CAN COLORED NOISE IMPROVE STOCHASTIC RESONANCE

被引:169
作者
HANGGI, P [1 ]
JUNG, P [1 ]
ZERBE, C [1 ]
MOSS, F [1 ]
机构
[1] UNIV MISSOURI, DEPT PHYS, ST LOUIS, MO 63121 USA
关键词
NONSTATIONARY STOCHASTIC PROCESSES; COLORED NOISE; STOCHASTIC RESONANCE; ESCAPE TIMES; TIME-PERIODIC KRAMERS EQUATION;
D O I
10.1007/BF01053952
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The phenomenon of stochastic resonance is studied in the presence of colored noise. Several sources of colored noise are introduced and the consequences for the asymptotic time-periodic probability and the (phase-averaged) power spectrum are discussed. Based on space-time symmetry considerations, selection rules for the occurrence of delta-spikes in the power spectrum are derived. The effect of colored noise on the amplification of small periodic signals is studied in terms of effective, time-periodic Fokker-Planck equations: In overdamped systems driven by colored noise, we find that SR is suppressed with increasing noise color. In contrast, for colored noise induced by inertia (as well as for asymmetric dichotomic noise), one obtains an enhancement of SR. This latter result is obtained by studying the Kramers equation perturbed by a small periodic force.
引用
收藏
页码:25 / 47
页数:23
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