtained by isomorphic mapping method. Temper random compact sets of random attractor family are obtained.展开更多
An approximate Fokker-Planck equation for the logistic growth model which is driven by coloured correlated noises is derived by applying the Novikov theorem and the Fox approximation. The steady-state probability dist...An approximate Fokker-Planck equation for the logistic growth model which is driven by coloured correlated noises is derived by applying the Novikov theorem and the Fox approximation. The steady-state probability distribution (SPD) and the mean of the tumour cell number are analysed. It is found that the SPD is the single extremum configuration when the degree of correlation between the multiplicative and additive noises, λ is in -1 〈λ≤0 and can be the double extrema in 0〈λ〈1. A configuration transition occurs because of the variation of noise parameters. A minimum appears in the curve of the mean of the steady-state tumour cell number, (x), versus λ The position and the value of the minimum are controlled by the noise-correlated times.展开更多
In this paper, we studied a class of damped high order Beam equation stochas-tic dynamical systems with white noise. First, the Ornstein-Uhlenbeck process is used to transform the equation into a noiseless random equa...In this paper, we studied a class of damped high order Beam equation stochas-tic dynamical systems with white noise. First, the Ornstein-Uhlenbeck process is used to transform the equation into a noiseless random equation with random variables as parameters. Secondly, by estimating the solution of the equation, we can obtain the bounded random absorption set. Finally, the isomorphism mapping method and compact embedding theorem are used to obtain the system. It is progressively compact, then we can prove the existence of ran-dom attractors.展开更多
In this paper, the effect of every parameter (including p, q, r, λ, τ) on the mean first-passage time (MFPT) is investigated in an asymmetric bistable system driven by colour-correlated noise. The expression of ...In this paper, the effect of every parameter (including p, q, r, λ, τ) on the mean first-passage time (MFPT) is investigated in an asymmetric bistable system driven by colour-correlated noise. The expression of MFPT has been obtained by applying the steepest-descent approximation. Numerical results show that (1) the intensity of multiplicative noise p and the intensity of additive noise q play different roles in the MFPT of the system, (2) suppression appears on the curve of the MFPT with small λ (e.g. λ 〈 0.5) but there is a peak on the curve of the MFPT when λ is big (e.g. λ 〉 0.5), and (3) with different values of r (e.g. r = 0.1, 0.5, 1.5), the effort of τ on the MFPT is diverse.展开更多
The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-P...The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-Planck-Kolmogorov et/ualion approach. The conditions for the existence and uniqueness and the behavior of the solutions are discussed. All the systems under consideration are characterized by the dependence ofnonconservative fqrces on the first integrals of the corresponding conservative systems and arc catted generalized-energy-dependent f G.E.D.) systems. It is shown taht for each of the four classes of G.E.D. nonlinear stochastic systems there is a family of non-G.E.D. systems which are equivalent to the G.E.D. system in the sense of having identical stationary solution. The way to find the equivalent stochastic systems for a given G.E.D. system is indicated and. as an example, the equivalent stochastic systems for the second order G.E. D. nonlinear stochastic system are given. It is pointed out and illustrated with example that the exact stationary solutions for many non-G.E.D. nonlinear stochastic systems may he found by searching the equivalent G.E.D. systems.展开更多
The present work is concerned with the behavior of the second bifurcation of a Hopf bifurcation system excited by white-noise. It is found that the intervention of noises induces a drift of the bifurcation point along...The present work is concerned with the behavior of the second bifurcation of a Hopf bifurcation system excited by white-noise. It is found that the intervention of noises induces a drift of the bifurcation point along with the subtantial change in bifurcation type.展开更多
The diffusion in a harmonic oscillator driven by coloured noises ξ(t) and η(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expre...The diffusion in a harmonic oscillator driven by coloured noises ξ(t) and η(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1) The curves of d versus noise intensity D and d versus noises cross-correlation time z3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient A of the two Ornstein-Uhlenbeck (O-U) noises. 2) Changing the value of T3, the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3) Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.展开更多
基金the National Natural Science Foundation of China(No.12072118)the Natural Science Funds for Distinguished Young Scholar of Fujian Province of China(No.2021J06024)the Project for Youth Innovation Fund of Xiamen of China(No.3502Z20206005)。
文摘Hysteresis widely exists in civil structures,and dissipates the mechanical energy of systems.Research on the random vibration of hysteretic systems,however,is still insufficient,particularly when the excitation is non-Gaussian.In this paper,the radial basis function(RBF)neural network(RBF-NN)method is adopted as a numerical method to investigate the random vibration of the Bouc-Wen hysteretic system under the Poisson white noise excitations.The solution to the reduced generalized Fokker-PlanckKolmogorov(GFPK)equation is expressed in terms of the RBF-NNs with the Gaussian activation functions,whose weights are determined by minimizing the loss function of the reduced GFPK equation residual and constraint associated with the normalization condition.A steel fiber reinforced ceramsite concrete(SFRCC)column loaded by the Poisson white noise is studied as an example to illustrate the solution process.The effects of several important parameters of both the system and the excitation on the stochastic response are evaluated,and the obtained results are compared with those obtained by the Monte Carlo simulations(MCSs).The numerical results show that the RBF-NN method can accurately predict the stationary response with a considerable high computational efficiency.
