We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. U...We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator （LSE） when a small dispersion parameter ε→0 and n →∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.展开更多
For the activated dynamics of a Brownian particle moving in a confined system with the presence of entropic barriers, this paper investigates a periodic driving and correlations between two noises. Within the two-stat...For the activated dynamics of a Brownian particle moving in a confined system with the presence of entropic barriers, this paper investigates a periodic driving and correlations between two noises. Within the two-state approximation, the explicit expressions of the mean first passage time （MFPT） and the spectral power amplification （SPA） axe obtained, respectively. Based on the numerical computations, it is found that： （i） The MFPT as a function of the noise intensity exhibits a maximum with the positive correlations between two noises （λ〉0）, this maximum for MFPT shows the characteristic of the entropic noise induced stability （ENIS） effect. The intensity A of correlations between two noises can enhance the ENIS effect. （ii） The SPA as a function of the noise intensity exhibits a double-peak by tuning the noise correlation intensity λ, i.e., the existence of a double-peak behaviour is the identifying characteristic of the double entropic stochastic resonance phenomenon.展开更多
We study the effects of correlations between quantum and pump noises on fluctuations of the laser intensity in a saturation laser model. An approximative Fokker-Planck equation and analytic expressions of the steady-s...We study the effects of correlations between quantum and pump noises on fluctuations of the laser intensity in a saturation laser model. An approximative Fokker-Planck equation and analytic expressions of the steady-state probability distribution function （SPD） of the laser system are derived. Based on the SPD, the normalized mean, the normalized variance, and the normalized skewness of the steady-state laser intensity are calculated numerically. The results indicate that （i） the correlation strength A of correlated noises always enhances the fluctuation of laser intensity; （ii） the correlation time v of correlated noises strengthens the fluctuation of laser intensity for the below-threshold case but τ weakens it for the above-threshold case.展开更多
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. ...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.展开更多
This paper is concerned with the stochastic bounded consensus tracking problems of leader-follower multi-agent systems, where the control input of an agent can only use the information measured at the sampling instant...This paper is concerned with the stochastic bounded consensus tracking problems of leader-follower multi-agent systems, where the control input of an agent can only use the information measured at the sampling instants from its neighbours or the virtual leader with a time-varying reference state, and the measurements are corrupted by random noises. The probability limit theory and the algebra graph theory are employed to derive the necessary and sufficient conditions guaranteeing the mean square bounded consensus tracking. It is shown that the maximum allowable upper boundary of the sampling period simultaneously depends on the constant feedback gains and the network topology. Furthermore, the effects of the sampling period on the tracking performance are analysed. It turns out that from the view point of the sampling period, there is a trade-off between the tracking speed and the static tracking error. Simulations are provided to demonstrate the effectiveness of the theoretical results.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
We have investigated in the adiabatic limit the phenomenon of stochastic resonance in the gene transcriptional regulatory system subjected to an additive noise, a multiplicative noise, and a weakly periodic signal. Us...We have investigated in the adiabatic limit the phenomenon of stochastic resonance in the gene transcriptional regulatory system subjected to an additive noise, a multiplicative noise, and a weakly periodic signal. Using the general two-state approach for the asymmetry system, the analytic expression of signal-to-noise ratio is obtained. The effects of the additive noise intensity a, the multiplicative noise intensity D and the amplitude of input periodic signal A on the signal-to-noise ratio are analysed by numerical calculation. It is found that the existence of a maximum in the RSNR a and RSNR D plots is the identifying characteristic of the stochastic resonance phenomenon in the weakened noise intensity region. The stochastic resonance phenomena are restrained with increasing a and D, and enhanced with increasing A.展开更多
In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded conse...In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded consensus tracking protocol based on sampled data with a general sampling delay is presented by employing the delay decomposition technique. Then, necessary and sufficient conditions are derived for guaranteeing leader-follower multi-agent systems with measurement noises and a time-varying reference state to achieve mean square bounded consensus tracking. The obtained results cover no sampling delay, a small sampling delay and a large sampling delay as three special cases. Last, simulations are provided to demonstrate the effectiveness of the theoretical results.展开更多
