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
AbstractThe 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 A, d 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.
Received: 14 April 2009
Revised: 27 April 2009
Accepted manuscript online:
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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