Dong-Cheng Mei

Noise and time delay: Suppressed population explosion of the mutualism system

We have analyzed effects of noise and time delay in a classical Lotka-Volterra model of mutualism system. We show that the consideration of the noise and the time delay change drastically the behavior of the system in the deterministic case. To a certain degree, the noise or the time delay can suppress the population explosion of the mutualism system, which takes place in the deterministic case, however, the average species population of system with only the noise or the time delay does not converge. Combination of the noise and the time delay completely suppress the population explosion of the mutualism system.

MEAN FIRST-PASSAGE TIME OF A TUMOR CELL GROWTH SYSTEM SUBJECTED TO A COLORED MULTIPLICATIVE NOISE AND A WHITE ADDITIVE NOISE WITH COLORED CROSS-CORRELATED NOISES

The transient properties of a tumor cell growth system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are colored with different correlation times τ1 and τ2. The explicit expression of the mean first-passage time (MFPT) of the tumor cell growth system is obtained. The numerical computations show that the MFPT decreases with increases in D (multiplicative colored intensity) and α (additive white intensity). However, τ1 (correlation time of the multiplicative colored noise) can only linearly enhance the MFPT. It is interesting that the curves of the MFPT appears a peak structure as λ (correlation intensity) and τ2 (coupling correlation time) increases; namely, the MFPT can be enhanced for the small value of λ and τ2 and reduced for the large value of λ and the τ2.

A new model of geometry-induced stochastic resonance

We propose a new model where entropic stochastic resonance and geometric stochastic resonance can both be observed by controlling the geometry parameters and the external force. Such stochastic resonance manifests a more adjustable character in small-scale systems where confinement and noise play a prominent role. The magnitude of the effect is sensitive to the geometry modification, thus leading to various resonance conditions. The novel phenomenon found could thus be beneficial for the control of the basic properties in these systems.

SIMULATION STUDY OF NOISE-ENHANCED STABILITY AND RESONANT ACTIVATION IN A BISTABLE SYSTEM INDUCED BY TIME DELAY

The thermal activation problem of a bistable system driven by correlated noises with time delay is investigated by means of numerical simulations. The simulation results indicate: (1) For the case of the bistable system with linear delay, the phenomenon of noise enhanced stability (NES) is enforced by increasing delay time τ as the multiplicative noise intensity D is smaller, but is weakened as D is larger. (2) For the case of the bistable system with cubic delay, the NES becomes faintness as τ increases. (3) For the case of the bistable system with global delay, the NES is still restrained by increasing τ with smaller D, and in some circumstances, the activation rate as a function of τ exists a peak structure, which demonstrating the emergence of resonant activation.

Uphill anomalous transport in a deterministic system with speed-dependent friction coefficient*

We investigate the transport of a deterministic Brownian particle theoretically, which moves in simple one-dimensional, symmetric periodic potentials under the influence of both a time periodic and a static biasing force. The physical system employed contains a friction coefficient that is speed-dependent. Within the tailored parameter regime, the absolute negative mobility, in which a particle can travel in the direction opposite to a constant applied force, is observed. This behavior is robust and can be maximized at two regimes upon variation of the characteristic factor of friction coefficient. Further analysis reveals that this uphill motion is subdiffusion in terms of localization (diffusion coefficient with the form at long times). We also have observed the non-trivially anomalous subdiffusion which is significantly deviated from the localization; whereas most of the downhill motion evolves chaotically, with the normal diffusion.

The stability of portfolio investment in stock crashes

The stability of portfolio investment in stock market crashes with Markowitz portfolio is investigated by the method of theoretical and empirical simulation. From numerical simulation of the mean escape time (MET), we conclude that: (i) The increasing number (Np) of stocks in Markowitz portfolio induces a maximum in the curve of MET versus the initial position; (ii) A critical value of Np in the behavior of MET versus the long-run variance or amplitude of volatility fluctuations maximumlly enhances the stability of portfolio investment. When Np takes value below the critical value, the increasing Np enhances the stability of portfolio investment, but restrains it when Np takes value above the critical value. In addition, a good agreement of both the MET and probability density functions of returns is found between real data and theoretical results.

Gravity separation by entropic transport

We propose a new method of gravity separation by entropic transport. Through tuning the geometry parameters or the amplitude of the external force, the average current of particles can be modified in confined nano-structures, thus leading to an effective particle separation according to their weights. We hope our method could be helpful in the microfluidic devices and narrow channels where geometric confinement and noise play dominant roles.