基金the National Key Research and Development Program under Grant 2021YFB2600400the Science And Technology Project For China Railway Construction Corporation Limited under Grant 2022-A 02,Wuhan Enterprise Technology Innovation Project under Grant 2019010702011314+4 种基金Guangxi Science And Technology Plan Project under Grant AD19110107Guangxi Natural Science Foundation under Grant 2018GXNSFBA050006the Project To Improve The Basic Research Ability Of Young And MiddleAged Teachers In Guangxi Universities under Grant 2020KY06032Urban Spatial Information Engineering Beijing Key Laboratory Funded Project under Grant number 2020217Natural Science Foundation of Hubei Province under Grant 2020CFB282,National Natural Science Foundation of China under Grant 42264004.
文摘Combining GPS and BDS technology to monitor the deformation of long-span railway bridges with stricter deformation control requirements is of significance to the safety and control of the bridge and the safety of railway traffic.Previous studies have ignored the influence of coloured noise in the deformation time series.This is not conducive to accurate deformation analysis of long-span railway bridges.Therefore,GPS,BDS and GPS/BDS monitoring data of Ganjiang Bridge located in Ganzhou city,Jiangxi Province,China are adopted in this paper to filter the coloured noise in the deformation time series by principal component analysis(PCA),and the influence of coloured noise on the deformation analysis results of railway bridge is analysed.The experimental results show that the diurnal temperature difference causes the mid-span and the tower of the railway cable-stayed bridge to deform with a period of about one day in the vertical and longitudinal directions,respectively.Ignoring colored noise will make the uncertainty of the deformation parameter estimation overly optimistic.PCA can significantly reduce the coloured noise,and thus reduce the uncertainty of deformation parameter estimation by about 73%.Moreover,the average difference between the daily periodic motion amplitudes of the monitoring points obtained by using GPS and BDS deformation time series is 1.65 mm.The use of GPS/BDS deformation time series is not only helpful to reduce the influence of coloured noise,but also can reduce the difference between amplitude analysis results obtained from GPS and BDS deformation time series.
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.
文摘This paper investigates the phenomenon of stochastic resonance in a single-mode laser driven by time-modulated correlated coloured noise sources. The power spectrum and signal-to-noise ratio R of the laser intensity are calculated by the linear approximation. The effects caused by noise self-correlation time τ1, τ2 and cross-correlated time τ3 for stochastic resonance are analysed in two ways: τ1, τ2 and τ3 are taken to be the independent variables and the parameters respectively. The effects of the gain coefficient F and loss coefficient K on the stochastic resonance are also discussed. It is found that besides the presence of the standard form and the broad sense of stochastic resonance, the number of extrema in the curve of R versus K is reduced with the increase of the gain coefficient Г.
基金This work was supported by grants from Guangdong Nurse Association[gdshsxh2021a058]Department of Science and Technology of Guangdong Province[2014A020212396].
