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 language | English |
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Article number | 20200229 |
Journal | Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences |
Volume | 379 |
Issue number | 2192 |
DOIs | |
State | Published - 1 Jan 2021 |
Externally published | Yes |
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