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Information length as a new diagnostic in the periodically modulated double-well model of stochastic resonance

Rainer Hollerbach, Eun-jin Kim and Yanis Mahi

Physica A: Statistical Mechanics and its Applications, 2019, vol. 525, issue C, 1313-1322

Abstract: We consider the classical double-well model of stochastic resonance, in which a particle in a potential V(x,t)=[−x2∕2+x4∕4−Asin(ωt)x] is subject to an additional stochastic forcing that causes it to occasionally jump between the two wells at x≈±1. We present direct numerical solutions of the Fokker–Planck equation for the probability density function p(x,t), for ω=10−2 to 10−6, and A∈[0,0.2]. Previous results that stochastic resonance arises if ω matches the average frequency at which the stochastic forcing alone would cause the particle to jump between the wells are quantified. The modulation amplitudes A necessary to achieve essentially 100% saturation of the resonance tend to zero as ω→0. From p(x,t) we next construct the information length L(t)=∫[∫(∂tp)2∕pdx]1∕2dt, measuring changes in information associated with changes in p. L shows an equally clear signal of the resonance, which can be interpreted in terms of the underlying meaning of L. Finally, we present escape time calculations, where the Fokker–Planck equation is solved only for x≥0, and find that resonance shows up less clearly than in either the original p or L.

Keywords: Stochastic resonance; Fokker–Planck equation; Probability density function; Information geometry (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:525:y:2019:i:c:p:1313-1322

DOI: 10.1016/j.physa.2019.04.074

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