Y. Jia et al., THE SPECTRAL DENSITY OF NONLINEAR O-U NOISE AND THE INFLUENCE OF NONLINEAR FLUCTUATION ON THE TRANSITION OF BISTABLE SYSTEM, Communications in Theoretical Physics, 25(2), 1996, pp. 159-170
A stochastic differential equation driven by N-order nonlinear fluctua
tion is investigated by defining a novel stochastic process Gamma(t).
The spectral densities of Gamma(t) for N = 1, 2, 3 and 4 are obtained.
We compare the results of the linear fluctuation case with the nonlin
ear fluctuation case and find that the extremum of the spectral densit
y for linear case is directly proportional to the noise intensity D an
d independent of the correlation time tau, the extremum of the spectra
l density for nonlinear case is determined by both D and tau. An appro
ximate Fockker-Planck equation of the N-order nonlinear fluctuation is
derived by Hanggi-like ansatz. The influences of nonlinear fluctuatio
n on the transition of bistable system are studied. It is found that t
he area of unimodal region and bimodal legion of the stationary probab
ility is independent of D and tau for linear case, however, the area o
f two regions is related to D and tau for nonlinear case.