文摘Objectives To evaluate the effects of white noise on pain-related cortical response,pain score,and behavioral and physiological parameters in neonates with procedural pain.Methods A double-blind,randomized controlled trial was conducted.Sixty-six neonates from the Neonatal Intensive Care Unit in a university-affiliated general hospital were randomly assigned to listen to white noise at 50 dB(experimental group)or 0 dB(control group)2 min before radial artery blood sampling and continued until 5 min after needle withdrawal.Pain-related cortical response was measured by regional cerebral oxygen saturation(rScO_(2))monitored with near-infrared spectroscopy,and facial expressions and physiological parameters were recorded by two video cameras.Two assessors scored the Premature Infant Pain Profile-Revised(PIPP-R)independently when viewing the videos.Primary outcomes were pain score and rScO_(2)during arterial puncture and 5 min after needle withdrawal.Secondary outcomes were pulse oximetric oxygen saturation(SpO_(2))and heart rate(HR)during arterial puncture,and duration of painful expressions.The study was registered at the Chinese Clinical Trial Registry(ChiCTR2200055571).Results Sixty neonates(experimental group,n=29;control group,n=31)were included in the final analysis.The maximum PIPP-R score in the experimental and control groups was 12.00(9.50,13.00),12.50(10.50,13.75),respectively(median difference−0.5,95%CI−2.0 to 0.5),and minimum rScO_(2)was(61.22±3.07)%,(61.32±2.79)%,respectively(mean difference−0.325,95%CI−1.382 to 0.732),without significant differences.During arterial puncture,the mean rScO_(2),HR,and SpO_(2)did not differ between groups.After needle withdrawal,the trends for rScO_(2),PIPP-R score,and facial expression returning to baseline were different between the two groups without statistical significance.Conclusion The white noise intervention did not show beneficial effects on pain-related cortical response as well as pain score,behavioral and physiological parameters in neonates with procedural pain.
基金Supported by National Natural Science Foundation of China (No.60874063)Key Laboratory of Electronics Engineering,College of Heilongjiang Province (No.DZZD2010-5),and Science and Automatic Control Key Laboratory of Heilongjiang University
文摘For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Substituting it into the optimal weighted fusion steady-state white noise deconvolution estimator based on the Kalman filtering,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the Dynamic Error System Analysis(DESA) method,it proved that the self-tuning fusion white noise deconvolution estimator converges to the steady-state optimal fusion white noise deconvolution estimator in a realization.Therefore,it has the asymptotically global optimality.A simulation example for the tracking system with 3 sensors and the Bernoulli-Gaussian input white noise shows its effectiveness.
基金supported by the Key Project Scientific Research Foundation from the Education Department of Hubei Province of China(Grant No D200725001)
文摘By adding frequency modulated signals to the intensity equation of gain noise model of the single-mode laser driven by two coloured noises which are correlated, this paper uses the linear approximation method to calculate the power spectrum and signal-to-noise ratio (SNR) of the laser intensity. The results show that the SNR appears typical stochastic resonance with the variation of intensity of the pump noise and quantum noise. As the amplitude of a modulated signal has effects on the SNR, it shows suppression, monotone increasing, stochastic resonance, and multiple stochastic resonance with the variation of the frequency of a carrier signal and modulated signal.
基金Project supported by the National Natural Science Foundation of China (Grant No. 10672074)
文摘The phenomenon of stochastic resonance is investigated in an asymmetric bistable system with coloured noises. The approximate Fokker Planck equation is derived based on the Novikov theorem and the Fox approach. By applying the two-state theory, the expression of the signal-to-noise ratio is obtained in the adiabatic limit. The effects of the noise parameters on signal-to-ratio are discussed. It is found that the stochastic resonance phenomena appear in most cases and disappear in some special cases.
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Project supported by the National Natural Science Foundation of China(No.11025211)the Zhejiang Provincial Natural Science Foundation of China(No.Z6090125)the Special Fund for National Excellent Ph.D.Dissertation and Research Grant Council of Hong Kong City(No.U115807)
文摘The nonstationary probability densities of system response of a single-degree- of-freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied. Using the stochastic averaging method based on the generalized harmonic functions, the averaged Fokl^er-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set of properly selected basis functions with time-dependent coefficients. According to the Galerkin method, the time-dependent coefficients can be solved from a set of first-order linear differential equations. Then, the semi-analytical formulae of the nonstationary probability density of the amplitude response as well as the nonstationary probability density of the state response and the statistic moments of the amplitude response can be obtained. A van der Pol-Duffing oscillator subject to modulated white noise is given as an example to illustrate the proposed procedures. The effects of the system parameters, such as the linear damping coefficient and the nonlinear stiffness coefficient, on the system response are discussed.
基金supported by the National Natural Science Foundation of China(10932009,11072212,11272279,and 11321202)
文摘The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is in- vestigated by using the stochastic averaging method. The averaged generalized It6 stochastic differential equation and Fokkerlanck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter e2s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.
基金This study was financially supported by the National Natural Science Foundation of China (Grant No. 40406008)the Foundation for 0pen Projects of the Key Lab of Physical 0ceanography, the Ministry of Education, China (Grant No. 200309).
