STUDY OF STOCHASTIC RESONANCE IN PROCESSES WITH MULTIPLICATIVE NOISE BY MEANS OF FIRST PASSAGE TIME SIMULATION

摘要

The phenomenon whereby feeble input information incoming to random systems are amplified and optimized by the assistance of noise is denoted as stochastic resonance. By suitably employing a recently deviced simulation technique, we study the response to weak periodic stimuli of a class of one-dimensional diffusion processes with multiplicative noise. Since an indicator of stochastic resonant behavior is the first passage time, i.e. the random tune at which the process first reaches a given boundary, after recalling the required theoretical background we evaluate its distribution in the cases of interest by means of the quoted simulation technique. We expose and discuss the results obtained in a series of exemplification cases, hinting to the arising of the stochastic resonance phenomenon for the considered processes.