Reduction of Additive Colored Noise Using Coupled Dynamics

2016 ◽  
Vol 26 (01) ◽  
pp. 1650005 ◽  
Author(s):  
Vivek Kohar ◽  
Behnam Kia ◽  
John F. Lindner ◽  
William L. Ditto

We study the effect of additive colored noise on the evolution of maps and demonstrate that the deviations caused by such noise can be reduced using coupled dynamics. We consider both Ornstein–Uhlenbeck process as well as [Formula: see text] noise in our numerical simulations. We observe that though the variance of deviations caused by noise depends on the correlations in the noise, under optimal coupling strength, it decreases by a factor equal to the number of coupled elements in the array as compared to the variance of deviations in a single isolated map. This reduction in noise levels occurs in chaotic as well as periodic regime of the maps. Lastly, we examine the effect of colored noise in chaos computing and find that coupling the chaos computing elements enhances the robustness of chaos computing.

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.


2017 ◽  
Vol 429 ◽  
pp. 35-45 ◽  
Author(s):  
Krzysztof Bartoszek ◽  
Sylvain Glémin ◽  
Ingemar Kaj ◽  
Martin Lascoux

2012 ◽  
Vol 218 (23) ◽  
pp. 11570-11582 ◽  
Author(s):  
V. Giorno ◽  
A.G. Nobile ◽  
R. di Cesare

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