Stochastic systems with cross-correlated Gaussian white noises

This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequflibrium transitions induced by the cross- correlated noises are studied. The stationary solutions of the Fokker...

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Bibliographic Details
Published inChinese physics B Vol. 19; no. 11; pp. 510 - 515
Main Author 王成玉 高云 宋玉敏 周鹏 杨海
Format Journal Article
LanguageEnglish
Published IOP Publishing 01.11.2010
Subjects
k方程
交叉关联噪声
交叉相关性
稳态解
转换特性
随机系统
随机非线性系统
高斯白噪声
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Summary:This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequflibrium transitions induced by the cross- correlated noises are studied. The stationary solutions of the Fokker-Planck equation for three specific examples are analysed. It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions.
Bibliography:TN92
TP391.4
11-5639/O4
phase transitions, fluctuation phenomenon, stochastic processes
ISSN:1674-1056
2058-3834
DOI:10.1088/1674-1056/19/11/116401