No Arabic abstract
A stochastic averaging technique based on energy-dependent frequency is extended to dynamical systems with triple-well potential driven by colored noise. The key procedure is the derivation of energy-dependent frequency according to the four different motion patterns in triple-well potential. Combined with the stochastic averaging of energy envelope, the analytical stationary probability density (SPD) of tri-stable systems can be obtained. Two cases of strongly nonlinear triple-well potential systems are presented to explore the effects of colored noise and validate the effectiveness of the proposed method. Results show that the proposed method is well verified by numerical simulations, and has significant advantages, such as high accuracy, small limitation and easy application in multi-stable systems, compared with the traditional stochastic averaging method. Colored noise plays a significant constructive role in modulating transition strength, stochastic fluctuation range and symmetry of triple-well potential. While, the additive and multiplicative colored noises display quite different effects on the features of coherence resonance (CR). Choosing a moderate additive noise intensity can induce CR, but the multiplicative colored noise cannot.
The ability of a circadian system to entrain to the 24-hour light-dark cycle is one of its most important properties. A new tool, called the entrainment map, was recently introduced to study this process for a single oscillator. Here we generalize the map to study the effects of light-dark forcing in a hierarchical system consisting of a central circadian oscillator that drives a peripheral circadian oscillator. We develop techniques to reduced the higher dimensional phase space of the coupled system to derive a generalized 2-D entrainment map. Determining the nature of various fixed points, together with an understanding of their stable and unstable manifolds, leads to conditions for existence and stability of periodic orbits of the circadian system. We use the map to investigate how various properties of solutions depend on parameters and initial conditions including the time to and direction of entrainment. We show that the concepts of phase advance and phase delay need to be carefully assessed when considering hierarchical systems.
We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we establish strong local nondeterminism properties of the solution and the existence of jointly continuous local times. We also study the differentiability and moduli of continuity of the local times and deduce some sample path properties of the solution.
For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to the loss of stochastic passivity at the desired state if a radially unbounded Lyapunov function is expected as the storage function. To characterize a certain (globally) stable behavior for such a class of systems, the stochastic asymptotic weak stability is proposed in this paper which suggests the transition measure of the state to be convergent and the ergodicity. By defining stochastic weak passivity that admits stochastic passivity only outside a ball centered around the desired state but not in the whole state space, we develop stochastic weak passivity theorems to ensure that the stochastic systems with nonvanishing noise can be globallylocally stabilized in weak sense through negative feedback law. Applications are shown to stochastic linear systems and a nonlinear process system, and some simulation are made on the latter further.
We demonstrate that criticality in a driven-dissipative system is strongly influenced by the spectral properties of the reservoir. We study the open-system realization of the Dicke model, where a bosonic cavity mode couples to a large spin formed by two motional modes of an atomic Bose-Einstein condensate. The cavity mode is driven by a high frequency laser and it decays to a Markovian bath, while the atomic mode interacts with a colored reservoir. We reveal that the soft mode fails to describe the characteristics of the criticality. We calculate the critical exponent of the superradiant phase transition and identify an inherent relation to the low-frequency spectral density function of the colored bath. We show that a finite temperature of the colored reservoir does not modify qualitatively this dependence on the spectral density function.
By using a usual instanton method we obtain the energy splitting due to quantum tunneling through the triple well barrier. It is shown that the term related to the midpoint of the energy splitting in propagator is quite different from that of double well case, in that it is proportional to the algebraic average of the frequencies of the left and central wells.