Stochastic resonance: a comparative study of two-state models
effective dynamicsenergy balance modelpotential diffusionspectral gapstochastic differential equationstochastic resonance
Estimates of eigenvalues in context of PDEs (35P15) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27) Diffusion processes (60J60) General questions in geophysics (86A04)
The authors consider the motion of a particle in a double well potential which is perturbed by two kinds of forces: a (deterministic) periodic perturbation of very small frequency and an additive stochastic perturbation of amplitude \(\varepsilon\). The system exhibits stochastic resonance provided that the solution trajectories amplify the small periodic perturbation in an optimal fashion. In order to describe optimality in this setting and to find an optimal tuning, i.e. a noise amplitude \(\varepsilon\) such that the amplification effect is maximal, one has to measure periodicity of diffusion trajectories by means of a measure of quality of tuning such as spectral power amplification (SPA). This quality measure is favored in the physical literature, but in this paper it is seen to have a serious drawback. The authors show that, contrary to physical intuition, the SPA of a two state Markov chain that mimics the rough dynamics of the particle (the hopping between the two potential wells) differs from the diffusion's SPA. In a situation where the potential switches discontinuously between two spatially antisymmetric double well states, it is demonstrated that the stochastic resonance pattern of the diffusion is not correctly rendered by the reduced dynamics described by the two state Markov chain. Only if small scale fluctuations inside the potential wells are neglected, the Markov chain gives the correct picture. For the entire collection see [Zbl 1048.60002].
- Stochastic resonance in two-state Markov chains
- scientific article; zbMATH DE number 2247651
- Comparison of stochastic resonance in static and dynamical nonlinearities
- A random dynamical systems perspective on stochastic resonance
- Stochastic resonance in coupled bistable systems
- Stochastic resonance: Theory and numerics
- Stochastic resonance in two-frequency signal systems
- Stochastic resonance in a bistable system subject to dichotomous noise
- A statistical framework for the description of stochastic resonance phenomena
- Information length as a new diagnostic in the periodically modulated double-well model of stochastic resonance
- The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance
- MODEL REDUCTION AND STOCHASTIC RESONANCE
- BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE
- Stochastic resonance in two-state Markov chains
- State observer for stochastic resonance in bistable system
This page was built for publication: Stochastic resonance: a comparative study of two-state models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3154975)
