On representing noise by deterministic excitations for interpreting the stochastic resonance phenomenon

V. Sorokin, I. Demidov

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

Adding noise to a system can 'improve' its dynamic behaviour, for example, it can increase its response or signal-to-noise ratio. The corresponding phenomenon, called stochastic resonance, has found numerous applications in physics, neuroscience, biology, medicine and mechanics. Replacing stochastic excitations with high-frequency ones was shown to be a viable approach to analysing several linear and nonlinear dynamic systems. For these systems, the influence of the stochastic and high-frequency excitations appears to be qualitatively similar. The present paper concerns the discussion of the applicability of this 'deterministic' approach to stochastic systems. First, the conventional nonlinear bi-stable system is briefly revisited. Then dynamical systems with multiplicative noise are considered and the validity of replacing stochastic excitations with deterministic ones for such systems is discussed. Finally, we study oscillatory systems with nonlinear damping and analyse the effects of stochastic and deterministic excitations on such systems. This article is part of the theme issue 'Vibrational and stochastic resonance in driven nonlinear systems (part 1)'.

Original languageEnglish
Article number20200229
JournalPhilosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume379
Issue number2192
DOIs
StatePublished - 1 Jan 2021
Externally publishedYes

Keywords

  • deterministic approach
  • Fokker-Plank equation
  • high-frequency excitations
  • Ito calculus
  • stochastic systems

ASJC Scopus subject areas

  • General Mathematics
  • General Engineering
  • General Physics and Astronomy

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