José Gómez-Ordóñez

Two-State Theory of Nonlinear Stochastic Resonance

An amenable, analytical two-state description of the nonlinear population dynamics of a noisy bistable system driven by a rectangular subthreshold signal is put forward. Explicit expressions for the driven population dynamics, the correlation function (its coherent and incoherent parts), the signal-to-noise ratio (SNR), and the stochastic resonance (SR) gain are obtained. Within a suitably chosen range of parameter values this reduced description yields anomalous SR gains exceeding unity and, simultaneously, gives rise to a nonmonotonic behavior of the SNR vs the noise strength. The analytical results agree well with those obtained from numerical solutions of the Langevin equation.

Gain in stochastic resonance: precise numerics versus linear response theory beyond the two-mode approximation.

In the context of the phenomenon of stochastic resonance (SR), we study the correlation function, the signal-to-noise ratio (SNR), and the ratio of output over input SNR, i.e., the gain, which is associated to the nonlinear response of a bistable system driven by time-periodic forces and white Gaussian noise. These quantifiers for SR are evaluated using the techniques of linear response theory (LRT) beyond the usually employed two-mode approximation scheme. We analytically demonstrate within such an extended LRT description that the gain can indeed not exceed unity. We implement an efficient algorithm, based on work by Greenside and Helfand (detailed in the Appendix), to integrate the driven Langevin equation over a wide range of parameter values. The predictions of LRT are carefully tested against the results obtained from numerical solutions of the corresponding Langevin equation over a wide range of parameter values. We further present an accurate procedure to evaluate the distinct contributions of the coherent and incoherent parts of the correlation function to the SNR and the gain. As a main result we show for subthreshold driving that both the correlation function and the SNR can deviate substantially from the predictions of LRT and yet the gain can be either larger or smaller than unity. In particular, we find that the gain can exceed unity in the strongly nonlinear regime which is characterized by weak noise and very slow multifrequency subthreshold input signals with a small duty cycle. This latter result is in agreement with recent analog simulation results by Gingl et al. [ICNF 2001, edited by G. Bosman (World Scientific, Singapore, 2002), pp. 545-548; Fluct. Noise Lett. 1, L181 (2001)].

Subthreshold stochastic resonance: rectangular signals can cause anomalous large gains.

The main objective of this work is to explore aspects of stochastic resonance (SR) in noisy bistable, symmetric systems driven by subthreshold periodic rectangular external signals possessing a large duty cycle of unity. Using a precise numerical solution of the Langevin equation, we carry out a detailed analysis of the behavior of the first two cumulant averages, the correlation function, and its coherent and incoherent parts. We also depict the nonmonotonic behavior versus the noise strength of several SR quantifiers such as the average output amplitude, i.e., the spectral amplification, the signal-to-noise ratio, and the SR gain. In particular, we find that with subthreshold amplitudes and for an appropriate duration of the pulses of the driving force, the phenomenon of stochastic resonance is accompanied by SR gains exceeding unity. This analysis thus sheds light on the interplay between nonlinearity and the nonlinear response, which in turn yields nontrivial unexpected SR gains above unity.

Stochastic resonance: Theory and numerics

We address the phenomenon of stochastic resonance in a noisy bistable system driven by a time-dependent periodic force (not necessarily sinusoidal) and in its two-state approximation. Even for driving forces with subthreshold amplitudes, the behavior of the system response might require a nonlinear description. We introduce analytical and numerical tools to analyze the power spectral amplification and the signal-to-noise ratio in a nonlinear regime. Our analysis shows the importance of the effects of the driving force on the system fluctuations in a nonlinear regime. These effects can be usefully exploited to achieve high quality output signals with gains larger than unity, which is impossible within a linear regime.

Rocking bistable systems: Use and abuse of linear response theory

The response of a nonlinear stochastic system driven by an external sinusoidal time-dependent force is studied by a variety of numerical and analytical approximations. The validity of linear response theory is put to a critical test by comparing its predictions with numerical solutions over an extended parameter regime of driving amplitudes and frequencies. The relevance of the driving frequency for the applicability of linear response theory is explored.

Theory of frequency and phase synchronization in a rocked bistable stochastic system.

We investigate the role of noise in the phenomenon of stochastic synchronization of switching events in a rocked, overdamped bistable potential driven by white Gaussian noise, the archetype description of stochastic resonance. We present an approach to the stochastic counting process of noise-induced switching events: starting from the Markovian dynamics of the nonstationary, continuous particle dynamics, one finds upon contraction onto two states a non-Markovian renewal dynamics. A proper definition of an output discrete phase is given, and the time rate of change of its noise average determines the corresponding output frequency. The phenomenon of noise-assisted phase synchronization is investigated in terms of an effective, instantaneous phase diffusion. The theory is applied to rectangular-shaped rocking signals versus increasing input-noise strengths. In this case, for an appropriate choice of the parameter values, the system exhibits a noise-induced frequency locking accompanied by a very pronounced suppression of the phase diffusion of the output signal. Precise numerical simulations corroborate very favorably our analytical results. The novel theoretical findings are also compared with prior ones.

CHECKING LINEAR RESPONSE THEORY IN DRIVEN BISTABLE SYSTEMS

The validity of linear response theory to describe the response of a nonlinear stochastic system driven by an external periodical time dependent force is put to a critical test. A variety of numerical and analytical approximations is used to compare its predictions with numerical solutions over an extended parameter regime of driving amplitudes and frequencies and noise strengths. The relevance of the driving frequency and the noise value for the applicability of linear response theory is explored for single and multi-frequency input signals.

Nonlinear stochastic resonance with subthreshold rectangular pulses

We analyze the phenomenon of nonlinear stochastic resonance (SR) in noisy bistable systems driven by pulsed time periodic forces. The driving force contains, within each period, two pulses of equal constant amplitude and duration but opposite signs. Each pulse starts every half period and its duration is varied. For subthreshold amplitudes, we study the dependence of the output signal-to-noise ratio and the SR gain on the noise strength and the relative duration of the pulses. We find that the SR gains can reach values larger than unity, with maximum values showing a nonmonotonic dependence on the duration of the pulses.

Very large stochastic resonance gains in finite sets of interacting identical subsystems driven by subthreshold rectangular pulses

We study the phenomenon of nonlinear stochastic resonance (SR) in a complex noisy system formed by a finite number of interacting subunits driven by rectangular pulsed time periodic forces. We find that very large SR gains are obtained for subthreshold driving forces with frequencies much larger than the values observed in simpler one-dimensional systems. These effects are explained using simple considerations.

Statistical mechanics of finite arrays of coupled bistable elements

We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter space. Our finite size results indicate important qualitative differences with respect to those obtained in the asymptotic infinite size limit. We also discuss how to construct approximate 1-dimensional Langevin equations. This equation provides a useful tool to understand the collective behavior even in the presence of an external driving force.