文摘Laboratory experiments and field observations show that the equilibrium range of wind wave spectra presents a – 4 power law when it is scaled properly. This feature has been attributed to energy balance in spectral space by many researchers. In this paper we point out that white noise on an oscillation system can also lead to a similar inverse power law in the corresponding displacement spectrum, implying that the – 4 power law for the equilibrium range of wind wave spectra may probably only reflect the randomicity of the wind waves rather than any other dynamical processes in physical space. This explanation may shed light on the mechanism of other physical processes with spectra also showing an inverse power law, such as isotropic turbulence, internal waves, etc.
文摘The existence of random attractor family for a class of nonlinear high-order Kirchhoff equation stochastic dynamical systems with white noise is studied. The Ornstein-Uhlenbeck process and the weak solution of the equation are used to deal with the stochastic terms. The equation is transformed into a general stochastic equation. The bounded stochastic absorption set is obtained by estimating the solution of the equation and the existence of the random attractor family is obtained by isomorphic mapping method. Temper random compact sets of random attractor family are obtained.
基金Supported by the National Natural Science Foundation of China under Grant No 10275025, and the Key Project of Education Bureau of Hubei Province under Grant No Z200612001.
文摘An approximate Fokker-Planck equation for the logistic growth model which is driven by coloured correlated noises is derived by applying the Novikov theorem and the Fox approximation. The steady-state probability distribution (SPD) and the mean of the tumour cell number are analysed. It is found that the SPD is the single extremum configuration when the degree of correlation between the multiplicative and additive noises, λ is in -1 〈λ≤0 and can be the double extrema in 0〈λ〈1. A configuration transition occurs because of the variation of noise parameters. A minimum appears in the curve of the mean of the steady-state tumour cell number, (x), versus λ The position and the value of the minimum are controlled by the noise-correlated times.
文摘In this paper, we studied a class of damped high order Beam equation stochas-tic dynamical systems with white noise. First, the Ornstein-Uhlenbeck process is used to transform the equation into a noiseless random equation with random variables as parameters. Secondly, by estimating the solution of the equation, we can obtain the bounded random absorption set. Finally, the isomorphism mapping method and compact embedding theorem are used to obtain the system. It is progressively compact, then we can prove the existence of ran-dom attractors.
基金Project supported by the National Natural Science Foundation of China (Grants Nos 10472091, 10332030 and 10502042) and the Graduate Starting Seed Fund of Northwestern Polytechnical University (Grant No Z200655).
文摘In this paper, the effect of every parameter (including p, q, r, λ, τ) on the mean first-passage time (MFPT) is investigated in an asymmetric bistable system driven by colour-correlated noise. The expression of MFPT has been obtained by applying the steepest-descent approximation. Numerical results show that (1) the intensity of multiplicative noise p and the intensity of additive noise q play different roles in the MFPT of the system, (2) suppression appears on the curve of the MFPT with small λ (e.g. λ 〈 0.5) but there is a peak on the curve of the MFPT when λ is big (e.g. λ 〉 0.5), and (3) with different values of r (e.g. r = 0.1, 0.5, 1.5), the effort of τ on the MFPT is diverse.
基金Project Supported by The National Natural Science Foundation of China
文摘The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-Planck-Kolmogorov et/ualion approach. The conditions for the existence and uniqueness and the behavior of the solutions are discussed. All the systems under consideration are characterized by the dependence ofnonconservative fqrces on the first integrals of the corresponding conservative systems and arc catted generalized-energy-dependent f G.E.D.) systems. It is shown taht for each of the four classes of G.E.D. nonlinear stochastic systems there is a family of non-G.E.D. systems which are equivalent to the G.E.D. system in the sense of having identical stationary solution. The way to find the equivalent stochastic systems for a given G.E.D. system is indicated and. as an example, the equivalent stochastic systems for the second order G.E. D. nonlinear stochastic system are given. It is pointed out and illustrated with example that the exact stationary solutions for many non-G.E.D. nonlinear stochastic systems may he found by searching the equivalent G.E.D. systems.
文摘The present work is concerned with the behavior of the second bifurcation of a Hopf bifurcation system excited by white-noise. It is found that the intervention of noises induces a drift of the bifurcation point along with the subtantial change in bifurcation type.
基金Project supported by the National Natural Science Foundation of China (Grant No 10275025)
文摘The diffusion in a harmonic oscillator driven by coloured noises ξ(t) and η(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1) The curves of d versus noise intensity D and d versus noises cross-correlation time z3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient A of the two Ornstein-Uhlenbeck (O-U) noises. 2) Changing the value of T3, the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3) Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.