scholarly journals Chaotic, Stochastic Resonance, and Anti-Resonance Phenomena in Optics

Resonance ◽  
2017 ◽  
Author(s):  
Vladimir L. Kalashnikov
Keyword(s):  
Stochastic Resonance ◽  
Resonance Phenomena

scholarly journals Stochastic and vibrational resonance in complex networks of neurons

2021 ◽  
Vol 379 (2198) ◽  
Author(s):  
Ali Calim ◽  
Tugba Palabas ◽  
Muhammet Uzuntarla
Keyword(s):  
Nonlinear Systems ◽  
Complex Networks ◽  
Stochastic Resonance ◽  
Network Architecture ◽  
External Perturbation ◽  
Neural System ◽  
Neural Systems ◽  
Vibrational Resonance ◽  
Resonance Phenomena ◽  
Information Signal

The concept of resonance in nonlinear systems is crucial and traditionally refers to a specific realization of maximum response provoked by a particular external perturbation. Depending on the system and the nature of perturbation, many different resonance types have been identified in various fields of science. A prominent example is in neuroscience where it has been widely accepted that a neural system may exhibit resonances at microscopic, mesoscopic and macroscopic scales and benefit from such resonances in various tasks. In this context, the two well-known forms are stochastic and vibrational resonance phenomena which manifest that detection and propagation of a feeble information signal in neural structures can be enhanced by additional perturbations via these two resonance mechanisms. Given the importance of network architecture in proper functioning of the nervous system, we here present a review of recent studies on stochastic and vibrational resonance phenomena in neuronal media, focusing mainly on their emergence in complex networks of neurons as well as in simple network structures that represent local behaviours of neuron communities. From this perspective, we aim to provide a secure guide by including theoretical and experimental approaches that analyse in detail possible reasons and necessary conditions for the appearance of stochastic resonance and vibrational resonance in neural systems. This article is part of the theme issue ‘Vibrational and stochastic resonance in driven nonlinear systems (part 2)’.

scholarly journals Stochastic resonance phenomena in spin chains

2009 ◽  
Vol 69 (1) ◽  
pp. 51-57 ◽  
Author(s):  
A. Rivas ◽  
N. P. Oxtoby ◽  
S. F. Huelga
Keyword(s):  
Stochastic Resonance ◽  
Spin Chains ◽  
Resonance Phenomena

A novel parameter-induced stochastic resonance phenomena in fractional Fourier domain

2016 ◽  
Vol 76-77 ◽  
pp. 771-779 ◽  
Author(s):  
Lifeng Lin ◽  
Huiqi Wang ◽  
Wangyong Lv ◽  
Suchuan Zhong
Keyword(s):  
Stochastic Resonance ◽  
Fourier Domain ◽  
Resonance Phenomena

scholarly journals A possible new tinnitus therapy based on Stochastic Resonance phenomena

2018 ◽  
Author(s):  
P Krauss ◽  
A Schilling ◽  
K Tziridis ◽  
H Schulze
Keyword(s):  
Stochastic Resonance ◽  
Resonance Phenomena ◽  
Tinnitus Therapy

Resonance Phenomena in Bistable Systems

2003 ◽  
Vol 13 (07) ◽  
pp. 1823-1829 ◽  
Author(s):  
Ricardo Chacón
Keyword(s):  
Lyapunov Exponent ◽  
Stochastic Resonance ◽  
Stochastic System ◽  
Deterministic System ◽  
Maximum Lyapunov Exponent ◽  
Deterministic Case ◽  
Resonance Phenomena ◽  
Bistable Systems

It is shown through the example of a bistable stochastic system driven by oscillating fields that stochastic resonance is associated with the appearance of a maximum Lyapunov exponent, for an equivalent autonomous stochastic system, induced when the purely deterministic system is at geometrical resonance. The nature of the generic mechanism of the asymmetric purely deterministic case is also explained in terms of geometrical resonance.

Stochastic resonance of volatility influenced by price periodic information in financial market

2021 ◽  
pp. 2150362
Author(s):  
Guo-Hui Yang ◽  
Yang Dong ◽  
Hai-Feng Li ◽  
Jiang-Cheng Li
Keyword(s):  
Brownian Motion ◽  
Stochastic Resonance ◽  
Financial Market ◽  
Asset Price ◽  
Return Volatility ◽  
Motion Model ◽  
Data Set ◽  
Resonance Phenomena ◽  
Return Distributions ◽  
Brownian Motion Model

General researches show that all kinds of random risk information and periodic information in the financial system are mainly transmitted to the asset price through influencing the volatility, thus impacting the whole market. So can the periodic information and random factors in the price be transmitted to the volatility in reverse and cause volatility changes? Hence, in this paper, we investigate the stochastic resonance of volatility which is influenced by price periodic information in financial market, based on our proposed periodic Brownian Motion model and absolute return volatility. The parameter estimation of the periodic Brownian Motion model is obtained by minimizing the mean square deviation between the theoretical and empirical return distributions for the CSI300 data set. The good agreements of the probability density functions of the price returns, realized volatility (RV) at 5 minutes, RV at 15 minutes and absolute return volatility between theoretical and empirical calculation are found. After simulating the absolute return volatility and signal power amplification (SPA) of volatility via periodic Brownian Motion model, the results indicated that (i) single and double inverse resonance phenomena can be observed in the function of SPA versus random information intensity or economic growth rate; (ii) multiple inverse resonance phenomena can be also observed for SPA versus frequency of periodic information. The results imply that the transmission of stochastic factors and periodic information is not only from the volatility to the price, but also from the price to the volatility.

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