Search results for "White Noise"
showing 10 items of 132 documents
Experimental and numerical study of noise effects in a FitzHugh–Nagumo system driven by a biharmonic signal
2013
Abstract Using a nonlinear circuit ruled by the FitzHugh–Nagumo equations, we experimentally investigate the combined effect of noise and a biharmonic driving of respective high and low frequency F and f. Without noise, we show that the response of the circuit to the low frequency can be maximized for a critical amplitude B∗ of the high frequency via the effect of Vibrational Resonance (V.R.). We report that under certain conditions on the biharmonic stimulus, white noise can induce V.R. The effects of colored noise on V.R. are also discussed by considering an Ornstein–Uhlenbeck process. All experimental results are confirmed by numerical analysis of the system response.
Noise effects in two different biological systems
2009
We investigate the role of the colored noise in two biological systems: (i) adults of Nezara viridula (L.) (Heteroptera: Pentatomidae), and (ii) polymer translocation. In the first system we analyze, by directionality tests, the response of N. viridula individuals to subthreshold signals plus noise in their mating behaviour. The percentage of insects that react to the subthreshold signal shows a nonmonotonic behaviour, characterized by the presence of a maximum, as a function of the noise intensity. This is the signature of the non-dynamical stochastic resonance phenomenon. By using a “soft” threshold model we find that the maximum of the input-output cross correlation occurs in the same ra…
Moment Equations for a Spatially Extended System of Two Competing Species
2005
The dynamics of a spatially extended system of two competing species in the presence of two noise sources is studied. A correlated dichotomous noise acts on the interaction parameter and a multiplicative white noise affects directly the dynamics of the two species. To describe the spatial distribution of the species we use a model based on Lotka-Volterra (LV) equations. By writing them in a mean field form, the corresponding moment equations for the species concentrations are obtained in Gaussian approximation. In this formalism the system dynamics is analyzed for different values of the multiplicative noise intensity. Finally by comparing these results with those obtained by direct simulat…
Approximate analytical mean-square response of an impacting stochastic system oscillator with fractional damping
2017
The paper deals with the stochastic dynamics of a vibroimpact single-degree-of-freedom system under a Gaussian white noise. The system is assumed to have a hard type impact against a one-sided motionless barrier, located at the system's equilibrium. The system is endowed with a fractional derivative element. An analytical expression for the system's mean squared response amplitude is presented and compared with the results of numerical simulations.
Stochastic Analysis of a Nonlocal Fractional Viscoelastic Bar Forced by Gaussian White Noise
2017
Recently, a displacement-based nonlocal bar model has been developed. The model is based on the assumption that nonlocal forces can be modeled as viscoelastic (VE) long-range interactions mutually exerted by nonadjacent bar segments due to their relative motion; the classical local stress resultants are also present in the model. A finite element (FE) formulation with closed-form expressions of the elastic and viscoelastic matrices has also been obtained. Specifically, Caputo's fractional derivative has been used in order to model viscoelastic long-range interaction. The static and quasi-static response has been already investigated. This work investigates the stochastic response of the non…
Nonlinear SDE Excited by External Lévy White Noise Processes
2011
A numerical method for approximating the statistics of the solution of nonlinear stochastic systems excited by Gaussian and non-Gaussian external white noises is proposed. The differential equation governing the evolution in time of the characteristic function is resolved by the convolution quadrature method. This approach is especially suited for those problems in which the nonlinear drift term is not of polynomial form. In such cases the equation governing the evolution in time of the characteristic function is not a partial differential equation. Statistics are found by introducing an integral operator of Wiener-Hopf type, called the transformation operator, and applying the Lubich's con…
Fractional Tajimi–Kanai model for simulating earthquake ground motion
2014
The ground acceleration is usually modeled as a filtered Gaussian process. The most common model is a Tajimi–Kanai (TK) filter that is a viscoelastic Kelvin–Voigt unit (a spring in parallel with a dashpot) carrying a mass excited by a white noise (acceleration at the bedrock). Based upon the observation that every real material exhibits a power law trend in the creep test, in this paper it is proposed the substitution of the purely viscous element in the Kelvin Voigt element with the so called springpot that is an element having an intermediate behavior between purely elastic (spring) and purely viscous (dashpot) behavior ruled by fractional operator. With this choice two main goals are rea…
LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
2008
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of self-similarity converts the infinitely divisible characteristic function of the L\'{e}vy process into a stable characteristic function of the L\'{e}vy motion. The L\'{e}vy motion generalizes the Brownian motion on the base of the $\alpha$-stable distributions theory and fractional order derivatives. The further development of the idea lies on the generalization of the Langevin equation with a non-Gaussian white noise source and the use of functional approach. Th…
Enhancement of stability in randomly switching potential with metastable state
2004
The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer time than in the absence of white noise. The mean first passage time (MFPT) has a maximum at a finite value of white noise intensity. The analytical expression of MFPT in terms of the white noise intensity, the parameters of the potential barrier, and of the dichotomous noise is derived. The conditions for the NES phenomenon and the parameter region where the effect can be observed are obtained. The mean first passage time behaviours as a function of the mea…
Active Brownian Motion Models and Applications to Ratchets
2008
We give an overview over recent studies on the model of Active Brownian Motion (ABM) coupled to reservoirs providing free energy which may be converted into kinetic energy of motion. First, we present an introduction to a general concept of active Brownian particles which are capable to take up energy from the source and transform part of it in order to perform various activities. In the second part of our presentation we consider applications of ABM to ratchet systems with different forms of differentiable potentials. Both analytical and numerical evaluations are discussed for three cases of sinusoidal, staircase-like and Mateos ratchet potentials, also with the additional loads modeled by…