Fluctuations of Single-Mode Laser Driven by Two Different Kinds of Colored Noise

A single-mode laser with coupling between additive and multiplicative noise terms is investigated when the multiplicative noise and the coupling between two noise terms are colored fluctuations with finite correlation times T1 and T2. Combining the unified colored noise approximation （UCNA） and the functional analysis, the stationary probability distribution （SPD） and the variance of the laser intensity is derived. It is found that the colored nature of multiplicative noise and the coupling strength between two noise terms can affect both the structure and the height of the SPD, while the colored nature of the coupling between two noise terms can only affect the height of the SPD. The multiplicative noise can enhance the intensity fluctuations while the additive noise can reduce the fluctuations in a laser system. Numerical simulations are presented and consistent to the analytical results.

Stochastic Resonance in a Single-Mode Laser Driven by Quadratic Colored Pump Noise:Effects of Biased Amplitude Modulation Signal

A single-mode laser noise model driven by quadratic colored pump noise and biased amplitude modulationsignal is proposed.The analytic expression of signal-to-noise ratio is calculated by using a new linearized procedure.Itis found that there are three different typies of stochastic resonance in the model:the conventional form of stochasticresonance,the stochastic resonance in the broad sense,and the bona fide SR.

Spiral Waves and Multiple Spatial Coherence Resonances Induced by Colored Noise in Neuronal Network

Gaussian colored noise induced spatial patterns and spatial coherence resonances in a square lattice neuronal network composed of Morris-Lecar neurons are studied.Each neuron is at resting state near a saddle-node bifurcation on invariant circle,coupled to its nearest neighbors by electronic coupling.Spiral waves with different structures and disordered spatial structures can be alternately induced within a large range of noise intensity.By calculating spatial structure function and signal-to-noise ratio(SNR),it is found that SNR values are higher when the spiral structures are simple and are lower when the spatial patterns are complex or disordered,respectively.SNR manifest multiple local maximal peaks,indicating that the colored noise can induce multiple spatial coherence resonances.The maximal SNR values decrease as the correlation time of the noise increases.These results not only provide an example of multiple resonances,but also show that Gaussian colored noise play constructive roles in neuronal network.

Moments and Mean First—Passage Time of Parabolic—Bistable Potential System Driven by Colored Noise

A parabolic-bistable potential system driven by colored noise is studied. The exact analytical expressions of the stationary probability distribution (SPD) and the moments of the system are derived. Furthermore, the mean first-passage time is calculated by the use of two approximate methods, respectively. It is found that (i) the double peaks of SPD are rubbed-down into a flat single peak with the increasing of noise intensity; (ii) a minimum occurs on the curve of the second-order moment of the system vs. noise intensity at the point ; (iii) the results obtained by our approximate approach are in good agreement with the numerical calculations for either small or large correlation time , while the conventional steepest descent approximation leads to poor results.

Stochastic bifurcations of generalized Duffing–van der Pol system with fractional derivative under colored noise

The stochastic bifurcation of a generalized Duffing–van der Pol system with fractional derivative under color noise excitation is studied. Firstly, fractional derivative in a form of generalized integral with time-delay is approximated by a set of periodic functions. Based on this work, the stochastic averaging method is applied to obtain the FPK equation and the stationary probability density of the amplitude. After that, the critical parameter conditions of stochastic P-bifurcation are obtained based on the singularity theory. Different types of stationary probability densities of the amplitude are also obtained. The study finds that the change of noise intensity, fractional order, and correlation time will lead to the stochastic bifurcation.

New targets number estimation method under colored noise background

A multiple targets detection method based on spatial smoothing （MTDSS） is proposed to solve the problem of the source number estimation under the colored noise background. The forward and backward smoothing based on auxiliary vectors which are received data on some specific elements is computed. By the spatial smoothing with auxiliary vectors, the correlated signals are decorrelated, and the colored noise is partially alleviated. The correlation matrix formed from the cross correlations between subarray data and auxiliary vectors is computed. By exploring the second-order statistics property of the covariance matrix, a threshold based on Gerschgorin radii of the smoothing correlation matrix is set to estimate the number of sources. Simulations and experimental results validate that MTDSS has an effective performance under the condition of the colored noise background and coherent sources, and MTDSS is robust with the correlated factor of signals and noise.

