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Chin. Phys. B, 2009, Vol. 18(10): 4182-4186    DOI: 10.1088/1674-1056/18/10/018
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Effects of signal modulation and coloured cross-correlation of coloured noises on the diffusion of a harmonic oscillator

Liu Li(刘立)a), Zhang Liang-Ying(张良英)b), and Cao Li(曹力)a)†
a School of Physics, Huazhong University of Science and Technology, Wuhan 430074, China; b Department of Physics & Electronics Information Technology, Xiangfan University, Xiangfan 441053, China
Abstract  The diffusion in a harmonic oscillator driven by coloured noises $\xi(t)$ and $\eta(t)$ with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1) The curves of d versus noise intensity D and d versus noises cross-correlation time $\tau_3$ exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient $\lambda$  of the two Ornstein--Uhlenbeck (O-U) noises. 2) Changing the value of $\tau_3$, the curves of dversus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3) Changing the value of signal amplitude Ad versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.
Keywords:  coloured cross-correlation      cross-correlation coefficient      diffusion coefficient      signal modulated noise      noise-induced transition  
Received:  14 April 2009      Revised:  27 April 2009      Accepted manuscript online: 
PACS:  05.40.Ca (Noise)  
  05.60.-k (Transport processes)  
Fund: Project supported by the National Natural Science Foundation of China (Grant No 10275025).

Cite this article: 

Liu Li(刘立), Zhang Liang-Ying(张良英), and Cao Li(曹力) Effects of signal modulation and coloured cross-correlation of coloured noises on the diffusion of a harmonic oscillator 2009 Chin. Phys. B 18 4182

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