Stochastic resonance in a linear static system driven by correlated multiplicative and additive noises
نویسندگان
چکیده
In this work, we investigate the signal transmission in a linear static system driven by correlated multiplicative and additive noises. When the input signal is periodic, we depict the stochastic resonance (SR) phenomenon by employing the signal-to-noise ratio (SNR) theory; while the input signal is aperiodic, we describe the SR phenomenon by using the input–output cross correlation theory. And the exact analytic expressions of the output SNR and the normalized time averaged cross covariance between input and output are obtained. The results show: under the condition of negative correlated noises, SR arises; while with positive correlated or uncorrelated noises, there is no SR. This result may extend the SR theory to a common linear static system. 2013 Elsevier Inc. All rights reserved.
منابع مشابه
Transport of particles for a spatially periodic stochastic system with correlated noises.
The transport of particles for a spatially periodic stochastic system driven by two multiplicative noises and one additive noise (between which there are correlations) is investigated for the overdamped and underdamped cases. It is shown that (i) the probability current can be positive, zero, or negative; (ii) the movement of the particles represents the phenomenon of resonance as a function of...
متن کاملSuprathreshold stochastic resonance in multilevel threshold system driven by multiplicative and additive noises
The suprathreshold stochastic resonance in multithreshold neuronal networks system driven by multiplicative Gaussian noise and additive Gaussian noise is studied. The expression of the mutual information is derived, and the effects of the noise intensity and system parameter on mutual information are discussed. It is found that adjusting the additive noise intensity is more effective than adjus...
متن کاملNumerical solution of second-order stochastic differential equations with Gaussian random parameters
In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...
متن کاملStochastic resonance in a piecewise nonlinear model driven by multiplicative non-Gaussian noise and additive white noise
The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (...
متن کاملEffects of colored noise on stochastic resonance in a bistable system subject to multiplicative and additive noise.
The effects of colored noise on stochastic resonance (SR) in a bistable system driven by multiplicative colored noise and additive white noise and a periodic signal are studied by using the unified colored noise approximation and the theory of signal-to-noise ratio (SNR) in the adiabatic limit. In the case of no correlations between noises, there is an optimal noise intensities ratio R at which...
متن کامل