We discuss the transport of an underdamped particle driven by an external fluctuation force in a spatially periodic asymmetric potential with correlated noises. The corresponding mathematical model is established. The...We discuss the transport of an underdamped particle driven by an external fluctuation force in a spatially periodic asymmetric potential with correlated noises. The corresponding mathematical model is established. The movement of the steady current of an underdamped particle is presented by the method of the numerical simulation. It is indicated that the value of the current may be negative, zero, or positive. The external fluctuation force and correlated noises can effect the current direction. Under the appropriate parameters, the correlated noises intensity may even raise a reversal of the current. Besides, we have noticed a phenomenon that particles with different weight have different directions during movement by the impact of the correlated noises and external fluctuation force. Therefore, the Brownian particles can be effectively separated according to their masses.展开更多
The absolute concentration robustness （ACR） steady state of a biochemical system can protect against changing a large concentration of the system＇s components. In this paper, a minimal model of autonomous-nonautono...The absolute concentration robustness （ACR） steady state of a biochemical system can protect against changing a large concentration of the system＇s components. In this paper, a minimal model of autonomous-nonautonomous transposons driven by intrinsic and extrinsic noises is investigated. The effects of intrinsic and extrinsic noises on ACR steady state of the transposons kinetics are studied by numerical simulations. It is found that the predator-prey-like oscillations around the ACR steady state are induced by the intrinsic or extrinsic noises. Comparing with the case of intrinsic noises, the extrinsic noises can inhibit the amplitude of oscillations of transposon kinetics. To characterize the predator-prey-like oscillations, we calculate the probability distributions and the normalized correlation functions of a system in the stability domain. With the increasing of noise intensity, the peak of the probability distribution is shifted from the ACR steady state to the trivial steady state. The normalized autocorrelation and cross-correlation functions indicate that the state of the predator-prey oscillator is transmitted to 50 successive generations at least.展开更多
We study the mean-square composite-rotating consensus problem of second-order multi-agent systems with communication noises, where all agents rotate around a common center and the center of rotation spins around a fix...We study the mean-square composite-rotating consensus problem of second-order multi-agent systems with communication noises, where all agents rotate around a common center and the center of rotation spins around a fixed point simultaneously. Firstly, a time-varying consensus gain is introduced to attenuate to the effect of communication noises. Secondly, sufficient conditions are obtained for achieving the mean-square composite-rotating consensus. Finally, simulations are provided to demonstrate the effectiveness of the proposed algorithm.展开更多
Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.A computational analysis ...Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.A computational analysis is conducted to investigate bifurcations of a simple dynamical system under non-Gaussian a-stable Levy motions, by examining the changes in stationary probability density functions for the solution orbits of this stochastic system. The stationary probability density functions are obtained by solving a nonlocal Fokker-Planck equation numerically. This allows numerically investigating phenomenological bifurcation, or P-bifurcation, for stochastic differential equations with non-Gaussian Levy noises.展开更多
On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering （EKF）, the unscented K...On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering （EKF）, the unscented Kalman filtering （UKF） and the Gaussian particle filtering （GPF） to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal （These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper）. Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF.展开更多
This paper investigates the two-time intensity correlation function of a two-mode ring laser system subjected to both pump and quantum noises by stochastic simulation. It finds that the decay rate of the intensity cor...This paper investigates the two-time intensity correlation function of a two-mode ring laser system subjected to both pump and quantum noises by stochastic simulation. It finds that the decay rate of the intensity correlation function of one mode gets faster with decreasing values of relevant parameters, i.e., the coupling constant ξ, the cross-correlation coefficient A, the difference of the pump parameters Aa and the pump parameter al; however, its variations get complex in the other mode when relevant parameters are changed. The investigating results also show that the effects of the mode competition on intensity correlation function are obvious.展开更多