Stochastic responses of Duffing–Van der Pol vibro-impact system under additive colored noise excitation

A response analysis procedure is developed for a vibro-impact system excited by colored noise. The non-smooth transformation is used to convert the vibro-impact system into a new system without impact term. With the help of the modified quasi-conservative averaging, the total energy of the new system can be approximated as a Markov process, and the stationary probability density function （PDF） of the total energy is derived. The response PDFs of the original system are obtained using the analytical solution of the stationary PDF of the total energy. The validity of the theoretical results is tested through comparison with the corresponding simulation results. Moreover, stochastic bifurcations are also explored.

Stochastic resonance for a metapopulation system driven by multiplicative and additive colored noises

We investigate the stochastic resonance （SR） phenomenon induced by the periodic signal in a metapopulation system with colored noises. The analytical expression of signal-to-noise is derived in the adiabatic limit. By numerical calculation, the effects of the addictive noise intensity, the multiplicative noise intensity and two noise self-correlation times on SNR are respectively discussed. It shows that： （i） in the case that the addictive noise intensity M takes a small value, a SR phenomenon for the curve of SNR appears; however, when M takes a large value, SNR turns into a monotonic function on the multiplicative noise intensity Q. （ii） The resonance peaks in the plots of the multiplicative noise intensity Q versus its self-correlation time Vl and the addictive noise intensity M versus its self-correlation time ~2 translate in parallel. Mean- while, a parallel translation also appears in the plots of vl versus Q and v2 versus M. （iii） The interactive effects between self-correlation times Vl and v2 are opposite.

Asymmetric stochastic resonance under non-Gaussian colored noise and time-delayed feedback

Based on adiabatic approximation theory,in this paper we study the asymmetric stochastic resonance system with time-delayed feedback driven by non-Gaussian colored noise.The analytical expressions of the mean first-passage time(MFPT)and output signal-to-noise ratio(SNR)are derived by using a path integral approach,unified colored-noise approximation(UCNA),and small delay approximation.The effects of time-delayed feedback and non-Gaussian colored noise on the output SNR are analyzed.Moreover,three types of asymmetric potential function characteristics are thoroughly discussed.And they are well-depth asymmetry(DASR),well-width asymmetry(WASR),and synchronous action of welldepth and well-width asymmetry(DWASR),respectively.The conclusion of this paper is that the time-delayed feedback can suppress SR,however,the non-Gaussian noise deviation parameter has the opposite effect.Moreover,the correlation time plays a significant role in improving SNR,and the SNR of asymmetric stochastic resonance is higher than that of symmetric stochastic resonance.Our experiments demonstrate that the appropriate parameters can make the asymmetric stochastic resonance perform better to detect weak signals than the symmetric stochastic resonance,in which no matter whether these signals have low frequency or high frequency,accompanied by strong or weak noise.

Stochastic Resonance in a Bacterium Growth System Subjected to Colored Noises

We present the logistic growth model to study the stochastic resonance （SR） in a bacterium growth system under the simultaneous action of two external multiplicative cross-correlation noises and periodic external forcing. The expression of the signal-to-noise ratio （SNR） for a bacterium growth system is derived by using the theory of SNR in the adiabatic limit. Based on SNR, we discuss the effects of self-correlation time τ1 and τ2, cross-correlation time 3-3 and cross-correlation strength λ on the SNR. It is found that the self-correlation time τ1 and τ2, and cross-correlation strength λ enhance the SR of the bacterium growth system, while cross-correlation time τ3 weakens the SR of the bacterium growth system.

Effects of Colored Noise on Periodic Orbits in a One-Dimensional Map

Noise can induce inverse period-doubling transition and chaos. The effects of the colored noise on periodic orbits, of the different periodic sequences in the logistic map, are investigated. It is found that the dynamical behaviors of the orbits, induced by an exponentially correlated colored noise, are different in the mergence of transition, and the effects of the noise intensity on their dynamical behaviors are different from the effects of the correlation time of noise. Remarkably, the noise can induce new periodic orbits, namely, two new orbits emerge in the period-four sequence at the bifurcation parameter value μ = 3.5, four new orbits in the period-eight sequence at μ= 3.55, and three new orbits in the period-six sequence at μ = 3.846, respectively. Moreover, the dynamical behaviors of the new orbits clearly show the resonancelike response to the colored noise.

