Colored noise in oscillators. Phase-amplitude analysis and a method to avoid the Ito-Stratonovich dilemma

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are reduced to a phase model that can be analyzed to characterize phase noise. We find that phase noise is a drift-diffusion process, with a noise-induced frequency shift related to the variance and to the correlation time of colored noise. The proposed approach improves the accuracy of previous phase reduced models

Lineshape distortion in a nonlinear auto-oscillator near generation threshold: Application to spin-torque nano-oscillators

The lineshape in an auto-oscillator with a large nonlinear frequency shift in the presence of thermal noise is calculated. Near the generation threshold, this lineshape becomes strongly non-Lorentzian, broadened, and asymmetric. A Lorentzian lineshape is recovered far below and far above threshold, which suggests that lineshape distortions provide a signature of the generation threshold. The theory developed adequately describes the observed behavior of a strongly nonlinear spin-torque nano-oscillator.Comment: 4 pages, 3 figure

Dynamics of Limit Cycle Oscillator Subject to General Noise

The phase description is a powerful tool for analyzing noisy limit cycle oscillators. The method, however, has found only limited applications so far, because the present theory is applicable only to the Gaussian noise while noise in the real world often has non-Gaussian statistics. Here, we provide the phase reduction for limit cycle oscillators subject to general, colored and non-Gaussian, noise including heavy-tailed noise. We derive quantifiers like mean frequency, diffusion constant, and the Lyapunov exponent to confirm consistency of the result. Applying our results, we additionally study a resonance between the phase and noise.Comment: main paper: 4 pages, 2 figure; auxiliary material: 5-7 pages of the document, 1 figur

A Nanoscale Parametric Feedback Oscillator

We describe and demonstrate a new oscillator topology, the parametric feedback oscillator (PFO). The PFO paradigm is applicable to a wide variety of nanoscale devices and opens the possibility of new classes of oscillators employing innovative frequency-determining elements, such as nanoelectromechanical systems (NEMS), facilitating integration with circuitry and system-size reduction. We show that the PFO topology can also improve nanoscale oscillator performance by circumventing detrimental effects that are otherwise imposed by the strong device nonlinearity in this size regime

Effective long-time phase dynamics of limit-cycle oscillators driven by weak colored noise

An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator subjected to weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase sensitivity of the oscillator and the correlation function of the noise, and are explicitly calculated for oscillators with sinusoidal phase sensitivity functions driven by two typical colored Gaussian processes. The results are verified by numerical simulations using several types of stochastic or chaotic noise. The drift and diffusion coefficients of oscillators driven by chaotic noise exhibit anomalous dependence on the oscillator frequency, reflecting the peculiar power spectrum of the chaotic noise.Comment: 16 pages, 6 figure

Stochastic resonance in electrical circuits—I: Conventional stochastic resonance.

Stochastic resonance (SR), a phenomenon in which a periodic signal in a nonlinear system can be amplified by added noise, is introduced and discussed. Techniques for investigating SR using electronic circuits are described in practical terms. The physical nature of SR, and the explanation of weak-noise SR as a linear response phenomenon, are considered. Conventional SR, for systems characterized by static bistable potentials, is described together with examples of the data obtainable from the circuit models used to test the theory

Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the Itô-Stratonovich Dilemma

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are reduced to a phase model that can be analyzed to characterize phase noise. We find that phase noise is a drift-diffusion process, with a noise-induced frequency shift related to the variance and to the correlation time of colored noise. The proposed approach improves the accuracy of the previous phase reduced models