We study the influence of the phase noises of far detuning single frequency lasers on the lifetime of Bose-Einstein condensation（BEC）of^（87）Rb in an optical dipole trap.As a comparison,we shine a continuous-wave s...We study the influence of the phase noises of far detuning single frequency lasers on the lifetime of Bose-Einstein condensation（BEC）of^（87）Rb in an optical dipole trap.As a comparison,we shine a continuous-wave singlefrequency Ti：sapphire laser,an external-cavity diode laser and a phase-locked diode laser on BEC.We measure the heating and lifetime of BEC in two different hyperfine states：｜F=2,m_F=2〉and｜F=1,m_F=1〉.Due to the narrow linewidth and small phase noise,the continuous-wave single-frequency Ti：sapphire laser has less influence on the lifetime of^（87）Rb BEC than the external-cavity diode laser.To reduce the phase noise of the external-cavity diode laser,we use an optical phase-locked loop for the external-cavity diode laser to be locked on a Ti：sapphire laser.The lifetime of BEC is increased when applfying the phase-Jocked diode laser in contrast with the external-cavity diode laser.展开更多
The I-V characteristics and low frequency noises for indium zinc oxide thin film transistor are measured between 250 K and 430 K. The experimental results show that drain currents are thermally activated following the...The I-V characteristics and low frequency noises for indium zinc oxide thin film transistor are measured between 250 K and 430 K. The experimental results show that drain currents are thermally activated following the Meyer Neldel rule, which can be explained by the multiple-trapping process. Moreover, the field effect electron mobility firstly increases, and then decreases with the increase of temperature, while the threshold voltage decreases with increasing the temperature. The activation energy and the density of localized gap states are extracted. A noticeable increase in the density of localized states is observed at the higher temperatures.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
By using linear approximation we derive expressions for the correlation function,power spectrum and correlation time of the output light intensity in a single-mode laser driven by additive white noise and multiplicati...By using linear approximation we derive expressions for the correlation function,power spectrum and correlation time of the output light intensity in a single-mode laser driven by additive white noise and multiplicative colored noise with an exponential correlation form.The effects of correlation strength and correlation time of the noises on the above quantities are discussed and compared with the case of a delta function correlation form for the noises.展开更多
This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of s...This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated.展开更多
The steady-state properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different values of noise correlation ...The steady-state properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different values of noise correlation times T1 and T2. After introducing a dimensionless parameter R（R = α/D, D is the intensity of the multiplicative noise and a is the intensity of the additive noise）, and performing the numerical computations, we find the following points： （1） For the case of R 〉 1, A （the intensity of correlation between additive and multiplicative noises）, T1 and T2 can induce the stationary probability distribution （SPD） transition from bimodal to unimodal in structure, but for the cases of R _〈 1, the bimodal structure is preserved; （2） a can also induce the SPD transition from bimodal to unimodal in structure; （3） the bimodal structure of the SPD exhibits a symmetrical structure as D increases.展开更多
基金supported by FAU Start-up funding at the C. E. Schmidt Collegeof Science
文摘We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator （LSE） when a small dispersion parameter ε→0 and n →∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.
基金Project supported by Natural Science Foundation of Yunnan Province of China (Grant No. 2010CD031)the National Natural Science Foundation of China (Grant Nos. 50906035,90610035,51066002,and U0937604)
文摘For the activated dynamics of a Brownian particle moving in a confined system with the presence of entropic barriers, this paper investigates a periodic driving and correlations between two noises. Within the two-state approximation, the explicit expressions of the mean first passage time （MFPT） and the spectral power amplification （SPA） axe obtained, respectively. Based on the numerical computations, it is found that： （i） The MFPT as a function of the noise intensity exhibits a maximum with the positive correlations between two noises （λ〉0）, this maximum for MFPT shows the characteristic of the entropic noise induced stability （ENIS） effect. The intensity A of correlations between two noises can enhance the ENIS effect. （ii） The SPA as a function of the noise intensity exhibits a double-peak by tuning the noise correlation intensity λ, i.e., the existence of a double-peak behaviour is the identifying characteristic of the double entropic stochastic resonance phenomenon.