Stochastic Resonance of Instantaneous-State in Linear Regime of Single-Mode Lasers Driven by Colored Noises

According to a linear equation of the laser intensity of single-mode laser with input signal, we compute the generalized signal-to-noise ratio （GSNR） in the instantaneous-state of the single-mode laser, which is driven by two colored noises and correlated in the form of an e-exponential function. We detect that the stochastic resonance （SR） also occurs on instantaneous state at any time. Furthermore we discuss the GSNR trend to stable state in three different forms when taking different signal frequencies.

Influence of the colored noise on determining the period of a torsion pendulum

Based on statistical properties, two typical models are considered to calculate the uncertainties for some random noise sequences on the period extraction of a torsion pendulum, which is important and instructive in the measurement of gravitational constant G with the time-of-swing method. An expression of the uncertainty for the period measurement is obtained, which is dependent on the ratio ？t/（1/λ） where ？t is the interval of the sample time and 1/λ is the length of the correlation time. The result of processing experimental data shows that as the interval of the sample time ？t gradually shortens, the uncertainty of the period becomes smaller, and further when the ratio ？t/（1/λ） is less than 1, the uncertainty remains substantially unchanged.

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.

Enhancement of density divergence in an insect outbreak model driven by colored noise

The steady states and the transient properties of an insect outbreak model driven by Gaussian colored noise are studied in this paper. According to the Fokker-Planck equation in the unified colored-noise approximation, we analyse the stationary probability distribution and the mean first-passage time of this model. By numerical analysis, the effects of the self-correlation time of insect birth rate and predation rate respectively reveal a manifest population divergence on the insect density. The decrease of the mean first-passage time indicates an enhancement dynamic on the density divergency with colored noise of a large self-correlation time based on the insect outbreak model.

Method for determining number of coherent signals in the presence of colored noise

The approach of estimating the number of signals based on information theoretic criteria has good performance in the assumption of white noise, but it always leads to false estimation of the coherent sources in colored noise. An approach combining the combined information theoretic criteria and eigen- value correction, is presented to determine number of signals. The method uses maximum likelihood （ML） and information theoretic criteria to estimate coherent signals alternately, then eliminate the inequality of the eigenvalues caused by colored noise by correcting the noise eigenvalues. The computer simulation results prove the effective performance of the method.

Effect of Asymmetric Potential and Gaussian Colored Noise on Stochastic Resonance

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.

Extinction Time of a Metapopulation Driven by Colored Correlated Noises

The simplified incidence function model which is driven by the colored correlated noises is employed to investigate the extinction time of a metapopulation perturbed by environments. The approximate Fokker-Planck Equation and the mean first passage time which denotes the extinction time （Tex） are obtained by virtue of the Novikov theorem and the Fox approach. After introducing a noise intensity ratio and a dimensionless parameter R = D /α （D and a are the multiplicative and additive colored noise intensities respectively）, and then performing numerical computations, the results indicate that： （i） The absolute value of correlation strength A and its correlation time τ3 play opposite roles on the Tex; （ii） For the case of 0 〈λ〈 1,α and its correlation time τ2 play opposite roles on the Tex in which R〉 1 is the best condition, and there is one-peak structure on the Tex - D plot; （iii） For the case of-1 〈 λ≤ 0, D and its correlation time τ1 play opposite roles on the Tex in which R 〈 1 is the best condition and there is one-peak structure on the Tex - τ2 plot.

COLORED NOISE PREDICTION BASED ON NEURAL NETWORK

A method for predicting colored noise by introducing prediction of nonlinear time series is presented. By adopting three kinds of neural networks prediction models, the colored noise prediction is studied through changing the filter bandwidth for stochastic noise and the sampling rate for colored noise. The results show that colored noise can be predicted. The prediction error decreases with the increasing of the sampling rate or the narrowing of the filter bandwidth. If the parameters are selected properly, the prediction precision can meet the requirement of engineering implementation. The results offer a new reference way for increasing the ability for detecting weak signal in signal processing system.