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存在随机共振时具有有色噪声的全局耦合朗之万方程的集体行为

Collective behavior of globally coupled Langevin equations with colored noise in the presence of stochastic resonance.

作者信息

Yang Bo, Zhang Xiao, Zhang Lu, Luo Mao-Kang

机构信息

Department of Mathematics, Sichuan University, 610065, Chengdu, Sichuan, China.

出版信息

Phys Rev E. 2016 Aug;94(2-1):022119. doi: 10.1103/PhysRevE.94.022119. Epub 2016 Aug 12.

DOI:10.1103/PhysRevE.94.022119
PMID:27627258
Abstract

The long-time collective behavior of globally coupled Langevin equations in a dichotomous fluctuating potential driven by a periodic source is investigated. By describing the collective behavior using the moments of the mean field and single-particle displacements, we study stochastic resonance and synchronization using the exact steady-state solutions and related stability criteria. Based on the simulation results and the criterion of the stationary regime, the notable differences between the stationary and nonstationary regimes are demonstrated. For the stationary regime, stochastic resonance with synchronization is discussed, and for the nonstationary regime, the volatility clustering phenomenon is observed.

摘要

研究了由周期源驱动的二分波动势中全局耦合朗之万方程的长期集体行为。通过使用平均场和单粒子位移的矩来描述集体行为,我们利用精确的稳态解和相关稳定性准则研究了随机共振和同步。基于模拟结果和平稳状态准则,证明了平稳状态和非平稳状态之间的显著差异。对于平稳状态,讨论了同步的随机共振,对于非平稳状态,观察到了波动聚集现象。

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