基金Project supported by the National Natural Science Foundation of China （Grant No 10363001） and the Natural Science Foundation of Yunnan province （Grant No 2005A0002M）.
文摘We study the effects of correlations between quantum and pump noises on fluctuations of the laser intensity in a saturation laser model. An approximative Fokker-Planck equation and analytic expressions of the steady-state probability distribution function （SPD） of the laser system are derived. Based on the SPD, the normalized mean, the normalized variance, and the normalized skewness of the steady-state laser intensity are calculated numerically. The results indicate that （i） the correlation strength A of correlated noises always enhances the fluctuation of laser intensity; （ii） the correlation time v of correlated noises strengthens the fluctuation of laser intensity for the below-threshold case but τ weakens it for the above-threshold case.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11072107,91016022,and 11232007)the Research Fund of State Key Laboratory of Mechanics and Control of Mechanical Structures of Nanjing University of Aeronautics and astronautics,China(Grant No.0113G01)+1 种基金the Natural Science Foundation of the Higher Education Institutions of Jiangsu Province,China(Grant No.13KJB110006)the Project Fund of Jiangsu University of Science and Technology,China(Grant No.633051203)
文摘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.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61203147,60973095,60804013,and 61104092)the Fundamental Research Funds for the Central Universities,China(Grant Nos.JUSRP111A44,JUSRP21011, and JUSRP11233)+1 种基金the Foundation of State Key Laboratory of Digital Manufacturing Equipment and Technology,Huazhong University of Science and Technology(HUST),China(Grant No.DMETKF2010008)the Humanities and Social Sciences Youth Funds of the Ministry of Education,China(Grant No.12YJCZH218)
文摘This paper is concerned with the stochastic bounded consensus tracking problems of leader-follower multi-agent systems, where the control input of an agent can only use the information measured at the sampling instants from its neighbours or the virtual leader with a time-varying reference state, and the measurements are corrupted by random noises. The probability limit theory and the algebra graph theory are employed to derive the necessary and sufficient conditions guaranteeing the mean square bounded consensus tracking. It is shown that the maximum allowable upper boundary of the sampling period simultaneously depends on the constant feedback gains and the network topology. Furthermore, the effects of the sampling period on the tracking performance are analysed. It turns out that from the view point of the sampling period, there is a trade-off between the tracking speed and the static tracking error. Simulations are provided to demonstrate the effectiveness of the theoretical results.
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Project supported by the National Natural Science Foundation of China (Grant No. 10865006)the Science Foundation of the Education Bureau of Shaanxi Province of China (Grant No. 09JK331)the Science Foundation of Baoji University of Science and Arts of China (Grant No. Zk0834)
文摘We have investigated in the adiabatic limit the phenomenon of stochastic resonance in the gene transcriptional regulatory system subjected to an additive noise, a multiplicative noise, and a weakly periodic signal. Using the general two-state approach for the asymmetry system, the analytic expression of signal-to-noise ratio is obtained. The effects of the additive noise intensity a, the multiplicative noise intensity D and the amplitude of input periodic signal A on the signal-to-noise ratio are analysed by numerical calculation. It is found that the existence of a maximum in the RSNR a and RSNR D plots is the identifying characteristic of the stochastic resonance phenomenon in the weakened noise intensity region. The stochastic resonance phenomena are restrained with increasing a and D, and enhanced with increasing A.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61203147,60973095,60804013,and 61104092)the Fundamental Research Funds for the Central Universities,China(Grant Nos.JUSRP111A44,JUSRP21011,and JUSRP11233)+1 种基金the Foundation of State Key Laboratory of Digital Manufacturing Equipment and Technology,HUST,China(Grant No.DMETKF2010008)the Humanities and Social Sciences Youth Funds of the Ministry of Education,China(Grant No.12YJCZH218)
文摘In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded consensus tracking protocol based on sampled data with a general sampling delay is presented by employing the delay decomposition technique. Then, necessary and sufficient conditions are derived for guaranteeing leader-follower multi-agent systems with measurement noises and a time-varying reference state to achieve mean square bounded consensus tracking. The obtained results cover no sampling delay, a small sampling delay and a large sampling delay as three special cases. Last, simulations are provided to demonstrate the effectiveness of the theoretical results.
