172 resultados para Multivariate White Noise
Resumo:
An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.
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We present numerical evidence and a theoretical analysis of the appearance of anticoherence resonance induced by noise, not predicted in former analysis of coherence resonance. We have found that this phenomenon occurs for very small values of the intensity of the noise acting on an excitable system, and we claim that this is a universal signature of a nonmonotonous relaxational behavior near its oscillatory regime. Moreover, we demonstrate that this new phenomenon is totally compatible with the standard situation of coherence resonance appearing at intermediate values of noise intensity.
Resumo:
We present an analytic and numerical study of the effects of external fluctuations in active media. Our analytical methodology transforms the initial stochastic partial differential equations into an effective set of deterministic reaction-diffusion equations. As a result we are able to explain and make quantitative predictions on the systematic and constructive effects of the noise, for example, target patterns created out of noise and traveling or spiral waves sustained by noise. Our study includes the case of realistic noises with temporal and spatial structures.
Resumo:
Rotating scroll waves are dynamical spatiotemporal structures characteristic of three-dimensional active media. It is well known that, under low excitability conditions, scroll waves develop an intrinsically unstable dynamical regime that leads to a highly disorganized pattern of wave propagation. Such a ¿turbulent¿ state bears some resemblance to fibrillation states in cardiac tissue. We show here that this unstable regime can be controlled by using a spatially distributed random forcing superimposed on a control parameter of the system. Our results are obtained from numerical simulations but an explicit analytical argument that rationalizes our observations is also presented.
Resumo:
We show that external fluctuations induce excitable behavior in a bistable spatially extended system with activator-inhibitor dynamics of the FitzHugh-Nagumo type. This can be understood as a mechanism for sustained signal propagation in bistable media. The phase diagram of the stochastic system is analytically obtained and numerically verified. For small-noise intensities, front propagation becomes unstable, and excitable pulses arise as the only possible spatiotemporal behavior of the system. For large-noise intensities, on the other hand, the system enters an effective regime of oscillatory behavior, where it exhibits spontaneous nucleation of pulses and synchronized firing.
Resumo:
A calculation of passage-time statistics is reported for the laser switch-on problem, under the influence of colored noise, when the net gain is continuously swept from below to above threshold. Cases of fast and slow sweeping are considered. In the weak-noise limit, asymptotic results are given for small and large correlation times of the noise. The mean first passage time increases with the correlation time of the noise. This effect is more important for fast sweeping than for slow sweeping.
Resumo:
We study the erratic displacement of spiral waves forced to move in a medium with random spatiotemporal excitability. Analytical work and numerical simulations are performed in relation to a kinematic scheme, assumed to describe the autowave dynamics for weakly excitable systems. Under such an approach, the Brownian character of this motion is proved and the corresponding dispersion coefficient is evaluated. This quantity shows a nontrivial dependence on the temporal and spatial correlation parameters of the external fluctuations. In particular, a resonantlike behavior is neatly evidenced in terms of the noise correlation time for the particular situation of spatially uniform fluctuations. Actually, this case turns out to be, to a large extent, exactly solvable, whereas a pair of dispersion mechanisms are discussed qualitatively and quantitatively to explain the results for the more general scenario of spatiotemporal disorder.
Resumo:
Relaxational processes in bistable potentials close to marginal conditions are studied under the combined effect of additive and multiplicative fluctuations. Characteristic time scales associated with the first-passage-time-distribution are analytically obtained. Multiplicative noise introduces large effects on the characteristic decay times, which is particularly significant when relaxations are mediated by fluctuations, i.e., below marginality and for small noise intensity. The relevance of our approach with respect to realistic chemical bistable systems experimentally operated under external noise influences is mentioned.
Resumo:
A pacemaker, regularly emitting chemical waves, is created out of noise when an excitable photosensitive Belousov-Zhabotinsky medium, strictly unable to autonomously initiate autowaves, is forced with a spatiotemporal patterned random illumination. These experimental observations are also reproduced numerically by using a set of reaction-diffusion equations for an activator-inhibitor model, and further analytically interpreted in terms of genuine coupling effects arising from parametric fluctuations. Within the same framework we also address situations of noise-sustained propagation in subexcitable media.
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Experimental observations of self-organized behavior arising out of noise are also described, and details on the numerical algorithms needed in the computer simulation of these problems are given.
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The problem of prediction is considered in a multidimensional setting. Extending an idea presented by Barndorff-Nielsen and Cox, a predictive density for a multivariate random variable of interest is proposed. This density has the form of an estimative density plus a correction term. It gives simultaneous prediction regions with coverage error of smaller asymptotic order than the estimative density. A simulation study is also presented showing the magnitude of the improvement with respect to the estimative method.
Resumo:
We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.
Resumo:
We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an approximation theorem, in the convergence of probability, for equations obtained by smoothing the random noise. For some particular classes of coefficients, approximation in the Lp-norm for p¿1 is also proved.
Resumo:
Artifacts are present in most of the electroencephalography (EEG) recordings, making it difficult to interpret or analyze the data. In this paper a cleaning procedure based on a multivariate extension of empirical mode decomposition is used to improve the quality of the data. This is achieved by applying the cleaning method to raw EEG data. Then, a synchrony measure is applied on the raw and the clean data in order to compare the improvement of the classification rate. Two classifiers are used, linear discriminant analysis and neural networks. For both cases, the classification rate is improved about 20%.
Resumo:
The aim of this study was to investigate the effect of combined pressure/temperature treatments (200, 400 and 600 MPa, at 20 and 40 °C) on key physical and chemical characteristics of white cabbage (Brassica oleracea L. var. capitata alba). Thermal treatment (blanching) was also investigated and compared with high-pressure processing (HPP). HPP at 400 MPa and 20–40 °C caused significantly larger colour changes compared to any other pressure or thermal treatment. All pressure treatments induced a softening effect, whereas blanching did not significantly alter texture. Both blanching and pressure treatments resulted in a reduction in the levels of ascorbic acid, effect that was less pronounced for blanching and HPP at 600 MPa and 20–40 °C. HPP at 600 MPa resulted in significantly higher total phenol content, total antioxidant capacity and total isothiocyanate content compared to blanching. In summary, the colour and texture of white cabbage were better preserved by blanching. However, HPP at 600 MPa resulted in significantly higher levels of phytochemical compounds. The results of this study suggest that HPP may represent an attractive technology to process vegetable-based food products that better maintains important aspects related to the content of health-promoting compounds. This may be of particular relevance to the food industry sector involved in the development of convenient novel food products with excellent functional properties