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Methodological notes


What are stochastic filtering and stochastic resonance?


Lomonosov Moscow State University, Faculty of Physics, Leninskie Gory 1 build. 2, Moscow, 119991, Russian Federation

The concept of stochastic resonance (SR) was introduced in 1981 in the study of ice-age periodicity in the northern hemisphere. To describe this phenomenon, a relaxation model — an overdamped bistable oscillator — is used. SR is caused by the simultaneous action of a periodic signal and noise and appears as a nonmonotone response to noise intensity variations. Since the subject of the study is actually the filter passband width as a function of noise intensity, ’stochastic filtering’ (SF) seems to be a more appropriate term to describe the phenomenon. It is shown that when driven by a signal and noise, a low-attenuation bistable oscillator also displays ordinary SR when the signal frequency coincides with the effective noise-intensity-dependent frequency of the oscillator. Thus the possibility of the resonance being controlled by varying the noise intensity arises.

Fulltext pdf (186 KB)
Fulltext is also available at DOI: 10.1070/PU1999v042n01ABEH000445
PACS: 02.50.Ey, 05.40.+j, 05.45.+b, 87.70.+c
DOI: 10.1070/PU1999v042n01ABEH000445
URL: https://ufn.ru/en/articles/1999/1/d/
000078623600002
Citation: Klimontovich Yu L "What are stochastic filtering and stochastic resonance?" Phys. Usp. 42 37–44 (1999)
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Оригинал: Климонтович Ю Л «Что такое стохастическая фильтрация и стохастический резонанс?» УФН 169 39–47 (1999); DOI: 10.3367/UFNr.0169.199901d.0039

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