基金Projected supported by the National Natural Science Foundation of China(Grant No.11202120)the Fundamental Research Funds for the Central Universities of China(Grant Nos.GK201502007 and GK201701001)
文摘We discuss the transport of an underdamped particle driven by an external fluctuation force in a spatially periodic asymmetric potential with correlated noises. The corresponding mathematical model is established. The movement of the steady current of an underdamped particle is presented by the method of the numerical simulation. It is indicated that the value of the current may be negative, zero, or positive. The external fluctuation force and correlated noises can effect the current direction. Under the appropriate parameters, the correlated noises intensity may even raise a reversal of the current. Besides, we have noticed a phenomenon that particles with different weight have different directions during movement by the impact of the correlated noises and external fluctuation force. Therefore, the Brownian particles can be effectively separated according to their masses.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11775091 and 11474117)
文摘The absolute concentration robustness （ACR） steady state of a biochemical system can protect against changing a large concentration of the system＇s components. In this paper, a minimal model of autonomous-nonautonomous transposons driven by intrinsic and extrinsic noises is investigated. The effects of intrinsic and extrinsic noises on ACR steady state of the transposons kinetics are studied by numerical simulations. It is found that the predator-prey-like oscillations around the ACR steady state are induced by the intrinsic or extrinsic noises. Comparing with the case of intrinsic noises, the extrinsic noises can inhibit the amplitude of oscillations of transposon kinetics. To characterize the predator-prey-like oscillations, we calculate the probability distributions and the normalized correlation functions of a system in the stability domain. With the increasing of noise intensity, the peak of the probability distribution is shifted from the ACR steady state to the trivial steady state. The normalized autocorrelation and cross-correlation functions indicate that the state of the predator-prey oscillator is transmitted to 50 successive generations at least.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61304155 and 11371049)Beijing Municipal Government Foundation for Talents,China(Grant No.2012D005003000005)
文摘We study the mean-square composite-rotating consensus problem of second-order multi-agent systems with communication noises, where all agents rotate around a common center and the center of rotation spins around a fixed point simultaneously. Firstly, a time-varying consensus gain is introduced to attenuate to the effect of communication noises. Secondly, sufficient conditions are obtained for achieving the mean-square composite-rotating consensus. Finally, simulations are provided to demonstrate the effectiveness of the proposed algorithm.
基金supported by the NSFC(10971225, 11171125, 91130003 and 11028102)the NSFH (2011CDB289)+1 种基金HPDEP (20114503 and 2011B400)the Cheung Kong Scholars Program and the Fundamental Research Funds for the Central Universities, HUST(2010ZD037)
文摘Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.A computational analysis is conducted to investigate bifurcations of a simple dynamical system under non-Gaussian a-stable Levy motions, by examining the changes in stationary probability density functions for the solution orbits of this stochastic system. The stationary probability density functions are obtained by solving a nonlocal Fokker-Planck equation numerically. This allows numerically investigating phenomenological bifurcation, or P-bifurcation, for stochastic differential equations with non-Gaussian Levy noises.
基金supported by the National Natural Science Foundation of China (Grant No 60774067)the Natural Science Foundation of Fujian Province of China (Grant No 2006J0017)
文摘On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering （EKF）, the unscented Kalman filtering （UKF） and the Gaussian particle filtering （GPF） to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal （These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper）. Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF.
