Stochastic systems with cross-correlated Gaussian white noises

doi:10.1088/1674-1056/19/11/116401

中国物理B ›› 2010, Vol. 19 ›› Issue (11): 116401-116801.doi: 10.1088/1674-1056/19/11/116401

Stochastic systems with cross-correlated Gaussian white noises

高云¹, 王成玉², 宋玉敏², 周鹏², 杨海²

(1)Editorial Department, Journal of Yunnan Normal University, Kunming 650092, China; (2)Physics Department, Yunnan Normal University, Kunming 650092, China

收稿日期:2009-11-27 修回日期:2010-05-24 出版日期:2010-11-15 发布日期:2010-11-15
基金资助:
Project supported by the Fund for Less Developed Regions of the National Natural Science Foundation of China (Grant No. 10864009) and the Natural Science Foundation of Yunnan Province, China (Grant No. 2008CD109).

Stochastic systems with cross-correlated Gaussian white noises

Wang Cheng-Yu(王成玉)^a), Gao Yun(高云)^b), Song Yu-Min(宋玉敏)^a), Zhou Peng(周鹏)^a), and Yang Hai(杨海)^a)†

^a Physics Department, Yunnan Normal University, Kunming 650092, China; ^b Editorial Department, Journal of Yunnan Normal University, Kunming 650092, China

Received:2009-11-27 Revised:2010-05-24 Online:2010-11-15 Published:2010-11-15
Supported by:
Project supported by the Fund for Less Developed Regions of the National Natural Science Foundation of China (Grant No. 10864009) and the Natural Science Foundation of Yunnan Province, China (Grant No. 2008CD109).

摘要/Abstract

摘要： This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium 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.

Abstract: This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium 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.

Key words: phase transitions, fluctuation phenomenon, stochastic processes

中图分类号: (Stochastic processes)

02.50.Ey

05.40.Ca (Noise)

王成玉, 高云, 宋玉敏, 周鹏, 杨海. Stochastic systems with cross-correlated Gaussian white noises[J]. 中国物理B, 2010, 19(11): 116401-116801.

Wang Cheng-Yu(王成玉), Gao Yun(高云), Song Yu-Min(宋玉敏), Zhou Peng(周鹏), and Yang Hai(杨海). Stochastic systems with cross-correlated Gaussian white noises[J]. Chin. Phys. B, 2010, 19(11): 116401-116801.

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Stochastic systems with cross-correlated Gaussian white noises

Stochastic systems with cross-correlated Gaussian white noises

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