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Principle Seminar of the Department of Probability Theory, Moscow State University
October 14, 2015 16:45, Moscow, MSU, auditorium 12-24


Stochastic resonance

I. E. Pavlyukevich

Friedrich Schiller University Jena, Germany

Abstract: Stochastic resonance is an effect of a signal amplification and synchronization in bistable non-linear stochastic systems subject to a weak deterministic periodic perturbation. In the regime of stochastic resonance the random output of the system looks „most periodic“ and the quality of this periodicity can be quanified with the help of such measures as the coefficient of the spectral power amplification or the entropy of the system's invariant law.
In this talk we discuss a simple energy balance model of the Earth climate in which the stochastic resonance was firstly observed by Benzi et al. and C. Nicolis. Then we present a mathematical theory which allows to determine the optimal noise amplitude leading to stochastic resonance.


© Steklov Math. Inst. of RAS, 2024