基金Project supported by the National Natural Science Foundation of China (Grant No. 10865006)the Natural Science Foundation of Yunnan Province of China (Grant No. 2005A0002M)
文摘This paper investigates the two-time intensity correlation function of a two-mode ring laser system subjected to both pump and quantum noises by stochastic simulation. It finds that the decay rate of the intensity correlation function of one mode gets faster with decreasing values of relevant parameters, i.e., the coupling constant ξ, the cross-correlation coefficient A, the difference of the pump parameters Aa and the pump parameter al; however, its variations get complex in the other mode when relevant parameters are changed. The investigating results also show that the effects of the mode competition on intensity correlation function are obvious.
基金Supported by the National Key Research and Development Program of China under Grant Nos 2016YFA0301600 and 2016YFA0301602the National Natural Science Foundation of China under Grant Nos 11234008,11474188 and 11704234the Fund for Shanxi'1331 Project'Key Subjects Construction
文摘We study the influence of the phase noises of far detuning single frequency lasers on the lifetime of Bose-Einstein condensation（BEC）of^（87）Rb in an optical dipole trap.As a comparison,we shine a continuous-wave singlefrequency Ti：sapphire laser,an external-cavity diode laser and a phase-locked diode laser on BEC.We measure the heating and lifetime of BEC in two different hyperfine states：｜F=2,m_F=2〉and｜F=1,m_F=1〉.Due to the narrow linewidth and small phase noise,the continuous-wave single-frequency Ti：sapphire laser has less influence on the lifetime of^（87）Rb BEC than the external-cavity diode laser.To reduce the phase noise of the external-cavity diode laser,we use an optical phase-locked loop for the external-cavity diode laser to be locked on a Ti：sapphire laser.The lifetime of BEC is increased when applfying the phase-Jocked diode laser in contrast with the external-cavity diode laser.
基金Supported by the National Natural Science Foundation of China under Grant Nos 61204112.61204089 and 61306099the Guangdong Provincial Natural Science Foundation under Grant No 2014A030313656
文摘The I-V characteristics and low frequency noises for indium zinc oxide thin film transistor are measured between 250 K and 430 K. The experimental results show that drain currents are thermally activated following the Meyer Neldel rule, which can be explained by the multiple-trapping process. Moreover, the field effect electron mobility firstly increases, and then decreases with the increase of temperature, while the threshold voltage decreases with increasing the temperature. The activation energy and the density of localized gap states are extracted. A noticeable increase in the density of localized states is observed at the higher temperatures.
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.
基金Supported by the National Natural Science Foundation of China under Grant Nos.19475013,19675014。
文摘By using linear approximation we derive expressions for the correlation function,power spectrum and correlation time of the output light intensity in a single-mode laser driven by additive white noise and multiplicative colored noise with an exponential correlation form.The effects of correlation strength and correlation time of the noises on the above quantities are discussed and compared with the case of a delta function correlation form for the noises.
基金Project supported by the Doctorial Foundation of Southwest University of Science and Technology of China(Grant No.08zx7108)
文摘This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated.
基金Project supported by the National Nature Science Foundation of China （Grant No 10363001） and the project of Baoji University of Sciences and Arts of China （Grant No ZK2508）.
文摘The steady-state properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different values of noise correlation times T1 and T2. After introducing a dimensionless parameter R（R = α/D, D is the intensity of the multiplicative noise and a is the intensity of the additive noise）, and performing the numerical computations, we find the following points： （1） For the case of R 〉 1, A （the intensity of correlation between additive and multiplicative noises）, T1 and T2 can induce the stationary probability distribution （SPD） transition from bimodal to unimodal in structure, but for the cases of R _〈 1, the bimodal structure is preserved; （2） a can also induce the SPD transition from bimodal to unimodal in structure; （3） the bimodal structure of the SPD exhibits a symmetrical structure as D increases.
